| Trading Metrics calculated at close of trading on 04-Nov-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2002 |
04-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
981.24 |
1,049.49 |
68.25 |
7.0% |
1,007.72 |
| High |
1,020.59 |
1,070.51 |
49.92 |
4.9% |
1,020.59 |
| Low |
974.08 |
1,039.10 |
65.02 |
6.7% |
941.17 |
| Close |
1,019.06 |
1,046.99 |
27.93 |
2.7% |
1,019.06 |
| Range |
46.51 |
31.41 |
-15.10 |
-32.5% |
79.42 |
| ATR |
36.64 |
37.70 |
1.06 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.43 |
1,128.12 |
1,064.27 |
|
| R3 |
1,115.02 |
1,096.71 |
1,055.63 |
|
| R2 |
1,083.61 |
1,083.61 |
1,052.75 |
|
| R1 |
1,065.30 |
1,065.30 |
1,049.87 |
1,058.75 |
| PP |
1,052.20 |
1,052.20 |
1,052.20 |
1,048.93 |
| S1 |
1,033.89 |
1,033.89 |
1,044.11 |
1,027.34 |
| S2 |
1,020.79 |
1,020.79 |
1,041.23 |
|
| S3 |
989.38 |
1,002.48 |
1,038.35 |
|
| S4 |
957.97 |
971.07 |
1,029.71 |
|
|
| Weekly Pivots for week ending 01-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.87 |
1,204.88 |
1,062.74 |
|
| R3 |
1,152.45 |
1,125.46 |
1,040.90 |
|
| R2 |
1,073.03 |
1,073.03 |
1,033.62 |
|
| R1 |
1,046.04 |
1,046.04 |
1,026.34 |
1,059.54 |
| PP |
993.61 |
993.61 |
993.61 |
1,000.35 |
| S1 |
966.62 |
966.62 |
1,011.78 |
980.12 |
| S2 |
914.19 |
914.19 |
1,004.50 |
|
| S3 |
834.77 |
887.20 |
997.22 |
|
| S4 |
755.35 |
807.78 |
975.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,070.51 |
941.17 |
129.34 |
12.4% |
35.95 |
3.4% |
82% |
True |
False |
|
| 10 |
1,070.51 |
941.17 |
129.34 |
12.4% |
34.42 |
3.3% |
82% |
True |
False |
|
| 20 |
1,070.51 |
795.25 |
275.26 |
26.3% |
32.90 |
3.1% |
91% |
True |
False |
|
| 40 |
1,070.51 |
795.25 |
275.26 |
26.3% |
31.19 |
3.0% |
91% |
True |
False |
|
| 60 |
1,070.51 |
795.25 |
275.26 |
26.3% |
32.03 |
3.1% |
91% |
True |
False |
|
| 80 |
1,070.51 |
795.25 |
275.26 |
26.3% |
35.82 |
3.4% |
91% |
True |
False |
|
| 100 |
1,163.46 |
795.25 |
368.21 |
35.2% |
37.52 |
3.6% |
68% |
False |
False |
|
| 120 |
1,342.43 |
795.25 |
547.18 |
52.3% |
37.47 |
3.6% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.00 |
|
2.618 |
1,152.74 |
|
1.618 |
1,121.33 |
|
1.000 |
1,101.92 |
|
0.618 |
1,089.92 |
|
HIGH |
1,070.51 |
|
0.618 |
1,058.51 |
|
0.500 |
1,054.81 |
|
0.382 |
1,051.10 |
|
LOW |
1,039.10 |
|
0.618 |
1,019.69 |
|
1.000 |
1,007.69 |
|
1.618 |
988.28 |
|
2.618 |
956.87 |
|
4.250 |
905.61 |
|
|
| Fisher Pivots for day following 04-Nov-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,054.81 |
1,038.76 |
| PP |
1,052.20 |
1,030.53 |
| S1 |
1,049.60 |
1,022.30 |
|