Trading Metrics calculated at close of trading on 07-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2002 |
07-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,719.34 |
7,528.68 |
-190.66 |
-2.5% |
7,698.81 |
High |
7,784.81 |
7,637.91 |
-146.90 |
-1.9% |
7,969.37 |
Low |
7,472.01 |
7,404.94 |
-67.07 |
-0.9% |
7,460.78 |
Close |
7,528.40 |
7,422.84 |
-105.56 |
-1.4% |
7,528.40 |
Range |
312.80 |
232.97 |
-79.83 |
-25.5% |
508.59 |
ATR |
227.71 |
228.08 |
0.38 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,187.47 |
8,038.13 |
7,550.97 |
|
R3 |
7,954.50 |
7,805.16 |
7,486.91 |
|
R2 |
7,721.53 |
7,721.53 |
7,465.55 |
|
R1 |
7,572.19 |
7,572.19 |
7,444.20 |
7,530.38 |
PP |
7,488.56 |
7,488.56 |
7,488.56 |
7,467.66 |
S1 |
7,339.22 |
7,339.22 |
7,401.48 |
7,297.41 |
S2 |
7,255.59 |
7,255.59 |
7,380.13 |
|
S3 |
7,022.62 |
7,106.25 |
7,358.77 |
|
S4 |
6,789.65 |
6,873.28 |
7,294.71 |
|
|
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 |
7,404.94 |
564.43 |
7.6% |
268.16 |
3.6% |
3% |
False |
True |
|
10 |
8,012.42 |
7,404.94 |
607.48 |
8.2% |
247.88 |
3.3% |
3% |
False |
True |
|
20 |
8,726.90 |
7,404.94 |
1,321.96 |
17.8% |
211.41 |
2.8% |
1% |
False |
True |
|
40 |
9,077.01 |
7,404.94 |
1,672.07 |
22.5% |
210.53 |
2.8% |
1% |
False |
True |
|
60 |
9,077.01 |
7,404.94 |
1,672.07 |
22.5% |
243.79 |
3.3% |
1% |
False |
True |
|
80 |
9,733.39 |
7,404.94 |
2,328.45 |
31.4% |
237.60 |
3.2% |
1% |
False |
True |
|
100 |
10,353.40 |
7,404.94 |
2,948.46 |
39.7% |
220.11 |
3.0% |
1% |
False |
True |
|
120 |
10,353.40 |
7,404.94 |
2,948.46 |
39.7% |
209.46 |
2.8% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,628.03 |
2.618 |
8,247.83 |
1.618 |
8,014.86 |
1.000 |
7,870.88 |
0.618 |
7,781.89 |
HIGH |
7,637.91 |
0.618 |
7,548.92 |
0.500 |
7,521.43 |
0.382 |
7,493.93 |
LOW |
7,404.94 |
0.618 |
7,260.96 |
1.000 |
7,171.97 |
1.618 |
7,027.99 |
2.618 |
6,795.02 |
4.250 |
6,414.82 |
|
|
Fisher Pivots for day following 07-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,521.43 |
7,659.21 |
PP |
7,488.56 |
7,580.42 |
S1 |
7,455.70 |
7,501.63 |
|