| Trading Metrics calculated at close of trading on 15-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2002 |
15-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
878.75 |
941.46 |
62.71 |
7.1% |
813.06 |
| High |
903.15 |
950.51 |
47.36 |
5.2% |
899.46 |
| Low |
876.21 |
933.28 |
57.07 |
6.5% |
795.25 |
| Close |
900.75 |
950.42 |
49.67 |
5.5% |
890.61 |
| Range |
26.94 |
17.23 |
-9.71 |
-36.0% |
104.21 |
| ATR |
35.28 |
36.31 |
1.03 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.43 |
990.65 |
959.90 |
|
| R3 |
979.20 |
973.42 |
955.16 |
|
| R2 |
961.97 |
961.97 |
953.58 |
|
| R1 |
956.19 |
956.19 |
952.00 |
959.08 |
| PP |
944.74 |
944.74 |
944.74 |
946.18 |
| S1 |
938.96 |
938.96 |
948.84 |
941.85 |
| S2 |
927.51 |
927.51 |
947.26 |
|
| S3 |
910.28 |
921.73 |
945.68 |
|
| S4 |
893.05 |
904.50 |
940.94 |
|
|
| 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 |
950.51 |
798.17 |
152.34 |
16.0% |
31.78 |
3.3% |
100% |
True |
False |
|
| 10 |
950.51 |
795.25 |
155.26 |
16.3% |
31.88 |
3.4% |
100% |
True |
False |
|
| 20 |
950.51 |
795.25 |
155.26 |
16.3% |
31.19 |
3.3% |
100% |
True |
False |
|
| 40 |
1,052.49 |
795.25 |
257.24 |
27.1% |
30.25 |
3.2% |
60% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
27.1% |
35.21 |
3.7% |
60% |
False |
False |
|
| 80 |
1,075.63 |
795.25 |
280.38 |
29.5% |
38.09 |
4.0% |
55% |
False |
False |
|
| 100 |
1,271.51 |
795.25 |
476.26 |
50.1% |
38.02 |
4.0% |
33% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
58.4% |
39.42 |
4.1% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,023.74 |
|
2.618 |
995.62 |
|
1.618 |
978.39 |
|
1.000 |
967.74 |
|
0.618 |
961.16 |
|
HIGH |
950.51 |
|
0.618 |
943.93 |
|
0.500 |
941.90 |
|
0.382 |
939.86 |
|
LOW |
933.28 |
|
0.618 |
922.63 |
|
1.000 |
916.05 |
|
1.618 |
905.40 |
|
2.618 |
888.17 |
|
4.250 |
860.05 |
|
|
| Fisher Pivots for day following 15-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
947.58 |
935.88 |
| PP |
944.74 |
921.34 |
| S1 |
941.90 |
906.81 |
|