Trading Metrics calculated at close of trading on 14-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2002 |
14-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,540.74 |
7,848.21 |
307.47 |
4.1% |
7,528.68 |
High |
7,901.26 |
7,915.00 |
13.74 |
0.2% |
7,901.26 |
Low |
7,540.74 |
7,745.70 |
204.96 |
2.7% |
7,197.49 |
Close |
7,850.29 |
7,877.40 |
27.11 |
0.3% |
7,850.29 |
Range |
360.52 |
169.30 |
-191.22 |
-53.0% |
703.77 |
ATR |
250.06 |
244.30 |
-5.77 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,353.93 |
8,284.97 |
7,970.52 |
|
R3 |
8,184.63 |
8,115.67 |
7,923.96 |
|
R2 |
8,015.33 |
8,015.33 |
7,908.44 |
|
R1 |
7,946.37 |
7,946.37 |
7,892.92 |
7,980.85 |
PP |
7,846.03 |
7,846.03 |
7,846.03 |
7,863.28 |
S1 |
7,777.07 |
7,777.07 |
7,861.88 |
7,811.55 |
S2 |
7,676.73 |
7,676.73 |
7,846.36 |
|
S3 |
7,507.43 |
7,607.77 |
7,830.84 |
|
S4 |
7,338.13 |
7,438.47 |
7,784.29 |
|
|
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 |
7,915.00 |
7,197.49 |
717.51 |
9.1% |
280.43 |
3.6% |
95% |
True |
False |
|
10 |
7,969.37 |
7,197.49 |
771.88 |
9.8% |
274.30 |
3.5% |
88% |
False |
False |
|
20 |
8,482.34 |
7,197.49 |
1,284.85 |
16.3% |
244.77 |
3.1% |
53% |
False |
False |
|
40 |
9,077.01 |
7,197.49 |
1,879.52 |
23.9% |
217.53 |
2.8% |
36% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
23.9% |
240.60 |
3.1% |
36% |
False |
False |
|
80 |
9,430.66 |
7,197.49 |
2,233.17 |
28.3% |
244.22 |
3.1% |
30% |
False |
False |
|
100 |
10,217.70 |
7,197.49 |
3,020.21 |
38.3% |
227.90 |
2.9% |
23% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
40.1% |
215.73 |
2.7% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,634.53 |
2.618 |
8,358.23 |
1.618 |
8,188.93 |
1.000 |
8,084.30 |
0.618 |
8,019.63 |
HIGH |
7,915.00 |
0.618 |
7,850.33 |
0.500 |
7,830.35 |
0.382 |
7,810.37 |
LOW |
7,745.70 |
0.618 |
7,641.07 |
1.000 |
7,576.40 |
1.618 |
7,471.77 |
2.618 |
7,302.47 |
4.250 |
7,026.18 |
|
|
Fisher Pivots for day following 14-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
7,861.72 |
7,770.35 |
PP |
7,846.03 |
7,663.30 |
S1 |
7,830.35 |
7,556.25 |
|