| Trading Metrics calculated at close of trading on 14-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2002 |
14-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
867.64 |
878.75 |
11.11 |
1.3% |
813.06 |
| High |
899.46 |
903.15 |
3.69 |
0.4% |
899.46 |
| Low |
863.10 |
876.21 |
13.11 |
1.5% |
795.25 |
| Close |
890.61 |
900.75 |
10.14 |
1.1% |
890.61 |
| Range |
36.36 |
26.94 |
-9.42 |
-25.9% |
104.21 |
| ATR |
35.92 |
35.28 |
-0.64 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.19 |
964.41 |
915.57 |
|
| R3 |
947.25 |
937.47 |
908.16 |
|
| R2 |
920.31 |
920.31 |
905.69 |
|
| R1 |
910.53 |
910.53 |
903.22 |
915.42 |
| PP |
893.37 |
893.37 |
893.37 |
895.82 |
| S1 |
883.59 |
883.59 |
898.28 |
888.48 |
| S2 |
866.43 |
866.43 |
895.81 |
|
| S3 |
839.49 |
856.65 |
893.34 |
|
| S4 |
812.55 |
829.71 |
885.93 |
|
|
| 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 |
903.15 |
795.25 |
107.90 |
12.0% |
34.84 |
3.9% |
98% |
True |
False |
|
| 10 |
903.15 |
795.25 |
107.90 |
12.0% |
34.80 |
3.9% |
98% |
True |
False |
|
| 20 |
932.91 |
795.25 |
137.66 |
15.3% |
32.16 |
3.6% |
77% |
False |
False |
|
| 40 |
1,052.49 |
795.25 |
257.24 |
28.6% |
30.68 |
3.4% |
41% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
28.6% |
35.79 |
4.0% |
41% |
False |
False |
|
| 80 |
1,075.63 |
795.25 |
280.38 |
31.1% |
38.41 |
4.3% |
38% |
False |
False |
|
| 100 |
1,286.82 |
795.25 |
491.57 |
54.6% |
38.30 |
4.3% |
21% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
61.6% |
39.50 |
4.4% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,017.65 |
|
2.618 |
973.68 |
|
1.618 |
946.74 |
|
1.000 |
930.09 |
|
0.618 |
919.80 |
|
HIGH |
903.15 |
|
0.618 |
892.86 |
|
0.500 |
889.68 |
|
0.382 |
886.50 |
|
LOW |
876.21 |
|
0.618 |
859.56 |
|
1.000 |
849.27 |
|
1.618 |
832.62 |
|
2.618 |
805.68 |
|
4.250 |
761.72 |
|
|
| Fisher Pivots for day following 14-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
897.06 |
884.57 |
| PP |
893.37 |
868.39 |
| S1 |
889.68 |
852.21 |
|