Trading Metrics calculated at close of trading on 07-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2002 |
07-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,677.17 |
8,766.08 |
88.91 |
1.0% |
8,448.98 |
High |
8,800.00 |
8,766.22 |
-33.78 |
-0.4% |
8,542.27 |
Low |
8,590.19 |
8,549.82 |
-40.37 |
-0.5% |
8,198.04 |
Close |
8,771.01 |
8,586.24 |
-184.77 |
-2.1% |
8,517.64 |
Range |
209.81 |
216.40 |
6.59 |
3.1% |
344.23 |
ATR |
219.37 |
219.50 |
0.13 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,283.29 |
9,151.17 |
8,705.26 |
|
R3 |
9,066.89 |
8,934.77 |
8,645.75 |
|
R2 |
8,850.49 |
8,850.49 |
8,625.91 |
|
R1 |
8,718.37 |
8,718.37 |
8,606.08 |
8,676.23 |
PP |
8,634.09 |
8,634.09 |
8,634.09 |
8,613.03 |
S1 |
8,501.97 |
8,501.97 |
8,566.40 |
8,459.83 |
S2 |
8,417.69 |
8,417.69 |
8,546.57 |
|
S3 |
8,201.29 |
8,285.57 |
8,526.73 |
|
S4 |
7,984.89 |
8,069.17 |
8,467.22 |
|
|
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 |
5.7% |
203.00 |
2.4% |
56% |
False |
False |
|
10 |
8,800.00 |
8,198.04 |
601.96 |
7.0% |
191.89 |
2.2% |
64% |
False |
False |
|
20 |
8,800.00 |
7,540.74 |
1,259.26 |
14.7% |
223.04 |
2.6% |
83% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.7% |
227.21 |
2.6% |
87% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
215.45 |
2.5% |
74% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
237.80 |
2.8% |
74% |
False |
False |
|
100 |
9,733.39 |
7,197.49 |
2,535.90 |
29.5% |
238.07 |
2.8% |
55% |
False |
False |
|
120 |
10,293.00 |
7,197.49 |
3,095.51 |
36.1% |
225.18 |
2.6% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,685.92 |
2.618 |
9,332.76 |
1.618 |
9,116.36 |
1.000 |
8,982.62 |
0.618 |
8,899.96 |
HIGH |
8,766.22 |
0.618 |
8,683.56 |
0.500 |
8,658.02 |
0.382 |
8,632.48 |
LOW |
8,549.82 |
0.618 |
8,416.08 |
1.000 |
8,333.42 |
1.618 |
8,199.68 |
2.618 |
7,983.28 |
4.250 |
7,630.12 |
|
|
Fisher Pivots for day following 07-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,658.02 |
8,672.21 |
PP |
8,634.09 |
8,643.55 |
S1 |
8,610.17 |
8,614.90 |
|