Trading Metrics calculated at close of trading on 11-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2002 |
11-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,585.75 |
8,535.81 |
-49.94 |
-0.6% |
8,521.60 |
High |
8,668.91 |
8,535.88 |
-133.03 |
-1.5% |
8,800.00 |
Low |
8,498.92 |
8,349.53 |
-149.39 |
-1.8% |
8,498.92 |
Close |
8,537.13 |
8,358.95 |
-178.18 |
-2.1% |
8,537.13 |
Range |
169.99 |
186.35 |
16.36 |
9.6% |
301.08 |
ATR |
215.97 |
213.94 |
-2.03 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,973.84 |
8,852.74 |
8,461.44 |
|
R3 |
8,787.49 |
8,666.39 |
8,410.20 |
|
R2 |
8,601.14 |
8,601.14 |
8,393.11 |
|
R1 |
8,480.04 |
8,480.04 |
8,376.03 |
8,447.42 |
PP |
8,414.79 |
8,414.79 |
8,414.79 |
8,398.47 |
S1 |
8,293.69 |
8,293.69 |
8,341.87 |
8,261.07 |
S2 |
8,228.44 |
8,228.44 |
8,324.79 |
|
S3 |
8,042.09 |
8,107.34 |
8,307.70 |
|
S4 |
7,855.74 |
7,920.99 |
8,256.46 |
|
|
Weekly Pivots for week ending 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,515.26 |
9,327.27 |
8,702.72 |
|
R3 |
9,214.18 |
9,026.19 |
8,619.93 |
|
R2 |
8,913.10 |
8,913.10 |
8,592.33 |
|
R1 |
8,725.11 |
8,725.11 |
8,564.73 |
8,819.11 |
PP |
8,612.02 |
8,612.02 |
8,612.02 |
8,659.01 |
S1 |
8,424.03 |
8,424.03 |
8,509.53 |
8,518.03 |
S2 |
8,310.94 |
8,310.94 |
8,481.93 |
|
S3 |
8,009.86 |
8,122.95 |
8,454.33 |
|
S4 |
7,708.78 |
7,821.87 |
8,371.54 |
|
|
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 |
8,349.53 |
450.47 |
5.4% |
185.90 |
2.2% |
2% |
False |
True |
|
10 |
8,800.00 |
8,198.04 |
601.96 |
7.2% |
188.25 |
2.3% |
27% |
False |
False |
|
20 |
8,800.00 |
7,883.23 |
916.77 |
11.0% |
214.37 |
2.6% |
52% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
19.2% |
229.57 |
2.7% |
72% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
216.48 |
2.6% |
62% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
234.04 |
2.8% |
62% |
False |
False |
|
100 |
9,430.66 |
7,197.49 |
2,233.17 |
26.7% |
238.25 |
2.9% |
52% |
False |
False |
|
120 |
10,217.70 |
7,197.49 |
3,020.21 |
36.1% |
225.65 |
2.7% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,327.87 |
2.618 |
9,023.74 |
1.618 |
8,837.39 |
1.000 |
8,722.23 |
0.618 |
8,651.04 |
HIGH |
8,535.88 |
0.618 |
8,464.69 |
0.500 |
8,442.71 |
0.382 |
8,420.72 |
LOW |
8,349.53 |
0.618 |
8,234.37 |
1.000 |
8,163.18 |
1.618 |
8,048.02 |
2.618 |
7,861.67 |
4.250 |
7,557.54 |
|
|
Fisher Pivots for day following 11-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,442.71 |
8,557.88 |
PP |
8,414.79 |
8,491.57 |
S1 |
8,386.87 |
8,425.26 |
|