Trading Metrics calculated at close of trading on 21-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2002 |
21-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,469.57 |
8,625.48 |
155.91 |
1.8% |
8,535.81 |
High |
8,643.03 |
8,856.57 |
213.54 |
2.5% |
8,583.95 |
Low |
8,439.06 |
8,625.48 |
186.42 |
2.2% |
8,298.68 |
Close |
8,623.01 |
8,845.15 |
222.14 |
2.6% |
8,579.09 |
Range |
203.97 |
231.09 |
27.12 |
13.3% |
285.27 |
ATR |
192.11 |
195.07 |
2.96 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,469.00 |
9,388.17 |
8,972.25 |
|
R3 |
9,237.91 |
9,157.08 |
8,908.70 |
|
R2 |
9,006.82 |
9,006.82 |
8,887.52 |
|
R1 |
8,925.99 |
8,925.99 |
8,866.33 |
8,966.41 |
PP |
8,775.73 |
8,775.73 |
8,775.73 |
8,795.94 |
S1 |
8,694.90 |
8,694.90 |
8,823.97 |
8,735.32 |
S2 |
8,544.64 |
8,544.64 |
8,802.78 |
|
S3 |
8,313.55 |
8,463.81 |
8,781.60 |
|
S4 |
8,082.46 |
8,232.72 |
8,718.05 |
|
|
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 |
8,856.57 |
8,405.12 |
451.45 |
5.1% |
171.10 |
1.9% |
97% |
True |
False |
|
10 |
8,856.57 |
8,298.68 |
557.89 |
6.3% |
169.61 |
1.9% |
98% |
True |
False |
|
20 |
8,856.57 |
8,198.04 |
658.53 |
7.4% |
180.75 |
2.0% |
98% |
True |
False |
|
40 |
8,856.57 |
7,197.49 |
1,659.08 |
18.8% |
222.73 |
2.5% |
99% |
True |
False |
|
60 |
8,856.57 |
7,197.49 |
1,659.08 |
18.8% |
212.83 |
2.4% |
99% |
True |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.2% |
217.67 |
2.5% |
88% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.0% |
233.76 |
2.6% |
74% |
False |
False |
|
120 |
9,802.55 |
7,197.49 |
2,605.06 |
29.5% |
226.96 |
2.6% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,838.70 |
2.618 |
9,461.56 |
1.618 |
9,230.47 |
1.000 |
9,087.66 |
0.618 |
8,999.38 |
HIGH |
8,856.57 |
0.618 |
8,768.29 |
0.500 |
8,741.03 |
0.382 |
8,713.76 |
LOW |
8,625.48 |
0.618 |
8,482.67 |
1.000 |
8,394.39 |
1.618 |
8,251.58 |
2.618 |
8,020.49 |
4.250 |
7,643.35 |
|
|
Fisher Pivots for day following 21-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,810.44 |
8,773.72 |
PP |
8,775.73 |
8,702.28 |
S1 |
8,741.03 |
8,630.85 |
|