Trading Metrics calculated at close of trading on 31-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2002 |
31-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,363.95 |
8,427.34 |
63.39 |
0.8% |
8,320.74 |
High |
8,459.31 |
8,493.92 |
34.61 |
0.4% |
8,558.63 |
Low |
8,307.42 |
8,336.34 |
28.92 |
0.3% |
8,230.50 |
Close |
8,427.41 |
8,397.03 |
-30.38 |
-0.4% |
8,443.99 |
Range |
151.89 |
157.58 |
5.69 |
3.7% |
328.13 |
ATR |
231.53 |
226.25 |
-5.28 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,881.84 |
8,797.01 |
8,483.70 |
|
R3 |
8,724.26 |
8,639.43 |
8,440.36 |
|
R2 |
8,566.68 |
8,566.68 |
8,425.92 |
|
R1 |
8,481.85 |
8,481.85 |
8,411.47 |
8,445.48 |
PP |
8,409.10 |
8,409.10 |
8,409.10 |
8,390.91 |
S1 |
8,324.27 |
8,324.27 |
8,382.59 |
8,287.90 |
S2 |
8,251.52 |
8,251.52 |
8,368.14 |
|
S3 |
8,093.94 |
8,166.69 |
8,353.70 |
|
S4 |
7,936.36 |
8,009.11 |
8,310.36 |
|
|
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 |
8,531.45 |
8,198.04 |
333.41 |
4.0% |
180.79 |
2.2% |
60% |
False |
False |
|
10 |
8,558.63 |
8,147.20 |
411.43 |
4.9% |
204.47 |
2.4% |
61% |
False |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.2% |
243.20 |
2.9% |
88% |
False |
False |
|
40 |
8,726.90 |
7,197.49 |
1,529.41 |
18.2% |
224.18 |
2.7% |
78% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
220.79 |
2.6% |
64% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
243.06 |
2.9% |
64% |
False |
False |
|
100 |
9,733.39 |
7,197.49 |
2,535.90 |
30.2% |
236.34 |
2.8% |
47% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.6% |
222.00 |
2.6% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,163.64 |
2.618 |
8,906.46 |
1.618 |
8,748.88 |
1.000 |
8,651.50 |
0.618 |
8,591.30 |
HIGH |
8,493.92 |
0.618 |
8,433.72 |
0.500 |
8,415.13 |
0.382 |
8,396.54 |
LOW |
8,336.34 |
0.618 |
8,238.96 |
1.000 |
8,178.76 |
1.618 |
8,081.38 |
2.618 |
7,923.80 |
4.250 |
7,666.63 |
|
|
Fisher Pivots for day following 31-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,415.13 |
8,380.01 |
PP |
8,409.10 |
8,363.00 |
S1 |
8,403.06 |
8,345.98 |
|