Trading Metrics calculated at close of trading on 19-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2002 |
19-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,579.74 |
8,484.93 |
-94.81 |
-1.1% |
8,535.81 |
High |
8,636.24 |
8,546.84 |
-89.40 |
-1.0% |
8,583.95 |
Low |
8,480.68 |
8,405.12 |
-75.56 |
-0.9% |
8,298.68 |
Close |
8,486.57 |
8,474.78 |
-11.79 |
-0.1% |
8,579.09 |
Range |
155.56 |
141.72 |
-13.84 |
-8.9% |
285.27 |
ATR |
195.01 |
191.20 |
-3.81 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,900.74 |
8,829.48 |
8,552.73 |
|
R3 |
8,759.02 |
8,687.76 |
8,513.75 |
|
R2 |
8,617.30 |
8,617.30 |
8,500.76 |
|
R1 |
8,546.04 |
8,546.04 |
8,487.77 |
8,510.81 |
PP |
8,475.58 |
8,475.58 |
8,475.58 |
8,457.97 |
S1 |
8,404.32 |
8,404.32 |
8,461.79 |
8,369.09 |
S2 |
8,333.86 |
8,333.86 |
8,448.80 |
|
S3 |
8,192.14 |
8,262.60 |
8,435.81 |
|
S4 |
8,050.42 |
8,120.88 |
8,396.83 |
|
|
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% |
151.34 |
1.8% |
52% |
False |
False |
|
10 |
8,800.00 |
8,298.68 |
501.32 |
5.9% |
168.72 |
2.0% |
35% |
False |
False |
|
20 |
8,800.00 |
8,198.04 |
601.96 |
7.1% |
183.05 |
2.2% |
46% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.9% |
221.69 |
2.6% |
80% |
False |
False |
|
60 |
9,017.02 |
7,197.49 |
1,819.53 |
21.5% |
212.46 |
2.5% |
70% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
217.50 |
2.6% |
68% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
26.1% |
233.37 |
2.8% |
58% |
False |
False |
|
120 |
9,986.49 |
7,197.49 |
2,789.00 |
32.9% |
226.91 |
2.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,149.15 |
2.618 |
8,917.86 |
1.618 |
8,776.14 |
1.000 |
8,688.56 |
0.618 |
8,634.42 |
HIGH |
8,546.84 |
0.618 |
8,492.70 |
0.500 |
8,475.98 |
0.382 |
8,459.26 |
LOW |
8,405.12 |
0.618 |
8,317.54 |
1.000 |
8,263.40 |
1.618 |
8,175.82 |
2.618 |
8,034.10 |
4.250 |
7,802.81 |
|
|
Fisher Pivots for day following 19-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,475.98 |
8,520.68 |
PP |
8,475.58 |
8,505.38 |
S1 |
8,475.18 |
8,490.08 |
|