Trading Metrics calculated at close of trading on 15-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2002 |
15-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,403.69 |
8,535.64 |
131.95 |
1.6% |
8,535.81 |
High |
8,545.11 |
8,583.95 |
38.84 |
0.5% |
8,583.95 |
Low |
8,403.69 |
8,460.77 |
57.08 |
0.7% |
8,298.68 |
Close |
8,542.13 |
8,579.09 |
36.96 |
0.4% |
8,579.09 |
Range |
141.42 |
123.18 |
-18.24 |
-12.9% |
285.27 |
ATR |
203.80 |
198.04 |
-5.76 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,910.81 |
8,868.13 |
8,646.84 |
|
R3 |
8,787.63 |
8,744.95 |
8,612.96 |
|
R2 |
8,664.45 |
8,664.45 |
8,601.67 |
|
R1 |
8,621.77 |
8,621.77 |
8,590.38 |
8,643.11 |
PP |
8,541.27 |
8,541.27 |
8,541.27 |
8,551.94 |
S1 |
8,498.59 |
8,498.59 |
8,567.80 |
8,519.93 |
S2 |
8,418.09 |
8,418.09 |
8,556.51 |
|
S3 |
8,294.91 |
8,375.41 |
8,545.22 |
|
S4 |
8,171.73 |
8,252.23 |
8,511.34 |
|
|
Weekly Pivots for week ending 15-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,343.05 |
9,246.34 |
8,735.99 |
|
R3 |
9,057.78 |
8,961.07 |
8,657.54 |
|
R2 |
8,772.51 |
8,772.51 |
8,631.39 |
|
R1 |
8,675.80 |
8,675.80 |
8,605.24 |
8,724.16 |
PP |
8,487.24 |
8,487.24 |
8,487.24 |
8,511.42 |
S1 |
8,390.53 |
8,390.53 |
8,552.94 |
8,438.89 |
S2 |
8,201.97 |
8,201.97 |
8,526.79 |
|
S3 |
7,916.70 |
8,105.26 |
8,500.64 |
|
S4 |
7,631.43 |
7,819.99 |
8,422.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,583.95 |
8,298.68 |
285.27 |
3.3% |
158.74 |
1.9% |
98% |
True |
False |
|
10 |
8,800.00 |
8,298.68 |
501.32 |
5.8% |
174.59 |
2.0% |
56% |
False |
False |
|
20 |
8,800.00 |
8,198.04 |
601.96 |
7.0% |
191.95 |
2.2% |
63% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.7% |
224.30 |
2.6% |
86% |
False |
False |
|
60 |
9,051.49 |
7,197.49 |
1,854.00 |
21.6% |
214.42 |
2.5% |
75% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
221.25 |
2.6% |
74% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.8% |
234.00 |
2.7% |
62% |
False |
False |
|
120 |
10,042.30 |
7,197.49 |
2,844.81 |
33.2% |
226.67 |
2.6% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,107.47 |
2.618 |
8,906.44 |
1.618 |
8,783.26 |
1.000 |
8,707.13 |
0.618 |
8,660.08 |
HIGH |
8,583.95 |
0.618 |
8,536.90 |
0.500 |
8,522.36 |
0.382 |
8,507.82 |
LOW |
8,460.77 |
0.618 |
8,384.64 |
1.000 |
8,337.59 |
1.618 |
8,261.46 |
2.618 |
8,138.28 |
4.250 |
7,937.26 |
|
|
Fisher Pivots for day following 15-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,560.18 |
8,533.17 |
PP |
8,541.27 |
8,487.24 |
S1 |
8,522.36 |
8,441.32 |
|