Trading Metrics calculated at close of trading on 08-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2002 |
08-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
923.19 |
902.20 |
-20.99 |
-2.3% |
905.57 |
High |
923.19 |
910.11 |
-13.08 |
-1.4% |
925.66 |
Low |
898.68 |
891.62 |
-7.06 |
-0.8% |
891.62 |
Close |
902.65 |
894.74 |
-7.91 |
-0.9% |
894.74 |
Range |
24.51 |
18.49 |
-6.02 |
-24.6% |
34.04 |
ATR |
22.74 |
22.43 |
-0.30 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954.29 |
943.01 |
904.91 |
|
R3 |
935.80 |
924.52 |
899.82 |
|
R2 |
917.31 |
917.31 |
898.13 |
|
R1 |
906.03 |
906.03 |
896.43 |
902.43 |
PP |
898.82 |
898.82 |
898.82 |
897.02 |
S1 |
887.54 |
887.54 |
893.05 |
883.94 |
S2 |
880.33 |
880.33 |
891.35 |
|
S3 |
861.84 |
869.05 |
889.66 |
|
S4 |
843.35 |
850.56 |
884.57 |
|
|
Weekly Pivots for week ending 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.13 |
984.47 |
913.46 |
|
R3 |
972.09 |
950.43 |
904.10 |
|
R2 |
938.05 |
938.05 |
900.98 |
|
R1 |
916.39 |
916.39 |
897.86 |
910.20 |
PP |
904.01 |
904.01 |
904.01 |
900.91 |
S1 |
882.35 |
882.35 |
891.62 |
876.16 |
S2 |
869.97 |
869.97 |
888.50 |
|
S3 |
835.93 |
848.31 |
885.38 |
|
S4 |
801.89 |
814.27 |
876.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
925.66 |
891.62 |
34.04 |
3.8% |
18.74 |
2.1% |
9% |
False |
True |
|
10 |
925.66 |
867.91 |
57.75 |
6.5% |
19.86 |
2.2% |
46% |
False |
False |
|
20 |
925.66 |
828.37 |
97.29 |
10.9% |
20.96 |
2.3% |
68% |
False |
False |
|
40 |
925.66 |
768.63 |
157.03 |
17.6% |
22.81 |
2.5% |
80% |
False |
False |
|
60 |
965.00 |
768.63 |
196.37 |
21.9% |
22.01 |
2.5% |
64% |
False |
False |
|
80 |
965.00 |
768.63 |
196.37 |
21.9% |
24.40 |
2.7% |
64% |
False |
False |
|
100 |
1,023.33 |
768.63 |
254.70 |
28.5% |
24.79 |
2.8% |
50% |
False |
False |
|
120 |
1,097.10 |
768.63 |
328.47 |
36.7% |
23.59 |
2.6% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
988.69 |
2.618 |
958.52 |
1.618 |
940.03 |
1.000 |
928.60 |
0.618 |
921.54 |
HIGH |
910.11 |
0.618 |
903.05 |
0.500 |
900.87 |
0.382 |
898.68 |
LOW |
891.62 |
0.618 |
880.19 |
1.000 |
873.13 |
1.618 |
861.70 |
2.618 |
843.21 |
4.250 |
813.04 |
|
|
Fisher Pivots for day following 08-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
900.87 |
908.64 |
PP |
898.82 |
904.01 |
S1 |
896.78 |
899.37 |
|