| Trading Metrics calculated at close of trading on 14-Nov-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2002 |
14-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
994.40 |
1,029.36 |
34.96 |
3.5% |
1,049.49 |
| High |
1,022.41 |
1,057.90 |
35.49 |
3.5% |
1,070.51 |
| Low |
986.65 |
1,027.06 |
40.41 |
4.1% |
1,004.04 |
| Close |
1,011.94 |
1,057.83 |
45.89 |
4.5% |
1,008.44 |
| Range |
35.76 |
30.84 |
-4.92 |
-13.8% |
66.47 |
| ATR |
37.58 |
38.18 |
0.60 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.12 |
1,129.81 |
1,074.79 |
|
| R3 |
1,109.28 |
1,098.97 |
1,066.31 |
|
| R2 |
1,078.44 |
1,078.44 |
1,063.48 |
|
| R1 |
1,068.13 |
1,068.13 |
1,060.66 |
1,073.29 |
| PP |
1,047.60 |
1,047.60 |
1,047.60 |
1,050.17 |
| S1 |
1,037.29 |
1,037.29 |
1,055.00 |
1,042.45 |
| S2 |
1,016.76 |
1,016.76 |
1,052.18 |
|
| S3 |
985.92 |
1,006.45 |
1,049.35 |
|
| S4 |
955.08 |
975.61 |
1,040.87 |
|
|
| Weekly Pivots for week ending 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.07 |
1,184.23 |
1,045.00 |
|
| R3 |
1,160.60 |
1,117.76 |
1,026.72 |
|
| R2 |
1,094.13 |
1,094.13 |
1,020.63 |
|
| R1 |
1,051.29 |
1,051.29 |
1,014.53 |
1,039.48 |
| PP |
1,027.66 |
1,027.66 |
1,027.66 |
1,021.76 |
| S1 |
984.82 |
984.82 |
1,002.35 |
973.01 |
| S2 |
961.19 |
961.19 |
996.25 |
|
| S3 |
894.72 |
918.35 |
990.16 |
|
| S4 |
828.25 |
851.88 |
971.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,057.90 |
972.34 |
85.56 |
8.1% |
34.44 |
3.3% |
100% |
True |
False |
|
| 10 |
1,070.51 |
972.34 |
98.17 |
9.3% |
33.55 |
3.2% |
87% |
False |
False |
|
| 20 |
1,070.51 |
922.31 |
148.20 |
14.0% |
34.02 |
3.2% |
91% |
False |
False |
|
| 40 |
1,070.51 |
795.25 |
275.26 |
26.0% |
32.36 |
3.1% |
95% |
False |
False |
|
| 60 |
1,070.51 |
795.25 |
275.26 |
26.0% |
31.36 |
3.0% |
95% |
False |
False |
|
| 80 |
1,070.51 |
795.25 |
275.26 |
26.0% |
33.71 |
3.2% |
95% |
False |
False |
|
| 100 |
1,074.73 |
795.25 |
279.48 |
26.4% |
36.54 |
3.5% |
94% |
False |
False |
|
| 120 |
1,246.34 |
795.25 |
451.09 |
42.6% |
37.19 |
3.5% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.97 |
|
2.618 |
1,138.64 |
|
1.618 |
1,107.80 |
|
1.000 |
1,088.74 |
|
0.618 |
1,076.96 |
|
HIGH |
1,057.90 |
|
0.618 |
1,046.12 |
|
0.500 |
1,042.48 |
|
0.382 |
1,038.84 |
|
LOW |
1,027.06 |
|
0.618 |
1,008.00 |
|
1.000 |
996.22 |
|
1.618 |
977.16 |
|
2.618 |
946.32 |
|
4.250 |
895.99 |
|
|
| Fisher Pivots for day following 14-Nov-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.71 |
1,045.24 |
| PP |
1,047.60 |
1,032.66 |
| S1 |
1,042.48 |
1,020.07 |
|