Trading Metrics calculated at close of trading on 04-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2002 |
04-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,395.64 |
8,521.60 |
125.96 |
1.5% |
8,448.98 |
High |
8,542.27 |
8,730.64 |
188.37 |
2.2% |
8,542.27 |
Low |
8,309.50 |
8,521.60 |
212.10 |
2.6% |
8,198.04 |
Close |
8,517.64 |
8,571.60 |
53.96 |
0.6% |
8,517.64 |
Range |
232.77 |
209.04 |
-23.73 |
-10.2% |
344.23 |
ATR |
226.72 |
225.74 |
-0.98 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,235.07 |
9,112.37 |
8,686.57 |
|
R3 |
9,026.03 |
8,903.33 |
8,629.09 |
|
R2 |
8,816.99 |
8,816.99 |
8,609.92 |
|
R1 |
8,694.29 |
8,694.29 |
8,590.76 |
8,755.64 |
PP |
8,607.95 |
8,607.95 |
8,607.95 |
8,638.62 |
S1 |
8,485.25 |
8,485.25 |
8,552.44 |
8,546.60 |
S2 |
8,398.91 |
8,398.91 |
8,533.28 |
|
S3 |
8,189.87 |
8,276.21 |
8,514.11 |
|
S4 |
7,980.83 |
8,067.17 |
8,456.63 |
|
|
Weekly Pivots for week ending 01-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,452.01 |
9,329.05 |
8,706.97 |
|
R3 |
9,107.78 |
8,984.82 |
8,612.30 |
|
R2 |
8,763.55 |
8,763.55 |
8,580.75 |
|
R1 |
8,640.59 |
8,640.59 |
8,549.19 |
8,702.07 |
PP |
8,419.32 |
8,419.32 |
8,419.32 |
8,450.06 |
S1 |
8,296.36 |
8,296.36 |
8,486.09 |
8,357.84 |
S2 |
8,075.09 |
8,075.09 |
8,454.53 |
|
S3 |
7,730.86 |
7,952.13 |
8,422.98 |
|
S4 |
7,386.63 |
7,607.90 |
8,328.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,730.64 |
8,198.04 |
532.60 |
6.2% |
190.60 |
2.2% |
70% |
True |
False |
|
10 |
8,730.64 |
8,198.04 |
532.60 |
6.2% |
198.48 |
2.3% |
70% |
True |
False |
|
20 |
8,730.64 |
7,197.49 |
1,533.15 |
17.9% |
238.00 |
2.8% |
90% |
True |
False |
|
40 |
8,730.64 |
7,197.49 |
1,533.15 |
17.9% |
224.71 |
2.6% |
90% |
True |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
219.69 |
2.6% |
73% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
242.34 |
2.8% |
73% |
False |
False |
|
100 |
9,733.39 |
7,197.49 |
2,535.90 |
29.6% |
237.68 |
2.8% |
54% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
36.8% |
223.09 |
2.6% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,619.06 |
2.618 |
9,277.91 |
1.618 |
9,068.87 |
1.000 |
8,939.68 |
0.618 |
8,859.83 |
HIGH |
8,730.64 |
0.618 |
8,650.79 |
0.500 |
8,626.12 |
0.382 |
8,601.45 |
LOW |
8,521.60 |
0.618 |
8,392.41 |
1.000 |
8,312.56 |
1.618 |
8,183.37 |
2.618 |
7,974.33 |
4.250 |
7,633.18 |
|
|
Fisher Pivots for day following 04-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,626.12 |
8,554.42 |
PP |
8,607.95 |
8,537.25 |
S1 |
8,589.77 |
8,520.07 |
|