Trading Metrics calculated at close of trading on 18-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2002 |
18-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,535.64 |
8,579.74 |
44.10 |
0.5% |
8,535.81 |
High |
8,583.95 |
8,636.24 |
52.29 |
0.6% |
8,583.95 |
Low |
8,460.77 |
8,480.68 |
19.91 |
0.2% |
8,298.68 |
Close |
8,579.09 |
8,486.57 |
-92.52 |
-1.1% |
8,579.09 |
Range |
123.18 |
155.56 |
32.38 |
26.3% |
285.27 |
ATR |
198.04 |
195.01 |
-3.03 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,001.18 |
8,899.43 |
8,572.13 |
|
R3 |
8,845.62 |
8,743.87 |
8,529.35 |
|
R2 |
8,690.06 |
8,690.06 |
8,515.09 |
|
R1 |
8,588.31 |
8,588.31 |
8,500.83 |
8,561.41 |
PP |
8,534.50 |
8,534.50 |
8,534.50 |
8,521.04 |
S1 |
8,432.75 |
8,432.75 |
8,472.31 |
8,405.85 |
S2 |
8,378.94 |
8,378.94 |
8,458.05 |
|
S3 |
8,223.38 |
8,277.19 |
8,443.79 |
|
S4 |
8,067.82 |
8,121.63 |
8,401.01 |
|
|
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 |
8,636.24 |
8,298.68 |
337.56 |
4.0% |
152.59 |
1.8% |
56% |
True |
False |
|
10 |
8,800.00 |
8,298.68 |
501.32 |
5.9% |
169.24 |
2.0% |
37% |
False |
False |
|
20 |
8,800.00 |
8,198.04 |
601.96 |
7.1% |
183.86 |
2.2% |
48% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.9% |
223.28 |
2.6% |
80% |
False |
False |
|
60 |
9,017.02 |
7,197.49 |
1,819.53 |
21.4% |
213.33 |
2.5% |
71% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.1% |
221.28 |
2.6% |
69% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
26.1% |
233.20 |
2.7% |
58% |
False |
False |
|
120 |
10,042.30 |
7,197.49 |
2,844.81 |
33.5% |
226.79 |
2.7% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,297.37 |
2.618 |
9,043.50 |
1.618 |
8,887.94 |
1.000 |
8,791.80 |
0.618 |
8,732.38 |
HIGH |
8,636.24 |
0.618 |
8,576.82 |
0.500 |
8,558.46 |
0.382 |
8,540.10 |
LOW |
8,480.68 |
0.618 |
8,384.54 |
1.000 |
8,325.12 |
1.618 |
8,228.98 |
2.618 |
8,073.42 |
4.250 |
7,819.55 |
|
|
Fisher Pivots for day following 18-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,558.46 |
8,519.97 |
PP |
8,534.50 |
8,508.83 |
S1 |
8,510.53 |
8,497.70 |
|