Trading Metrics calculated at close of trading on 14-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2002 |
14-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,380.32 |
8,403.69 |
23.37 |
0.3% |
8,521.60 |
High |
8,493.51 |
8,545.11 |
51.60 |
0.6% |
8,800.00 |
Low |
8,298.68 |
8,403.69 |
105.01 |
1.3% |
8,498.92 |
Close |
8,398.49 |
8,542.13 |
143.64 |
1.7% |
8,537.13 |
Range |
194.83 |
141.42 |
-53.41 |
-27.4% |
301.08 |
ATR |
208.20 |
203.80 |
-4.40 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,921.24 |
8,873.10 |
8,619.91 |
|
R3 |
8,779.82 |
8,731.68 |
8,581.02 |
|
R2 |
8,638.40 |
8,638.40 |
8,568.06 |
|
R1 |
8,590.26 |
8,590.26 |
8,555.09 |
8,614.33 |
PP |
8,496.98 |
8,496.98 |
8,496.98 |
8,509.01 |
S1 |
8,448.84 |
8,448.84 |
8,529.17 |
8,472.91 |
S2 |
8,355.56 |
8,355.56 |
8,516.20 |
|
S3 |
8,214.14 |
8,307.42 |
8,503.24 |
|
S4 |
8,072.72 |
8,166.00 |
8,464.35 |
|
|
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 |
8,668.91 |
8,298.68 |
370.23 |
4.3% |
168.11 |
2.0% |
66% |
False |
False |
|
10 |
8,800.00 |
8,298.68 |
501.32 |
5.9% |
185.55 |
2.2% |
49% |
False |
False |
|
20 |
8,800.00 |
8,147.20 |
652.80 |
7.6% |
195.01 |
2.3% |
60% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.8% |
223.60 |
2.6% |
84% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
214.87 |
2.5% |
72% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
224.25 |
2.6% |
72% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.9% |
235.11 |
2.8% |
61% |
False |
False |
|
120 |
10,042.30 |
7,197.49 |
2,844.81 |
33.3% |
226.19 |
2.6% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,146.15 |
2.618 |
8,915.35 |
1.618 |
8,773.93 |
1.000 |
8,686.53 |
0.618 |
8,632.51 |
HIGH |
8,545.11 |
0.618 |
8,491.09 |
0.500 |
8,474.40 |
0.382 |
8,457.71 |
LOW |
8,403.69 |
0.618 |
8,316.29 |
1.000 |
8,262.27 |
1.618 |
8,174.87 |
2.618 |
8,033.45 |
4.250 |
7,802.66 |
|
|
Fisher Pivots for day following 14-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,519.55 |
8,502.05 |
PP |
8,496.98 |
8,461.97 |
S1 |
8,474.40 |
8,421.90 |
|