| Trading Metrics calculated at close of trading on 11-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2002 |
11-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
809.46 |
867.64 |
58.18 |
7.2% |
813.06 |
| High |
852.68 |
899.46 |
46.78 |
5.5% |
899.46 |
| Low |
801.26 |
863.10 |
61.84 |
7.7% |
795.25 |
| Close |
849.57 |
890.61 |
41.04 |
4.8% |
890.61 |
| Range |
51.42 |
36.36 |
-15.06 |
-29.3% |
104.21 |
| ATR |
34.85 |
35.92 |
1.07 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.47 |
978.40 |
910.61 |
|
| R3 |
957.11 |
942.04 |
900.61 |
|
| R2 |
920.75 |
920.75 |
897.28 |
|
| R1 |
905.68 |
905.68 |
893.94 |
913.22 |
| PP |
884.39 |
884.39 |
884.39 |
888.16 |
| S1 |
869.32 |
869.32 |
887.28 |
876.86 |
| S2 |
848.03 |
848.03 |
883.94 |
|
| S3 |
811.67 |
832.96 |
880.61 |
|
| S4 |
775.31 |
796.60 |
870.61 |
|
|
| Weekly Pivots for week ending 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.40 |
1,136.72 |
947.93 |
|
| R3 |
1,070.19 |
1,032.51 |
919.27 |
|
| R2 |
965.98 |
965.98 |
909.72 |
|
| R1 |
928.30 |
928.30 |
900.16 |
947.14 |
| PP |
861.77 |
861.77 |
861.77 |
871.20 |
| S1 |
824.09 |
824.09 |
881.06 |
842.93 |
| S2 |
757.56 |
757.56 |
871.50 |
|
| S3 |
653.35 |
719.88 |
861.95 |
|
| S4 |
549.14 |
615.67 |
833.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
899.46 |
795.25 |
104.21 |
11.7% |
35.03 |
3.9% |
92% |
True |
False |
|
| 10 |
899.46 |
795.25 |
104.21 |
11.7% |
34.83 |
3.9% |
92% |
True |
False |
|
| 20 |
932.91 |
795.25 |
137.66 |
15.5% |
32.06 |
3.6% |
69% |
False |
False |
|
| 40 |
1,052.49 |
795.25 |
257.24 |
28.9% |
31.07 |
3.5% |
37% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
28.9% |
35.93 |
4.0% |
37% |
False |
False |
|
| 80 |
1,102.72 |
795.25 |
307.47 |
34.5% |
38.63 |
4.3% |
31% |
False |
False |
|
| 100 |
1,286.82 |
795.25 |
491.57 |
55.2% |
38.39 |
4.3% |
19% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
62.3% |
39.58 |
4.4% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,053.99 |
|
2.618 |
994.65 |
|
1.618 |
958.29 |
|
1.000 |
935.82 |
|
0.618 |
921.93 |
|
HIGH |
899.46 |
|
0.618 |
885.57 |
|
0.500 |
881.28 |
|
0.382 |
876.99 |
|
LOW |
863.10 |
|
0.618 |
840.63 |
|
1.000 |
826.74 |
|
1.618 |
804.27 |
|
2.618 |
767.91 |
|
4.250 |
708.57 |
|
|
| Fisher Pivots for day following 11-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
887.50 |
876.68 |
| PP |
884.39 |
862.75 |
| S1 |
881.28 |
848.82 |
|