Trading Metrics calculated at close of trading on 23-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2002 |
23-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,534.08 |
8,448.56 |
-85.52 |
-1.0% |
7,848.21 |
High |
8,534.08 |
8,494.76 |
-39.32 |
-0.5% |
8,331.56 |
Low |
8,376.15 |
8,294.38 |
-81.77 |
-1.0% |
7,745.70 |
Close |
8,450.16 |
8,494.27 |
44.11 |
0.5% |
8,322.40 |
Range |
157.93 |
200.38 |
42.45 |
26.9% |
585.86 |
ATR |
248.26 |
244.84 |
-3.42 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,028.94 |
8,961.99 |
8,604.48 |
|
R3 |
8,828.56 |
8,761.61 |
8,549.37 |
|
R2 |
8,628.18 |
8,628.18 |
8,531.01 |
|
R1 |
8,561.23 |
8,561.23 |
8,512.64 |
8,594.71 |
PP |
8,427.80 |
8,427.80 |
8,427.80 |
8,444.54 |
S1 |
8,360.85 |
8,360.85 |
8,475.90 |
8,394.33 |
S2 |
8,227.42 |
8,227.42 |
8,457.53 |
|
S3 |
8,027.04 |
8,160.47 |
8,439.17 |
|
S4 |
7,826.66 |
7,960.09 |
8,384.06 |
|
|
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 |
8,038.24 |
509.59 |
6.0% |
228.04 |
2.7% |
89% |
False |
False |
|
10 |
8,547.83 |
7,197.49 |
1,350.34 |
15.9% |
262.46 |
3.1% |
96% |
False |
False |
|
20 |
8,547.83 |
7,197.49 |
1,350.34 |
15.9% |
259.07 |
3.0% |
96% |
False |
False |
|
40 |
8,823.99 |
7,197.49 |
1,626.50 |
19.1% |
226.30 |
2.7% |
80% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.1% |
228.62 |
2.7% |
69% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.1% |
245.70 |
2.9% |
59% |
False |
False |
|
100 |
9,802.55 |
7,197.49 |
2,605.06 |
30.7% |
234.86 |
2.8% |
50% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.2% |
221.16 |
2.6% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,346.38 |
2.618 |
9,019.35 |
1.618 |
8,818.97 |
1.000 |
8,695.14 |
0.618 |
8,618.59 |
HIGH |
8,494.76 |
0.618 |
8,418.21 |
0.500 |
8,394.57 |
0.382 |
8,370.93 |
LOW |
8,294.38 |
0.618 |
8,170.55 |
1.000 |
8,094.00 |
1.618 |
7,970.17 |
2.618 |
7,769.79 |
4.250 |
7,442.77 |
|
|
Fisher Pivots for day following 23-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,461.04 |
8,459.24 |
PP |
8,427.80 |
8,424.20 |
S1 |
8,394.57 |
8,389.17 |
|