Trading Metrics calculated at close of trading on 03-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2002 |
03-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,936.57 |
7,753.46 |
-183.11 |
-2.3% |
7,984.77 |
High |
7,969.37 |
7,913.47 |
-55.90 |
-0.7% |
8,012.42 |
Low |
7,742.02 |
7,693.33 |
-48.69 |
-0.6% |
7,665.66 |
Close |
7,755.61 |
7,717.19 |
-38.42 |
-0.5% |
7,701.45 |
Range |
227.35 |
220.14 |
-7.21 |
-3.2% |
346.76 |
ATR |
221.24 |
221.16 |
-0.08 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,435.08 |
8,296.28 |
7,838.27 |
|
R3 |
8,214.94 |
8,076.14 |
7,777.73 |
|
R2 |
7,994.80 |
7,994.80 |
7,757.55 |
|
R1 |
7,856.00 |
7,856.00 |
7,737.37 |
7,815.33 |
PP |
7,774.66 |
7,774.66 |
7,774.66 |
7,754.33 |
S1 |
7,635.86 |
7,635.86 |
7,697.01 |
7,595.19 |
S2 |
7,554.52 |
7,554.52 |
7,676.83 |
|
S3 |
7,334.38 |
7,415.72 |
7,656.65 |
|
S4 |
7,114.24 |
7,195.58 |
7,596.11 |
|
|
Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,833.46 |
8,614.21 |
7,892.17 |
|
R3 |
8,486.70 |
8,267.45 |
7,796.81 |
|
R2 |
8,139.94 |
8,139.94 |
7,765.02 |
|
R1 |
7,920.69 |
7,920.69 |
7,733.24 |
7,856.94 |
PP |
7,793.18 |
7,793.18 |
7,793.18 |
7,761.30 |
S1 |
7,573.93 |
7,573.93 |
7,669.66 |
7,510.18 |
S2 |
7,446.42 |
7,446.42 |
7,637.88 |
|
S3 |
7,099.66 |
7,227.17 |
7,606.09 |
|
S4 |
6,752.90 |
6,880.41 |
7,510.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,996.01 |
7,460.78 |
535.23 |
6.9% |
266.87 |
3.5% |
48% |
False |
False |
|
10 |
8,017.37 |
7,460.78 |
556.59 |
7.2% |
222.47 |
2.9% |
46% |
False |
False |
|
20 |
8,726.90 |
7,460.78 |
1,266.12 |
16.4% |
205.16 |
2.7% |
20% |
False |
False |
|
40 |
9,077.01 |
7,460.78 |
1,616.23 |
20.9% |
209.58 |
2.7% |
16% |
False |
False |
|
60 |
9,077.01 |
7,460.78 |
1,616.23 |
20.9% |
243.01 |
3.1% |
16% |
False |
False |
|
80 |
9,733.39 |
7,460.78 |
2,272.61 |
29.4% |
234.63 |
3.0% |
11% |
False |
False |
|
100 |
10,353.40 |
7,460.78 |
2,892.62 |
37.5% |
217.76 |
2.8% |
9% |
False |
False |
|
120 |
10,353.40 |
7,460.78 |
2,892.62 |
37.5% |
207.80 |
2.7% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,849.07 |
2.618 |
8,489.80 |
1.618 |
8,269.66 |
1.000 |
8,133.61 |
0.618 |
8,049.52 |
HIGH |
7,913.47 |
0.618 |
7,829.38 |
0.500 |
7,803.40 |
0.382 |
7,777.42 |
LOW |
7,693.33 |
0.618 |
7,557.28 |
1.000 |
7,473.19 |
1.618 |
7,337.14 |
2.618 |
7,117.00 |
4.250 |
6,757.74 |
|
|
Fisher Pivots for day following 03-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,803.40 |
7,781.21 |
PP |
7,774.66 |
7,759.87 |
S1 |
7,745.93 |
7,738.53 |
|