| Trading Metrics calculated at close of trading on 30-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2002 |
30-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
7,996.01 |
7,698.81 |
-297.20 |
-3.7% |
7,984.77 |
| High |
7,996.01 |
7,698.81 |
-297.20 |
-3.7% |
8,012.42 |
| Low |
7,694.72 |
7,460.78 |
-233.94 |
-3.0% |
7,665.66 |
| Close |
7,701.45 |
7,591.93 |
-109.52 |
-1.4% |
7,701.45 |
| Range |
301.29 |
238.03 |
-63.26 |
-21.0% |
346.76 |
| ATR |
208.65 |
210.93 |
2.29 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.93 |
8,182.96 |
7,722.85 |
|
| R3 |
8,059.90 |
7,944.93 |
7,657.39 |
|
| R2 |
7,821.87 |
7,821.87 |
7,635.57 |
|
| R1 |
7,706.90 |
7,706.90 |
7,613.75 |
7,645.37 |
| PP |
7,583.84 |
7,583.84 |
7,583.84 |
7,553.08 |
| S1 |
7,468.87 |
7,468.87 |
7,570.11 |
7,407.34 |
| S2 |
7,345.81 |
7,345.81 |
7,548.29 |
|
| S3 |
7,107.78 |
7,230.84 |
7,526.47 |
|
| S4 |
6,869.75 |
6,992.81 |
7,461.01 |
|
|
| Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,833.46 |
8,614.21 |
7,892.17 |
|
| R3 |
8,486.70 |
8,267.45 |
7,796.81 |
|
| R2 |
8,139.94 |
8,139.94 |
7,765.02 |
|
| R1 |
7,920.69 |
7,920.69 |
7,733.24 |
7,856.94 |
| PP |
7,793.18 |
7,793.18 |
7,793.18 |
7,761.30 |
| S1 |
7,573.93 |
7,573.93 |
7,669.66 |
7,510.18 |
| S2 |
7,446.42 |
7,446.42 |
7,637.88 |
|
| S3 |
7,099.66 |
7,227.17 |
7,606.09 |
|
| S4 |
6,752.90 |
6,880.41 |
7,510.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,012.42 |
7,460.78 |
551.64 |
7.3% |
227.59 |
3.0% |
24% |
False |
True |
|
| 10 |
8,482.34 |
7,460.78 |
1,021.56 |
13.5% |
215.24 |
2.8% |
13% |
False |
True |
|
| 20 |
8,726.90 |
7,460.78 |
1,266.12 |
16.7% |
201.92 |
2.7% |
10% |
False |
True |
|
| 40 |
9,077.01 |
7,460.78 |
1,616.23 |
21.3% |
212.10 |
2.8% |
8% |
False |
True |
|
| 60 |
9,410.38 |
7,460.78 |
1,949.60 |
25.7% |
241.91 |
3.2% |
7% |
False |
True |
|
| 80 |
9,758.80 |
7,460.78 |
2,298.02 |
30.3% |
231.81 |
3.1% |
6% |
False |
True |
|
| 100 |
10,353.40 |
7,460.78 |
2,892.62 |
38.1% |
214.39 |
2.8% |
5% |
False |
True |
|
| 120 |
10,378.90 |
7,460.78 |
2,918.12 |
38.4% |
205.16 |
2.7% |
4% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,710.44 |
|
2.618 |
8,321.97 |
|
1.618 |
8,083.94 |
|
1.000 |
7,936.84 |
|
0.618 |
7,845.91 |
|
HIGH |
7,698.81 |
|
0.618 |
7,607.88 |
|
0.500 |
7,579.80 |
|
0.382 |
7,551.71 |
|
LOW |
7,460.78 |
|
0.618 |
7,313.68 |
|
1.000 |
7,222.75 |
|
1.618 |
7,075.65 |
|
2.618 |
6,837.62 |
|
4.250 |
6,449.15 |
|
|
| Fisher Pivots for day following 30-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
7,587.89 |
7,736.60 |
| PP |
7,583.84 |
7,688.38 |
| S1 |
7,579.80 |
7,640.15 |
|