| Trading Metrics calculated at close of trading on 22-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2002 |
22-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
945.86 |
954.28 |
8.42 |
0.9% |
878.75 |
| High |
982.43 |
977.88 |
-4.55 |
-0.5% |
957.16 |
| Low |
937.55 |
951.61 |
14.06 |
1.5% |
876.21 |
| Close |
979.35 |
963.87 |
-15.48 |
-1.6% |
956.13 |
| Range |
44.88 |
26.27 |
-18.61 |
-41.5% |
80.95 |
| ATR |
37.88 |
37.16 |
-0.72 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,043.26 |
1,029.84 |
978.32 |
|
| R3 |
1,016.99 |
1,003.57 |
971.09 |
|
| R2 |
990.72 |
990.72 |
968.69 |
|
| R1 |
977.30 |
977.30 |
966.28 |
984.01 |
| PP |
964.45 |
964.45 |
964.45 |
967.81 |
| S1 |
951.03 |
951.03 |
961.46 |
957.74 |
| S2 |
938.18 |
938.18 |
959.05 |
|
| S3 |
911.91 |
924.76 |
956.65 |
|
| S4 |
885.64 |
898.49 |
949.42 |
|
|
| 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 |
982.43 |
906.08 |
76.35 |
7.9% |
29.72 |
3.1% |
76% |
False |
False |
|
| 10 |
982.43 |
798.17 |
184.26 |
19.1% |
30.75 |
3.2% |
90% |
False |
False |
|
| 20 |
982.43 |
795.25 |
187.18 |
19.4% |
32.29 |
3.4% |
90% |
False |
False |
|
| 40 |
1,021.66 |
795.25 |
226.41 |
23.5% |
30.38 |
3.2% |
74% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
26.7% |
33.14 |
3.4% |
66% |
False |
False |
|
| 80 |
1,066.28 |
795.25 |
271.03 |
28.1% |
36.87 |
3.8% |
62% |
False |
False |
|
| 100 |
1,213.18 |
795.25 |
417.93 |
43.4% |
37.95 |
3.9% |
40% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
57.6% |
38.50 |
4.0% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,089.53 |
|
2.618 |
1,046.65 |
|
1.618 |
1,020.38 |
|
1.000 |
1,004.15 |
|
0.618 |
994.11 |
|
HIGH |
977.88 |
|
0.618 |
967.84 |
|
0.500 |
964.75 |
|
0.382 |
961.65 |
|
LOW |
951.61 |
|
0.618 |
935.38 |
|
1.000 |
925.34 |
|
1.618 |
909.11 |
|
2.618 |
882.84 |
|
4.250 |
839.96 |
|
|
| Fisher Pivots for day following 22-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
964.75 |
960.04 |
| PP |
964.45 |
956.20 |
| S1 |
964.16 |
952.37 |
|