Trading Metrics calculated at close of trading on 24-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2002 |
24-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,448.56 |
8,495.38 |
46.82 |
0.6% |
7,848.21 |
High |
8,494.76 |
8,558.63 |
63.87 |
0.8% |
8,331.56 |
Low |
8,294.38 |
8,277.87 |
-16.51 |
-0.2% |
7,745.70 |
Close |
8,494.27 |
8,317.34 |
-176.93 |
-2.1% |
8,322.40 |
Range |
200.38 |
280.76 |
80.38 |
40.1% |
585.86 |
ATR |
244.84 |
247.40 |
2.57 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,226.89 |
9,052.88 |
8,471.76 |
|
R3 |
8,946.13 |
8,772.12 |
8,394.55 |
|
R2 |
8,665.37 |
8,665.37 |
8,368.81 |
|
R1 |
8,491.36 |
8,491.36 |
8,343.08 |
8,437.99 |
PP |
8,384.61 |
8,384.61 |
8,384.61 |
8,357.93 |
S1 |
8,210.60 |
8,210.60 |
8,291.60 |
8,157.23 |
S2 |
8,103.85 |
8,103.85 |
8,265.87 |
|
S3 |
7,823.09 |
7,929.84 |
8,240.13 |
|
S4 |
7,542.33 |
7,649.08 |
8,162.92 |
|
|
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 |
8,558.63 |
8,147.20 |
411.43 |
4.9% |
228.15 |
2.7% |
41% |
True |
False |
|
10 |
8,558.63 |
7,540.74 |
1,017.89 |
12.2% |
254.19 |
3.1% |
76% |
True |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.4% |
264.72 |
3.2% |
82% |
True |
False |
|
40 |
8,783.35 |
7,197.49 |
1,585.86 |
19.1% |
228.88 |
2.8% |
71% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
229.97 |
2.8% |
60% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.6% |
247.01 |
3.0% |
51% |
False |
False |
|
100 |
9,802.55 |
7,197.49 |
2,605.06 |
31.3% |
236.21 |
2.8% |
43% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.9% |
221.70 |
2.7% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,751.86 |
2.618 |
9,293.66 |
1.618 |
9,012.90 |
1.000 |
8,839.39 |
0.618 |
8,732.14 |
HIGH |
8,558.63 |
0.618 |
8,451.38 |
0.500 |
8,418.25 |
0.382 |
8,385.12 |
LOW |
8,277.87 |
0.618 |
8,104.36 |
1.000 |
7,997.11 |
1.618 |
7,823.60 |
2.618 |
7,542.84 |
4.250 |
7,084.64 |
|
|
Fisher Pivots for day following 24-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,418.25 |
8,418.25 |
PP |
8,384.61 |
8,384.61 |
S1 |
8,350.98 |
8,350.98 |
|