Trading Metrics calculated at close of trading on 06-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2002 |
06-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,568.76 |
8,677.17 |
108.41 |
1.3% |
8,448.98 |
High |
8,691.38 |
8,800.00 |
108.62 |
1.2% |
8,542.27 |
Low |
8,544.42 |
8,590.19 |
45.77 |
0.5% |
8,198.04 |
Close |
8,678.27 |
8,771.01 |
92.74 |
1.1% |
8,517.64 |
Range |
146.96 |
209.81 |
62.85 |
42.8% |
344.23 |
ATR |
220.11 |
219.37 |
-0.74 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,349.83 |
9,270.23 |
8,886.41 |
|
R3 |
9,140.02 |
9,060.42 |
8,828.71 |
|
R2 |
8,930.21 |
8,930.21 |
8,809.48 |
|
R1 |
8,850.61 |
8,850.61 |
8,790.24 |
8,890.41 |
PP |
8,720.40 |
8,720.40 |
8,720.40 |
8,740.30 |
S1 |
8,640.80 |
8,640.80 |
8,751.78 |
8,680.60 |
S2 |
8,510.59 |
8,510.59 |
8,732.54 |
|
S3 |
8,300.78 |
8,430.99 |
8,713.31 |
|
S4 |
8,090.97 |
8,221.18 |
8,655.61 |
|
|
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 |
8,800.00 |
8,309.50 |
490.50 |
5.6% |
191.23 |
2.2% |
94% |
True |
False |
|
10 |
8,800.00 |
8,198.04 |
601.96 |
6.9% |
198.33 |
2.3% |
95% |
True |
False |
|
20 |
8,800.00 |
7,197.49 |
1,602.51 |
18.3% |
230.40 |
2.6% |
98% |
True |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.3% |
227.20 |
2.6% |
98% |
True |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
218.43 |
2.5% |
84% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
238.47 |
2.7% |
84% |
False |
False |
|
100 |
9,733.39 |
7,197.49 |
2,535.90 |
28.9% |
236.76 |
2.7% |
62% |
False |
False |
|
120 |
10,348.90 |
7,197.49 |
3,151.41 |
35.9% |
224.52 |
2.6% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,691.69 |
2.618 |
9,349.28 |
1.618 |
9,139.47 |
1.000 |
9,009.81 |
0.618 |
8,929.66 |
HIGH |
8,800.00 |
0.618 |
8,719.85 |
0.500 |
8,695.10 |
0.382 |
8,670.34 |
LOW |
8,590.19 |
0.618 |
8,460.53 |
1.000 |
8,380.38 |
1.618 |
8,250.72 |
2.618 |
8,040.91 |
4.250 |
7,698.50 |
|
|
Fisher Pivots for day following 06-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,745.71 |
8,734.27 |
PP |
8,720.40 |
8,697.54 |
S1 |
8,695.10 |
8,660.80 |
|