| Trading Metrics calculated at close of trading on 31-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2002 |
31-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
968.48 |
990.39 |
21.91 |
2.3% |
945.86 |
| High |
995.82 |
1,006.26 |
10.44 |
1.0% |
998.54 |
| Low |
960.48 |
981.24 |
20.76 |
2.2% |
937.55 |
| Close |
986.09 |
989.54 |
3.45 |
0.3% |
995.55 |
| Range |
35.34 |
25.02 |
-10.32 |
-29.2% |
60.99 |
| ATR |
36.71 |
35.88 |
-0.84 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.41 |
1,053.49 |
1,003.30 |
|
| R3 |
1,042.39 |
1,028.47 |
996.42 |
|
| R2 |
1,017.37 |
1,017.37 |
994.13 |
|
| R1 |
1,003.45 |
1,003.45 |
991.83 |
997.90 |
| PP |
992.35 |
992.35 |
992.35 |
989.57 |
| S1 |
978.43 |
978.43 |
987.25 |
972.88 |
| S2 |
967.33 |
967.33 |
984.95 |
|
| S3 |
942.31 |
953.41 |
982.66 |
|
| S4 |
917.29 |
928.39 |
975.78 |
|
|
| 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% |
33.58 |
3.4% |
73% |
False |
False |
|
| 10 |
1,007.72 |
922.31 |
85.41 |
8.6% |
34.50 |
3.5% |
79% |
False |
False |
|
| 20 |
1,007.72 |
795.25 |
212.47 |
21.5% |
32.12 |
3.2% |
91% |
False |
False |
|
| 40 |
1,007.72 |
795.25 |
212.47 |
21.5% |
30.75 |
3.1% |
91% |
False |
False |
|
| 60 |
1,052.49 |
795.25 |
257.24 |
26.0% |
32.10 |
3.2% |
76% |
False |
False |
|
| 80 |
1,060.77 |
795.25 |
265.52 |
26.8% |
35.98 |
3.6% |
73% |
False |
False |
|
| 100 |
1,163.46 |
795.25 |
368.21 |
37.2% |
37.52 |
3.8% |
53% |
False |
False |
|
| 120 |
1,350.54 |
795.25 |
555.29 |
56.1% |
37.63 |
3.8% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,112.60 |
|
2.618 |
1,071.76 |
|
1.618 |
1,046.74 |
|
1.000 |
1,031.28 |
|
0.618 |
1,021.72 |
|
HIGH |
1,006.26 |
|
0.618 |
996.70 |
|
0.500 |
993.75 |
|
0.382 |
990.80 |
|
LOW |
981.24 |
|
0.618 |
965.78 |
|
1.000 |
956.22 |
|
1.618 |
940.76 |
|
2.618 |
915.74 |
|
4.250 |
874.91 |
|
|
| Fisher Pivots for day following 31-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
993.75 |
984.27 |
| PP |
992.35 |
978.99 |
| S1 |
990.94 |
973.72 |
|