Trading Metrics calculated at close of trading on 13-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2002 |
13-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,356.73 |
8,380.32 |
23.59 |
0.3% |
8,521.60 |
High |
8,504.67 |
8,493.51 |
-11.16 |
-0.1% |
8,800.00 |
Low |
8,356.73 |
8,298.68 |
-58.05 |
-0.7% |
8,498.92 |
Close |
8,386.00 |
8,398.49 |
12.49 |
0.1% |
8,537.13 |
Range |
147.94 |
194.83 |
46.89 |
31.7% |
301.08 |
ATR |
209.23 |
208.20 |
-1.03 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,981.38 |
8,884.77 |
8,505.65 |
|
R3 |
8,786.55 |
8,689.94 |
8,452.07 |
|
R2 |
8,591.72 |
8,591.72 |
8,434.21 |
|
R1 |
8,495.11 |
8,495.11 |
8,416.35 |
8,543.42 |
PP |
8,396.89 |
8,396.89 |
8,396.89 |
8,421.05 |
S1 |
8,300.28 |
8,300.28 |
8,380.63 |
8,348.59 |
S2 |
8,202.06 |
8,202.06 |
8,362.77 |
|
S3 |
8,007.23 |
8,105.45 |
8,344.91 |
|
S4 |
7,812.40 |
7,910.62 |
8,291.33 |
|
|
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 |
8,766.22 |
8,298.68 |
467.54 |
5.6% |
183.10 |
2.2% |
21% |
False |
True |
|
10 |
8,800.00 |
8,298.68 |
501.32 |
6.0% |
187.17 |
2.2% |
20% |
False |
True |
|
20 |
8,800.00 |
8,038.24 |
761.76 |
9.1% |
201.95 |
2.4% |
47% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
19.1% |
225.84 |
2.7% |
75% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
215.44 |
2.6% |
64% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.4% |
230.85 |
2.7% |
64% |
False |
False |
|
100 |
9,413.08 |
7,197.49 |
2,215.59 |
26.4% |
236.71 |
2.8% |
54% |
False |
False |
|
120 |
10,118.50 |
7,197.49 |
2,921.01 |
34.8% |
226.32 |
2.7% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,321.54 |
2.618 |
9,003.57 |
1.618 |
8,808.74 |
1.000 |
8,688.34 |
0.618 |
8,613.91 |
HIGH |
8,493.51 |
0.618 |
8,419.08 |
0.500 |
8,396.10 |
0.382 |
8,373.11 |
LOW |
8,298.68 |
0.618 |
8,178.28 |
1.000 |
8,103.85 |
1.618 |
7,983.45 |
2.618 |
7,788.62 |
4.250 |
7,470.65 |
|
|
Fisher Pivots for day following 13-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,397.69 |
8,417.28 |
PP |
8,396.89 |
8,411.02 |
S1 |
8,396.10 |
8,404.75 |
|