Trading Metrics calculated at close of trading on 22-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2002 |
22-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,625.48 |
8,842.41 |
216.93 |
2.5% |
8,579.74 |
High |
8,856.57 |
8,880.39 |
23.82 |
0.3% |
8,880.39 |
Low |
8,625.48 |
8,801.00 |
175.52 |
2.0% |
8,405.12 |
Close |
8,845.15 |
8,804.84 |
-40.31 |
-0.5% |
8,804.84 |
Range |
231.09 |
79.39 |
-151.70 |
-65.6% |
475.27 |
ATR |
195.07 |
186.81 |
-8.26 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,066.91 |
9,015.27 |
8,848.50 |
|
R3 |
8,987.52 |
8,935.88 |
8,826.67 |
|
R2 |
8,908.13 |
8,908.13 |
8,819.39 |
|
R1 |
8,856.49 |
8,856.49 |
8,812.12 |
8,842.62 |
PP |
8,828.74 |
8,828.74 |
8,828.74 |
8,821.81 |
S1 |
8,777.10 |
8,777.10 |
8,797.56 |
8,763.23 |
S2 |
8,749.35 |
8,749.35 |
8,790.29 |
|
S3 |
8,669.96 |
8,697.71 |
8,783.01 |
|
S4 |
8,590.57 |
8,618.32 |
8,761.18 |
|
|
Weekly Pivots for week ending 22-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,122.59 |
9,938.99 |
9,066.24 |
|
R3 |
9,647.32 |
9,463.72 |
8,935.54 |
|
R2 |
9,172.05 |
9,172.05 |
8,891.97 |
|
R1 |
8,988.45 |
8,988.45 |
8,848.41 |
9,080.25 |
PP |
8,696.78 |
8,696.78 |
8,696.78 |
8,742.69 |
S1 |
8,513.18 |
8,513.18 |
8,761.27 |
8,604.98 |
S2 |
8,221.51 |
8,221.51 |
8,717.71 |
|
S3 |
7,746.24 |
8,037.91 |
8,674.14 |
|
S4 |
7,270.97 |
7,562.64 |
8,543.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,880.39 |
8,405.12 |
475.27 |
5.4% |
162.35 |
1.8% |
84% |
True |
False |
|
10 |
8,880.39 |
8,298.68 |
581.71 |
6.6% |
160.55 |
1.8% |
87% |
True |
False |
|
20 |
8,880.39 |
8,198.04 |
682.35 |
7.7% |
175.38 |
2.0% |
89% |
True |
False |
|
40 |
8,880.39 |
7,197.49 |
1,682.90 |
19.1% |
217.19 |
2.5% |
96% |
True |
False |
|
60 |
8,880.39 |
7,197.49 |
1,682.90 |
19.1% |
211.09 |
2.4% |
96% |
True |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.3% |
215.48 |
2.4% |
86% |
False |
False |
|
100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.1% |
232.82 |
2.6% |
73% |
False |
False |
|
120 |
9,802.55 |
7,197.49 |
2,605.06 |
29.6% |
226.69 |
2.6% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,217.80 |
2.618 |
9,088.23 |
1.618 |
9,008.84 |
1.000 |
8,959.78 |
0.618 |
8,929.45 |
HIGH |
8,880.39 |
0.618 |
8,850.06 |
0.500 |
8,840.70 |
0.382 |
8,831.33 |
LOW |
8,801.00 |
0.618 |
8,751.94 |
1.000 |
8,721.61 |
1.618 |
8,672.55 |
2.618 |
8,593.16 |
4.250 |
8,463.59 |
|
|
Fisher Pivots for day following 22-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,840.70 |
8,756.47 |
PP |
8,828.74 |
8,708.10 |
S1 |
8,816.79 |
8,659.73 |
|