Trading Metrics calculated at close of trading on 08-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2002 |
08-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,528.68 |
7,425.82 |
-102.86 |
-1.4% |
7,698.81 |
High |
7,637.91 |
7,622.66 |
-15.25 |
-0.2% |
7,969.37 |
Low |
7,404.94 |
7,331.42 |
-73.52 |
-1.0% |
7,460.78 |
Close |
7,422.84 |
7,501.49 |
78.65 |
1.1% |
7,528.40 |
Range |
232.97 |
291.24 |
58.27 |
25.0% |
508.59 |
ATR |
228.08 |
232.60 |
4.51 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,358.91 |
8,221.44 |
7,661.67 |
|
R3 |
8,067.67 |
7,930.20 |
7,581.58 |
|
R2 |
7,776.43 |
7,776.43 |
7,554.88 |
|
R1 |
7,638.96 |
7,638.96 |
7,528.19 |
7,707.70 |
PP |
7,485.19 |
7,485.19 |
7,485.19 |
7,519.56 |
S1 |
7,347.72 |
7,347.72 |
7,474.79 |
7,416.46 |
S2 |
7,193.95 |
7,193.95 |
7,448.10 |
|
S3 |
6,902.71 |
7,056.48 |
7,421.40 |
|
S4 |
6,611.47 |
6,765.24 |
7,341.31 |
|
|
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 |
7,331.42 |
637.95 |
8.5% |
256.90 |
3.4% |
27% |
False |
True |
|
10 |
8,012.42 |
7,331.42 |
681.00 |
9.1% |
256.48 |
3.4% |
25% |
False |
True |
|
20 |
8,726.90 |
7,331.42 |
1,395.48 |
18.6% |
220.96 |
2.9% |
12% |
False |
True |
|
40 |
9,077.01 |
7,331.42 |
1,745.59 |
23.3% |
213.81 |
2.9% |
10% |
False |
True |
|
60 |
9,077.01 |
7,331.42 |
1,745.59 |
23.3% |
241.36 |
3.2% |
10% |
False |
True |
|
80 |
9,733.39 |
7,331.42 |
2,401.97 |
32.0% |
238.27 |
3.2% |
7% |
False |
True |
|
100 |
10,353.40 |
7,331.42 |
3,021.98 |
40.3% |
222.14 |
3.0% |
6% |
False |
True |
|
120 |
10,353.40 |
7,331.42 |
3,021.98 |
40.3% |
210.21 |
2.8% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,860.43 |
2.618 |
8,385.13 |
1.618 |
8,093.89 |
1.000 |
7,913.90 |
0.618 |
7,802.65 |
HIGH |
7,622.66 |
0.618 |
7,511.41 |
0.500 |
7,477.04 |
0.382 |
7,442.67 |
LOW |
7,331.42 |
0.618 |
7,151.43 |
1.000 |
7,040.18 |
1.618 |
6,860.19 |
2.618 |
6,568.95 |
4.250 |
6,093.65 |
|
|
Fisher Pivots for day following 08-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,493.34 |
7,558.12 |
PP |
7,485.19 |
7,539.24 |
S1 |
7,477.04 |
7,520.37 |
|