Trading Metrics calculated at close of trading on 20-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2002 |
20-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,484.93 |
8,469.57 |
-15.36 |
-0.2% |
8,535.81 |
High |
8,546.84 |
8,643.03 |
96.19 |
1.1% |
8,583.95 |
Low |
8,405.12 |
8,439.06 |
33.94 |
0.4% |
8,298.68 |
Close |
8,474.78 |
8,623.01 |
148.23 |
1.7% |
8,579.09 |
Range |
141.72 |
203.97 |
62.25 |
43.9% |
285.27 |
ATR |
191.20 |
192.11 |
0.91 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,180.28 |
9,105.61 |
8,735.19 |
|
R3 |
8,976.31 |
8,901.64 |
8,679.10 |
|
R2 |
8,772.34 |
8,772.34 |
8,660.40 |
|
R1 |
8,697.67 |
8,697.67 |
8,641.71 |
8,735.01 |
PP |
8,568.37 |
8,568.37 |
8,568.37 |
8,587.03 |
S1 |
8,493.70 |
8,493.70 |
8,604.31 |
8,531.04 |
S2 |
8,364.40 |
8,364.40 |
8,585.62 |
|
S3 |
8,160.43 |
8,289.73 |
8,566.92 |
|
S4 |
7,956.46 |
8,085.76 |
8,510.83 |
|
|
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 |
8,643.03 |
8,403.69 |
239.34 |
2.8% |
153.17 |
1.8% |
92% |
True |
False |
|
10 |
8,766.22 |
8,298.68 |
467.54 |
5.4% |
168.14 |
1.9% |
69% |
False |
False |
|
20 |
8,800.00 |
8,198.04 |
601.96 |
7.0% |
183.23 |
2.1% |
71% |
False |
False |
|
40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.6% |
221.15 |
2.6% |
89% |
False |
False |
|
60 |
8,823.99 |
7,197.49 |
1,626.50 |
18.9% |
211.95 |
2.5% |
88% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
217.27 |
2.5% |
76% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.7% |
233.20 |
2.7% |
64% |
False |
False |
|
120 |
9,802.55 |
7,197.49 |
2,605.06 |
30.2% |
226.26 |
2.6% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,509.90 |
2.618 |
9,177.02 |
1.618 |
8,973.05 |
1.000 |
8,847.00 |
0.618 |
8,769.08 |
HIGH |
8,643.03 |
0.618 |
8,565.11 |
0.500 |
8,541.05 |
0.382 |
8,516.98 |
LOW |
8,439.06 |
0.618 |
8,313.01 |
1.000 |
8,235.09 |
1.618 |
8,109.04 |
2.618 |
7,905.07 |
4.250 |
7,572.19 |
|
|
Fisher Pivots for day following 20-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,595.69 |
8,590.03 |
PP |
8,568.37 |
8,557.05 |
S1 |
8,541.05 |
8,524.08 |
|