| Trading Metrics calculated at close of trading on 30-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2002 |
30-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
975.66 |
968.48 |
-7.18 |
-0.7% |
945.86 |
| High |
982.62 |
995.82 |
13.20 |
1.3% |
998.54 |
| Low |
941.17 |
960.48 |
19.31 |
2.1% |
937.55 |
| Close |
960.82 |
986.09 |
25.27 |
2.6% |
995.55 |
| Range |
41.45 |
35.34 |
-6.11 |
-14.7% |
60.99 |
| ATR |
36.82 |
36.71 |
-0.11 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.82 |
1,071.79 |
1,005.53 |
|
| R3 |
1,051.48 |
1,036.45 |
995.81 |
|
| R2 |
1,016.14 |
1,016.14 |
992.57 |
|
| R1 |
1,001.11 |
1,001.11 |
989.33 |
1,008.63 |
| PP |
980.80 |
980.80 |
980.80 |
984.55 |
| S1 |
965.77 |
965.77 |
982.85 |
973.29 |
| S2 |
945.46 |
945.46 |
979.61 |
|
| S3 |
910.12 |
930.43 |
976.37 |
|
| S4 |
874.78 |
895.09 |
966.65 |
|
|
| Weekly Pivots for week ending 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.18 |
1,138.86 |
1,029.09 |
|
| R3 |
1,099.19 |
1,077.87 |
1,012.32 |
|
| R2 |
1,038.20 |
1,038.20 |
1,006.73 |
|
| R1 |
1,016.88 |
1,016.88 |
1,001.14 |
1,027.54 |
| PP |
977.21 |
977.21 |
977.21 |
982.55 |
| S1 |
955.89 |
955.89 |
989.96 |
966.55 |
| S2 |
916.22 |
916.22 |
984.37 |
|
| S3 |
855.23 |
894.90 |
978.78 |
|
| S4 |
794.24 |
833.91 |
962.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,007.72 |
941.17 |
66.55 |
6.7% |
35.66 |
3.6% |
67% |
False |
False |
|
| 10 |
1,007.72 |
922.31 |
85.41 |
8.7% |
33.99 |
3.4% |
75% |
False |
False |
|
| 20 |
1,007.72 |
795.25 |
212.47 |
21.5% |
32.21 |
3.3% |
90% |
False |
False |
|
| 40 |
1,007.72 |
795.25 |
212.47 |
21.5% |
30.59 |
3.1% |
90% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
26.1% |
32.60 |
3.3% |
74% |
False |
False |
|
| 80 |
1,060.77 |
795.25 |
265.52 |
26.9% |
36.26 |
3.7% |
72% |
False |
False |
|
| 100 |
1,163.46 |
795.25 |
368.21 |
37.3% |
37.77 |
3.8% |
52% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
56.3% |
37.85 |
3.8% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,146.02 |
|
2.618 |
1,088.34 |
|
1.618 |
1,053.00 |
|
1.000 |
1,031.16 |
|
0.618 |
1,017.66 |
|
HIGH |
995.82 |
|
0.618 |
982.32 |
|
0.500 |
978.15 |
|
0.382 |
973.98 |
|
LOW |
960.48 |
|
0.618 |
938.64 |
|
1.000 |
925.14 |
|
1.618 |
903.30 |
|
2.618 |
867.96 |
|
4.250 |
810.29 |
|
|
| Fisher Pivots for day following 30-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
983.44 |
982.21 |
| PP |
980.80 |
978.33 |
| S1 |
978.15 |
974.45 |
|