Trading Metrics calculated at close of trading on 30-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2002 |
30-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,367.28 |
8,363.95 |
-3.33 |
0.0% |
8,320.74 |
High |
8,399.74 |
8,459.31 |
59.57 |
0.7% |
8,558.63 |
Low |
8,198.04 |
8,307.42 |
109.38 |
1.3% |
8,230.50 |
Close |
8,368.94 |
8,427.41 |
58.47 |
0.7% |
8,443.99 |
Range |
201.70 |
151.89 |
-49.81 |
-24.7% |
328.13 |
ATR |
237.66 |
231.53 |
-6.13 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,853.72 |
8,792.45 |
8,510.95 |
|
R3 |
8,701.83 |
8,640.56 |
8,469.18 |
|
R2 |
8,549.94 |
8,549.94 |
8,455.26 |
|
R1 |
8,488.67 |
8,488.67 |
8,441.33 |
8,519.31 |
PP |
8,398.05 |
8,398.05 |
8,398.05 |
8,413.36 |
S1 |
8,336.78 |
8,336.78 |
8,413.49 |
8,367.42 |
S2 |
8,246.16 |
8,246.16 |
8,399.56 |
|
S3 |
8,094.27 |
8,184.89 |
8,385.64 |
|
S4 |
7,942.38 |
8,033.00 |
8,343.87 |
|
|
Weekly Pivots for week ending 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,395.43 |
9,247.84 |
8,624.46 |
|
R3 |
9,067.30 |
8,919.71 |
8,534.23 |
|
R2 |
8,739.17 |
8,739.17 |
8,504.15 |
|
R1 |
8,591.58 |
8,591.58 |
8,474.07 |
8,665.38 |
PP |
8,411.04 |
8,411.04 |
8,411.04 |
8,447.94 |
S1 |
8,263.45 |
8,263.45 |
8,413.91 |
8,337.25 |
S2 |
8,082.91 |
8,082.91 |
8,383.83 |
|
S3 |
7,754.78 |
7,935.32 |
8,353.75 |
|
S4 |
7,426.65 |
7,607.19 |
8,263.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,558.63 |
8,198.04 |
360.59 |
4.3% |
205.43 |
2.4% |
64% |
False |
False |
|
10 |
8,558.63 |
8,038.24 |
520.39 |
6.2% |
216.73 |
2.6% |
75% |
False |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.2% |
246.33 |
2.9% |
90% |
False |
False |
|
40 |
8,726.90 |
7,197.49 |
1,529.41 |
18.1% |
225.32 |
2.7% |
80% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
222.25 |
2.6% |
65% |
False |
False |
|
80 |
9,134.23 |
7,197.49 |
1,936.74 |
23.0% |
245.12 |
2.9% |
64% |
False |
False |
|
100 |
9,758.80 |
7,197.49 |
2,561.31 |
30.4% |
237.27 |
2.8% |
48% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.4% |
222.27 |
2.6% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,104.84 |
2.618 |
8,856.96 |
1.618 |
8,705.07 |
1.000 |
8,611.20 |
0.618 |
8,553.18 |
HIGH |
8,459.31 |
0.618 |
8,401.29 |
0.500 |
8,383.37 |
0.382 |
8,365.44 |
LOW |
8,307.42 |
0.618 |
8,213.55 |
1.000 |
8,155.53 |
1.618 |
8,061.66 |
2.618 |
7,909.77 |
4.250 |
7,661.89 |
|
|
Fisher Pivots for day following 30-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,412.73 |
8,406.52 |
PP |
8,398.05 |
8,385.63 |
S1 |
8,383.37 |
8,364.75 |
|