Trading Metrics calculated at close of trading on 15-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2002 |
15-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
7,848.21 |
7,883.23 |
35.02 |
0.4% |
7,528.68 |
High |
7,915.00 |
8,255.68 |
340.68 |
4.3% |
7,901.26 |
Low |
7,745.70 |
7,883.23 |
137.53 |
1.8% |
7,197.49 |
Close |
7,877.40 |
8,255.68 |
378.28 |
4.8% |
7,850.29 |
Range |
169.30 |
372.45 |
203.15 |
120.0% |
703.77 |
ATR |
244.30 |
253.87 |
9.57 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,248.88 |
9,124.73 |
8,460.53 |
|
R3 |
8,876.43 |
8,752.28 |
8,358.10 |
|
R2 |
8,503.98 |
8,503.98 |
8,323.96 |
|
R1 |
8,379.83 |
8,379.83 |
8,289.82 |
8,441.91 |
PP |
8,131.53 |
8,131.53 |
8,131.53 |
8,162.57 |
S1 |
8,007.38 |
8,007.38 |
8,221.54 |
8,069.46 |
S2 |
7,759.08 |
7,759.08 |
8,187.40 |
|
S3 |
7,386.63 |
7,634.93 |
8,153.26 |
|
S4 |
7,014.18 |
7,262.48 |
8,050.83 |
|
|
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 |
8,255.68 |
7,197.49 |
1,058.19 |
12.8% |
296.67 |
3.6% |
100% |
True |
False |
|
10 |
8,255.68 |
7,197.49 |
1,058.19 |
12.8% |
276.79 |
3.4% |
100% |
True |
False |
|
20 |
8,255.68 |
7,197.49 |
1,058.19 |
12.8% |
248.87 |
3.0% |
100% |
True |
False |
|
40 |
9,077.01 |
7,197.49 |
1,879.52 |
22.8% |
220.83 |
2.7% |
56% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.8% |
240.36 |
2.9% |
56% |
False |
False |
|
80 |
9,413.08 |
7,197.49 |
2,215.59 |
26.8% |
246.25 |
3.0% |
48% |
False |
False |
|
100 |
10,217.70 |
7,197.49 |
3,020.21 |
36.6% |
230.33 |
2.8% |
35% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
38.2% |
217.89 |
2.6% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,838.59 |
2.618 |
9,230.75 |
1.618 |
8,858.30 |
1.000 |
8,628.13 |
0.618 |
8,485.85 |
HIGH |
8,255.68 |
0.618 |
8,113.40 |
0.500 |
8,069.46 |
0.382 |
8,025.51 |
LOW |
7,883.23 |
0.618 |
7,653.06 |
1.000 |
7,510.78 |
1.618 |
7,280.61 |
2.618 |
6,908.16 |
4.250 |
6,300.32 |
|
|
Fisher Pivots for day following 15-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,193.61 |
8,136.52 |
PP |
8,131.53 |
8,017.37 |
S1 |
8,069.46 |
7,898.21 |
|