Trading Metrics calculated at close of trading on 04-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2002 |
04-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,753.46 |
7,719.34 |
-34.12 |
-0.4% |
7,698.81 |
High |
7,913.47 |
7,784.81 |
-128.66 |
-1.6% |
7,969.37 |
Low |
7,693.33 |
7,472.01 |
-221.32 |
-2.9% |
7,460.78 |
Close |
7,717.19 |
7,528.40 |
-188.79 |
-2.4% |
7,528.40 |
Range |
220.14 |
312.80 |
92.66 |
42.1% |
508.59 |
ATR |
221.16 |
227.71 |
6.55 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,533.47 |
8,343.74 |
7,700.44 |
|
R3 |
8,220.67 |
8,030.94 |
7,614.42 |
|
R2 |
7,907.87 |
7,907.87 |
7,585.75 |
|
R1 |
7,718.14 |
7,718.14 |
7,557.07 |
7,656.61 |
PP |
7,595.07 |
7,595.07 |
7,595.07 |
7,564.31 |
S1 |
7,405.34 |
7,405.34 |
7,499.73 |
7,343.81 |
S2 |
7,282.27 |
7,282.27 |
7,471.05 |
|
S3 |
6,969.47 |
7,092.54 |
7,442.38 |
|
S4 |
6,656.67 |
6,779.74 |
7,356.36 |
|
|
Weekly Pivots for week ending 04-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,178.62 |
8,862.10 |
7,808.12 |
|
R3 |
8,670.03 |
8,353.51 |
7,668.26 |
|
R2 |
8,161.44 |
8,161.44 |
7,621.64 |
|
R1 |
7,844.92 |
7,844.92 |
7,575.02 |
7,748.89 |
PP |
7,652.85 |
7,652.85 |
7,652.85 |
7,604.83 |
S1 |
7,336.33 |
7,336.33 |
7,481.78 |
7,240.30 |
S2 |
7,144.26 |
7,144.26 |
7,435.16 |
|
S3 |
6,635.67 |
6,827.74 |
7,388.54 |
|
S4 |
6,127.08 |
6,319.15 |
7,248.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,969.37 |
7,460.78 |
508.59 |
6.8% |
269.17 |
3.6% |
13% |
False |
False |
|
10 |
8,012.42 |
7,460.78 |
551.64 |
7.3% |
244.22 |
3.2% |
12% |
False |
False |
|
20 |
8,726.90 |
7,460.78 |
1,266.12 |
16.8% |
211.89 |
2.8% |
5% |
False |
False |
|
40 |
9,077.01 |
7,460.78 |
1,616.23 |
21.5% |
210.22 |
2.8% |
4% |
False |
False |
|
60 |
9,077.01 |
7,460.78 |
1,616.23 |
21.5% |
244.07 |
3.2% |
4% |
False |
False |
|
80 |
9,733.39 |
7,460.78 |
2,272.61 |
30.2% |
236.36 |
3.1% |
3% |
False |
False |
|
100 |
10,353.40 |
7,460.78 |
2,892.62 |
38.4% |
219.03 |
2.9% |
2% |
False |
False |
|
120 |
10,353.40 |
7,460.78 |
2,892.62 |
38.4% |
208.67 |
2.8% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,114.21 |
2.618 |
8,603.72 |
1.618 |
8,290.92 |
1.000 |
8,097.61 |
0.618 |
7,978.12 |
HIGH |
7,784.81 |
0.618 |
7,665.32 |
0.500 |
7,628.41 |
0.382 |
7,591.50 |
LOW |
7,472.01 |
0.618 |
7,278.70 |
1.000 |
7,159.21 |
1.618 |
6,965.90 |
2.618 |
6,653.10 |
4.250 |
6,142.61 |
|
|
Fisher Pivots for day following 04-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,628.41 |
7,720.69 |
PP |
7,595.07 |
7,656.59 |
S1 |
7,561.74 |
7,592.50 |
|