| Trading Metrics calculated at close of trading on 18-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2002 |
18-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
951.14 |
936.43 |
-14.71 |
-1.5% |
878.75 |
| High |
957.16 |
956.17 |
-0.99 |
-0.1% |
957.16 |
| Low |
937.19 |
922.31 |
-14.88 |
-1.6% |
876.21 |
| Close |
945.06 |
956.13 |
11.07 |
1.2% |
956.13 |
| Range |
19.97 |
33.86 |
13.89 |
69.6% |
80.95 |
| ATR |
37.61 |
37.34 |
-0.27 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,046.45 |
1,035.15 |
974.75 |
|
| R3 |
1,012.59 |
1,001.29 |
965.44 |
|
| R2 |
978.73 |
978.73 |
962.34 |
|
| R1 |
967.43 |
967.43 |
959.23 |
973.08 |
| PP |
944.87 |
944.87 |
944.87 |
947.70 |
| S1 |
933.57 |
933.57 |
953.03 |
939.22 |
| S2 |
911.01 |
911.01 |
949.92 |
|
| S3 |
877.15 |
899.71 |
946.82 |
|
| S4 |
843.29 |
865.85 |
937.51 |
|
|
| Weekly Pivots for week ending 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.68 |
1,145.36 |
1,000.65 |
|
| R3 |
1,091.73 |
1,064.41 |
978.39 |
|
| R2 |
1,010.78 |
1,010.78 |
970.97 |
|
| R1 |
983.46 |
983.46 |
963.55 |
997.12 |
| PP |
929.83 |
929.83 |
929.83 |
936.67 |
| S1 |
902.51 |
902.51 |
948.71 |
916.17 |
| S2 |
848.88 |
848.88 |
941.29 |
|
| S3 |
767.93 |
821.56 |
933.87 |
|
| S4 |
686.98 |
740.61 |
911.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
957.16 |
876.21 |
80.95 |
8.5% |
24.32 |
2.5% |
99% |
False |
False |
|
| 10 |
957.16 |
795.25 |
161.91 |
16.9% |
29.68 |
3.1% |
99% |
False |
False |
|
| 20 |
957.16 |
795.25 |
161.91 |
16.9% |
31.61 |
3.3% |
99% |
False |
False |
|
| 40 |
1,036.66 |
795.25 |
241.41 |
25.2% |
30.14 |
3.2% |
67% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
26.9% |
33.12 |
3.5% |
63% |
False |
False |
|
| 80 |
1,074.73 |
795.25 |
279.48 |
29.2% |
36.90 |
3.9% |
58% |
False |
False |
|
| 100 |
1,246.34 |
795.25 |
451.09 |
47.2% |
37.95 |
4.0% |
36% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
58.1% |
38.79 |
4.1% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,100.08 |
|
2.618 |
1,044.82 |
|
1.618 |
1,010.96 |
|
1.000 |
990.03 |
|
0.618 |
977.10 |
|
HIGH |
956.17 |
|
0.618 |
943.24 |
|
0.500 |
939.24 |
|
0.382 |
935.24 |
|
LOW |
922.31 |
|
0.618 |
901.38 |
|
1.000 |
888.45 |
|
1.618 |
867.52 |
|
2.618 |
833.66 |
|
4.250 |
778.41 |
|
|
| Fisher Pivots for day following 18-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
950.50 |
947.96 |
| PP |
944.87 |
939.79 |
| S1 |
939.24 |
931.62 |
|