Trading Metrics calculated at close of trading on 09-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2002 |
09-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,425.82 |
7,499.96 |
74.14 |
1.0% |
7,698.81 |
High |
7,622.66 |
7,500.03 |
-122.63 |
-1.6% |
7,969.37 |
Low |
7,331.42 |
7,282.39 |
-49.03 |
-0.7% |
7,460.78 |
Close |
7,501.49 |
7,286.27 |
-215.22 |
-2.9% |
7,528.40 |
Range |
291.24 |
217.64 |
-73.60 |
-25.3% |
508.59 |
ATR |
232.60 |
231.63 |
-0.96 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,009.15 |
7,865.35 |
7,405.97 |
|
R3 |
7,791.51 |
7,647.71 |
7,346.12 |
|
R2 |
7,573.87 |
7,573.87 |
7,326.17 |
|
R1 |
7,430.07 |
7,430.07 |
7,306.22 |
7,393.15 |
PP |
7,356.23 |
7,356.23 |
7,356.23 |
7,337.77 |
S1 |
7,212.43 |
7,212.43 |
7,266.32 |
7,175.51 |
S2 |
7,138.59 |
7,138.59 |
7,246.37 |
|
S3 |
6,920.95 |
6,994.79 |
7,226.42 |
|
S4 |
6,703.31 |
6,777.15 |
7,166.57 |
|
|
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 |
7,913.47 |
7,282.39 |
631.08 |
8.7% |
254.96 |
3.5% |
1% |
False |
True |
|
10 |
8,012.42 |
7,282.39 |
730.03 |
10.0% |
255.68 |
3.5% |
1% |
False |
True |
|
20 |
8,574.94 |
7,282.39 |
1,292.55 |
17.7% |
224.01 |
3.1% |
0% |
False |
True |
|
40 |
9,077.01 |
7,282.39 |
1,794.62 |
24.6% |
212.44 |
2.9% |
0% |
False |
True |
|
60 |
9,077.01 |
7,282.39 |
1,794.62 |
24.6% |
241.17 |
3.3% |
0% |
False |
True |
|
80 |
9,733.39 |
7,282.39 |
2,451.00 |
33.6% |
238.35 |
3.3% |
0% |
False |
True |
|
100 |
10,348.90 |
7,282.39 |
3,066.51 |
42.1% |
223.35 |
3.1% |
0% |
False |
True |
|
120 |
10,353.40 |
7,282.39 |
3,071.01 |
42.1% |
211.53 |
2.9% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,425.00 |
2.618 |
8,069.81 |
1.618 |
7,852.17 |
1.000 |
7,717.67 |
0.618 |
7,634.53 |
HIGH |
7,500.03 |
0.618 |
7,416.89 |
0.500 |
7,391.21 |
0.382 |
7,365.53 |
LOW |
7,282.39 |
0.618 |
7,147.89 |
1.000 |
7,064.75 |
1.618 |
6,930.25 |
2.618 |
6,712.61 |
4.250 |
6,357.42 |
|
|
Fisher Pivots for day following 09-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,391.21 |
7,460.15 |
PP |
7,356.23 |
7,402.19 |
S1 |
7,321.25 |
7,344.23 |
|