Trading Metrics calculated at close of trading on 11-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2002 |
11-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,286.34 |
7,540.74 |
254.40 |
3.5% |
7,528.68 |
High |
7,560.93 |
7,901.26 |
340.33 |
4.5% |
7,901.26 |
Low |
7,197.49 |
7,540.74 |
343.25 |
4.8% |
7,197.49 |
Close |
7,533.95 |
7,850.29 |
316.34 |
4.2% |
7,850.29 |
Range |
363.44 |
360.52 |
-2.92 |
-0.8% |
703.77 |
ATR |
241.05 |
250.06 |
9.02 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,845.66 |
8,708.49 |
8,048.58 |
|
R3 |
8,485.14 |
8,347.97 |
7,949.43 |
|
R2 |
8,124.62 |
8,124.62 |
7,916.39 |
|
R1 |
7,987.45 |
7,987.45 |
7,883.34 |
8,056.04 |
PP |
7,764.10 |
7,764.10 |
7,764.10 |
7,798.39 |
S1 |
7,626.93 |
7,626.93 |
7,817.24 |
7,695.52 |
S2 |
7,403.58 |
7,403.58 |
7,784.19 |
|
S3 |
7,043.06 |
7,266.41 |
7,751.15 |
|
S4 |
6,682.54 |
6,905.89 |
7,652.00 |
|
|
Weekly Pivots for week ending 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,760.99 |
9,509.41 |
8,237.36 |
|
R3 |
9,057.22 |
8,805.64 |
8,043.83 |
|
R2 |
8,353.45 |
8,353.45 |
7,979.31 |
|
R1 |
8,101.87 |
8,101.87 |
7,914.80 |
8,227.66 |
PP |
7,649.68 |
7,649.68 |
7,649.68 |
7,712.58 |
S1 |
7,398.10 |
7,398.10 |
7,785.78 |
7,523.89 |
S2 |
6,945.91 |
6,945.91 |
7,721.27 |
|
S3 |
6,242.14 |
6,694.33 |
7,656.75 |
|
S4 |
5,538.37 |
5,990.56 |
7,463.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,901.26 |
7,197.49 |
703.77 |
9.0% |
293.16 |
3.7% |
93% |
True |
False |
|
10 |
7,969.37 |
7,197.49 |
771.88 |
9.8% |
281.17 |
3.6% |
85% |
False |
False |
|
20 |
8,482.34 |
7,197.49 |
1,284.85 |
16.4% |
242.88 |
3.1% |
51% |
False |
False |
|
40 |
9,077.01 |
7,197.49 |
1,879.52 |
23.9% |
216.51 |
2.8% |
35% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
23.9% |
245.10 |
3.1% |
35% |
False |
False |
|
80 |
9,573.89 |
7,197.49 |
2,376.40 |
30.3% |
243.95 |
3.1% |
27% |
False |
False |
|
100 |
10,217.70 |
7,197.49 |
3,020.21 |
38.5% |
227.15 |
2.9% |
22% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
40.2% |
215.45 |
2.7% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,433.47 |
2.618 |
8,845.10 |
1.618 |
8,484.58 |
1.000 |
8,261.78 |
0.618 |
8,124.06 |
HIGH |
7,901.26 |
0.618 |
7,763.54 |
0.500 |
7,721.00 |
0.382 |
7,678.46 |
LOW |
7,540.74 |
0.618 |
7,317.94 |
1.000 |
7,180.22 |
1.618 |
6,957.42 |
2.618 |
6,596.90 |
4.250 |
6,008.53 |
|
|
Fisher Pivots for day following 11-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,807.19 |
7,749.99 |
PP |
7,764.10 |
7,649.68 |
S1 |
7,721.00 |
7,549.38 |
|