Trading Metrics calculated at close of trading on 22-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2002 |
22-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,320.74 |
8,534.08 |
213.34 |
2.6% |
7,848.21 |
High |
8,547.83 |
8,534.08 |
-13.75 |
-0.2% |
8,331.56 |
Low |
8,230.50 |
8,376.15 |
145.65 |
1.8% |
7,745.70 |
Close |
8,538.24 |
8,450.16 |
-88.08 |
-1.0% |
8,322.40 |
Range |
317.33 |
157.93 |
-159.40 |
-50.2% |
585.86 |
ATR |
254.88 |
248.26 |
-6.63 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,927.25 |
8,846.64 |
8,537.02 |
|
R3 |
8,769.32 |
8,688.71 |
8,493.59 |
|
R2 |
8,611.39 |
8,611.39 |
8,479.11 |
|
R1 |
8,530.78 |
8,530.78 |
8,464.64 |
8,492.12 |
PP |
8,453.46 |
8,453.46 |
8,453.46 |
8,434.14 |
S1 |
8,372.85 |
8,372.85 |
8,435.68 |
8,334.19 |
S2 |
8,295.53 |
8,295.53 |
8,421.21 |
|
S3 |
8,137.60 |
8,214.92 |
8,406.73 |
|
S4 |
7,979.67 |
8,056.99 |
8,363.30 |
|
|
Weekly Pivots for week ending 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,890.80 |
9,692.46 |
8,644.62 |
|
R3 |
9,304.94 |
9,106.60 |
8,483.51 |
|
R2 |
8,719.08 |
8,719.08 |
8,429.81 |
|
R1 |
8,520.74 |
8,520.74 |
8,376.10 |
8,619.91 |
PP |
8,133.22 |
8,133.22 |
8,133.22 |
8,182.81 |
S1 |
7,934.88 |
7,934.88 |
8,268.70 |
8,034.05 |
S2 |
7,547.36 |
7,547.36 |
8,214.99 |
|
S3 |
6,961.50 |
7,349.02 |
8,161.29 |
|
S4 |
6,375.64 |
6,763.16 |
8,000.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,547.83 |
8,013.41 |
534.42 |
6.3% |
231.70 |
2.7% |
82% |
False |
False |
|
10 |
8,547.83 |
7,197.49 |
1,350.34 |
16.0% |
264.19 |
3.1% |
93% |
False |
False |
|
20 |
8,547.83 |
7,197.49 |
1,350.34 |
16.0% |
260.33 |
3.1% |
93% |
False |
False |
|
40 |
9,017.02 |
7,197.49 |
1,819.53 |
21.5% |
227.17 |
2.7% |
69% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
228.98 |
2.7% |
67% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.2% |
245.95 |
2.9% |
57% |
False |
False |
|
100 |
9,986.49 |
7,197.49 |
2,789.00 |
33.0% |
235.68 |
2.8% |
45% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.3% |
220.73 |
2.6% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,205.28 |
2.618 |
8,947.54 |
1.618 |
8,789.61 |
1.000 |
8,692.01 |
0.618 |
8,631.68 |
HIGH |
8,534.08 |
0.618 |
8,473.75 |
0.500 |
8,455.12 |
0.382 |
8,436.48 |
LOW |
8,376.15 |
0.618 |
8,278.55 |
1.000 |
8,218.22 |
1.618 |
8,120.62 |
2.618 |
7,962.69 |
4.250 |
7,704.95 |
|
|
Fisher Pivots for day following 22-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,455.12 |
8,415.95 |
PP |
8,453.46 |
8,381.73 |
S1 |
8,451.81 |
8,347.52 |
|