Trading Metrics calculated at close of trading on 05-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2002 |
05-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,521.60 |
8,568.76 |
47.16 |
0.6% |
8,448.98 |
High |
8,730.64 |
8,691.38 |
-39.26 |
-0.4% |
8,542.27 |
Low |
8,521.60 |
8,544.42 |
22.82 |
0.3% |
8,198.04 |
Close |
8,571.60 |
8,678.27 |
106.67 |
1.2% |
8,517.64 |
Range |
209.04 |
146.96 |
-62.08 |
-29.7% |
344.23 |
ATR |
225.74 |
220.11 |
-5.63 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,078.90 |
9,025.55 |
8,759.10 |
|
R3 |
8,931.94 |
8,878.59 |
8,718.68 |
|
R2 |
8,784.98 |
8,784.98 |
8,705.21 |
|
R1 |
8,731.63 |
8,731.63 |
8,691.74 |
8,758.31 |
PP |
8,638.02 |
8,638.02 |
8,638.02 |
8,651.36 |
S1 |
8,584.67 |
8,584.67 |
8,664.80 |
8,611.35 |
S2 |
8,491.06 |
8,491.06 |
8,651.33 |
|
S3 |
8,344.10 |
8,437.71 |
8,637.86 |
|
S4 |
8,197.14 |
8,290.75 |
8,597.44 |
|
|
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 |
8,307.42 |
423.22 |
4.9% |
179.65 |
2.1% |
88% |
False |
False |
|
10 |
8,730.64 |
8,198.04 |
532.60 |
6.1% |
197.39 |
2.3% |
90% |
False |
False |
|
20 |
8,730.64 |
7,197.49 |
1,533.15 |
17.7% |
230.79 |
2.7% |
97% |
False |
False |
|
40 |
8,730.64 |
7,197.49 |
1,533.15 |
17.7% |
225.87 |
2.6% |
97% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
21.7% |
219.47 |
2.5% |
79% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.7% |
238.72 |
2.8% |
79% |
False |
False |
|
100 |
9,733.39 |
7,197.49 |
2,535.90 |
29.2% |
236.77 |
2.7% |
58% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
36.4% |
223.58 |
2.6% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,315.96 |
2.618 |
9,076.12 |
1.618 |
8,929.16 |
1.000 |
8,838.34 |
0.618 |
8,782.20 |
HIGH |
8,691.38 |
0.618 |
8,635.24 |
0.500 |
8,617.90 |
0.382 |
8,600.56 |
LOW |
8,544.42 |
0.618 |
8,453.60 |
1.000 |
8,397.46 |
1.618 |
8,306.64 |
2.618 |
8,159.68 |
4.250 |
7,919.84 |
|
|
Fisher Pivots for day following 05-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,658.15 |
8,625.54 |
PP |
8,638.02 |
8,572.80 |
S1 |
8,617.90 |
8,520.07 |
|