Trading Metrics calculated at close of trading on 29-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2002 |
29-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,448.98 |
8,367.28 |
-81.70 |
-1.0% |
8,320.74 |
High |
8,531.45 |
8,399.74 |
-131.71 |
-1.5% |
8,558.63 |
Low |
8,325.45 |
8,198.04 |
-127.41 |
-1.5% |
8,230.50 |
Close |
8,368.04 |
8,368.94 |
0.90 |
0.0% |
8,443.99 |
Range |
206.00 |
201.70 |
-4.30 |
-2.1% |
328.13 |
ATR |
240.42 |
237.66 |
-2.77 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,927.34 |
8,849.84 |
8,479.88 |
|
R3 |
8,725.64 |
8,648.14 |
8,424.41 |
|
R2 |
8,523.94 |
8,523.94 |
8,405.92 |
|
R1 |
8,446.44 |
8,446.44 |
8,387.43 |
8,485.19 |
PP |
8,322.24 |
8,322.24 |
8,322.24 |
8,341.62 |
S1 |
8,244.74 |
8,244.74 |
8,350.45 |
8,283.49 |
S2 |
8,120.54 |
8,120.54 |
8,331.96 |
|
S3 |
7,918.84 |
8,043.04 |
8,313.47 |
|
S4 |
7,717.14 |
7,841.34 |
8,258.01 |
|
|
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 |
8,198.04 |
360.59 |
4.3% |
215.12 |
2.6% |
47% |
False |
True |
|
10 |
8,558.63 |
8,013.41 |
545.22 |
6.5% |
223.41 |
2.7% |
65% |
False |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.3% |
250.10 |
3.0% |
86% |
False |
False |
|
40 |
8,726.90 |
7,197.49 |
1,529.41 |
18.3% |
225.83 |
2.7% |
77% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
225.86 |
2.7% |
62% |
False |
False |
|
80 |
9,318.10 |
7,197.49 |
2,120.61 |
25.3% |
246.17 |
2.9% |
55% |
False |
False |
|
100 |
9,758.80 |
7,197.49 |
2,561.31 |
30.6% |
237.31 |
2.8% |
46% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.7% |
222.17 |
2.7% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,256.97 |
2.618 |
8,927.79 |
1.618 |
8,726.09 |
1.000 |
8,601.44 |
0.618 |
8,524.39 |
HIGH |
8,399.74 |
0.618 |
8,322.69 |
0.500 |
8,298.89 |
0.382 |
8,275.09 |
LOW |
8,198.04 |
0.618 |
8,073.39 |
1.000 |
7,996.34 |
1.618 |
7,871.69 |
2.618 |
7,669.99 |
4.250 |
7,340.82 |
|
|
Fisher Pivots for day following 29-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,345.59 |
8,367.54 |
PP |
8,322.24 |
8,366.14 |
S1 |
8,298.89 |
8,364.75 |
|