Trading Metrics calculated at close of trading on 12-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2002 |
12-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,535.81 |
8,356.73 |
-179.08 |
-2.1% |
8,521.60 |
High |
8,535.88 |
8,504.67 |
-31.21 |
-0.4% |
8,800.00 |
Low |
8,349.53 |
8,356.73 |
7.20 |
0.1% |
8,498.92 |
Close |
8,358.95 |
8,386.00 |
27.05 |
0.3% |
8,537.13 |
Range |
186.35 |
147.94 |
-38.41 |
-20.6% |
301.08 |
ATR |
213.94 |
209.23 |
-4.71 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,859.62 |
8,770.75 |
8,467.37 |
|
R3 |
8,711.68 |
8,622.81 |
8,426.68 |
|
R2 |
8,563.74 |
8,563.74 |
8,413.12 |
|
R1 |
8,474.87 |
8,474.87 |
8,399.56 |
8,519.31 |
PP |
8,415.80 |
8,415.80 |
8,415.80 |
8,438.02 |
S1 |
8,326.93 |
8,326.93 |
8,372.44 |
8,371.37 |
S2 |
8,267.86 |
8,267.86 |
8,358.88 |
|
S3 |
8,119.92 |
8,178.99 |
8,345.32 |
|
S4 |
7,971.98 |
8,031.05 |
8,304.63 |
|
|
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% |
186.10 |
2.2% |
8% |
False |
False |
|
10 |
8,800.00 |
8,307.42 |
492.58 |
5.9% |
182.87 |
2.2% |
16% |
False |
False |
|
20 |
8,800.00 |
8,013.41 |
786.59 |
9.4% |
203.14 |
2.4% |
47% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
19.1% |
226.01 |
2.7% |
74% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
214.93 |
2.6% |
63% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
231.06 |
2.8% |
63% |
False |
False |
|
100 |
9,413.08 |
7,197.49 |
2,215.59 |
26.4% |
237.63 |
2.8% |
54% |
False |
False |
|
120 |
10,217.70 |
7,197.49 |
3,020.21 |
36.0% |
225.80 |
2.7% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,133.42 |
2.618 |
8,891.98 |
1.618 |
8,744.04 |
1.000 |
8,652.61 |
0.618 |
8,596.10 |
HIGH |
8,504.67 |
0.618 |
8,448.16 |
0.500 |
8,430.70 |
0.382 |
8,413.24 |
LOW |
8,356.73 |
0.618 |
8,265.30 |
1.000 |
8,208.79 |
1.618 |
8,117.36 |
2.618 |
7,969.42 |
4.250 |
7,727.99 |
|
|
Fisher Pivots for day following 12-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,430.70 |
8,509.22 |
PP |
8,415.80 |
8,468.15 |
S1 |
8,400.90 |
8,427.07 |
|