| Trading Metrics calculated at close of trading on 01-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2002 |
01-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
7,698.81 |
7,593.04 |
-105.77 |
-1.4% |
7,984.77 |
| High |
7,698.81 |
7,940.59 |
241.78 |
3.1% |
8,012.42 |
| Low |
7,460.78 |
7,593.04 |
132.26 |
1.8% |
7,665.66 |
| Close |
7,591.93 |
7,938.79 |
346.86 |
4.6% |
7,701.45 |
| Range |
238.03 |
347.55 |
109.52 |
46.0% |
346.76 |
| ATR |
210.93 |
220.77 |
9.84 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,866.79 |
8,750.34 |
8,129.94 |
|
| R3 |
8,519.24 |
8,402.79 |
8,034.37 |
|
| R2 |
8,171.69 |
8,171.69 |
8,002.51 |
|
| R1 |
8,055.24 |
8,055.24 |
7,970.65 |
8,113.47 |
| PP |
7,824.14 |
7,824.14 |
7,824.14 |
7,853.25 |
| S1 |
7,707.69 |
7,707.69 |
7,906.93 |
7,765.92 |
| S2 |
7,476.59 |
7,476.59 |
7,875.07 |
|
| S3 |
7,129.04 |
7,360.14 |
7,843.21 |
|
| S4 |
6,781.49 |
7,012.59 |
7,747.64 |
|
|
| 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 |
6.9% |
256.06 |
3.2% |
87% |
False |
False |
|
| 10 |
8,253.53 |
7,460.78 |
792.75 |
10.0% |
220.96 |
2.8% |
60% |
False |
False |
|
| 20 |
8,726.90 |
7,460.78 |
1,266.12 |
15.9% |
201.55 |
2.5% |
38% |
False |
False |
|
| 40 |
9,077.01 |
7,460.78 |
1,616.23 |
20.4% |
213.74 |
2.7% |
30% |
False |
False |
|
| 60 |
9,318.10 |
7,460.78 |
1,857.32 |
23.4% |
244.87 |
3.1% |
26% |
False |
False |
|
| 80 |
9,758.80 |
7,460.78 |
2,298.02 |
28.9% |
234.11 |
2.9% |
21% |
False |
False |
|
| 100 |
10,353.40 |
7,460.78 |
2,892.62 |
36.4% |
216.59 |
2.7% |
17% |
False |
False |
|
| 120 |
10,353.40 |
7,460.78 |
2,892.62 |
36.4% |
206.19 |
2.6% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,417.68 |
|
2.618 |
8,850.48 |
|
1.618 |
8,502.93 |
|
1.000 |
8,288.14 |
|
0.618 |
8,155.38 |
|
HIGH |
7,940.59 |
|
0.618 |
7,807.83 |
|
0.500 |
7,766.82 |
|
0.382 |
7,725.80 |
|
LOW |
7,593.04 |
|
0.618 |
7,378.25 |
|
1.000 |
7,245.49 |
|
1.618 |
7,030.70 |
|
2.618 |
6,683.15 |
|
4.250 |
6,115.95 |
|
|
| Fisher Pivots for day following 01-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
7,881.47 |
7,868.66 |
| PP |
7,824.14 |
7,798.53 |
| S1 |
7,766.82 |
7,728.40 |
|