Trading Metrics calculated at close of trading on 28-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2002 |
28-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,317.48 |
8,448.98 |
131.50 |
1.6% |
8,320.74 |
High |
8,445.30 |
8,531.45 |
86.15 |
1.0% |
8,558.63 |
Low |
8,258.52 |
8,325.45 |
66.93 |
0.8% |
8,230.50 |
Close |
8,443.99 |
8,368.04 |
-75.95 |
-0.9% |
8,443.99 |
Range |
186.78 |
206.00 |
19.22 |
10.3% |
328.13 |
ATR |
243.07 |
240.42 |
-2.65 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,026.31 |
8,903.18 |
8,481.34 |
|
R3 |
8,820.31 |
8,697.18 |
8,424.69 |
|
R2 |
8,614.31 |
8,614.31 |
8,405.81 |
|
R1 |
8,491.18 |
8,491.18 |
8,386.92 |
8,449.75 |
PP |
8,408.31 |
8,408.31 |
8,408.31 |
8,387.60 |
S1 |
8,285.18 |
8,285.18 |
8,349.16 |
8,243.75 |
S2 |
8,202.31 |
8,202.31 |
8,330.27 |
|
S3 |
7,996.31 |
8,079.18 |
8,311.39 |
|
S4 |
7,790.31 |
7,873.18 |
8,254.74 |
|
|
Weekly Pivots for week ending 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,395.43 |
9,247.84 |
8,624.46 |
|
R3 |
9,067.30 |
8,919.71 |
8,534.23 |
|
R2 |
8,739.17 |
8,739.17 |
8,504.15 |
|
R1 |
8,591.58 |
8,591.58 |
8,474.07 |
8,665.38 |
PP |
8,411.04 |
8,411.04 |
8,411.04 |
8,447.94 |
S1 |
8,263.45 |
8,263.45 |
8,413.91 |
8,337.25 |
S2 |
8,082.91 |
8,082.91 |
8,383.83 |
|
S3 |
7,754.78 |
7,935.32 |
8,353.75 |
|
S4 |
7,426.65 |
7,607.19 |
8,263.52 |
|
|
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 |
8,258.52 |
300.11 |
3.6% |
206.37 |
2.5% |
36% |
False |
False |
|
10 |
8,558.63 |
7,883.23 |
675.40 |
8.1% |
240.49 |
2.9% |
72% |
False |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.3% |
257.39 |
3.1% |
86% |
False |
False |
|
40 |
8,726.90 |
7,197.49 |
1,529.41 |
18.3% |
229.66 |
2.7% |
77% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
227.20 |
2.7% |
62% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.4% |
245.78 |
2.9% |
53% |
False |
False |
|
100 |
9,758.80 |
7,197.49 |
2,561.31 |
30.6% |
236.93 |
2.8% |
46% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.7% |
221.56 |
2.6% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,406.95 |
2.618 |
9,070.76 |
1.618 |
8,864.76 |
1.000 |
8,737.45 |
0.618 |
8,658.76 |
HIGH |
8,531.45 |
0.618 |
8,452.76 |
0.500 |
8,428.45 |
0.382 |
8,404.14 |
LOW |
8,325.45 |
0.618 |
8,198.14 |
1.000 |
8,119.45 |
1.618 |
7,992.14 |
2.618 |
7,786.14 |
4.250 |
7,449.95 |
|
|
Fisher Pivots for day following 28-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,428.45 |
8,408.58 |
PP |
8,408.31 |
8,395.06 |
S1 |
8,388.18 |
8,381.55 |
|