| Trading Metrics calculated at close of trading on 02-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2002 |
02-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
7,593.04 |
7,936.57 |
343.53 |
4.5% |
7,984.77 |
| High |
7,940.59 |
7,969.37 |
28.78 |
0.4% |
8,012.42 |
| Low |
7,593.04 |
7,742.02 |
148.98 |
2.0% |
7,665.66 |
| Close |
7,938.79 |
7,755.61 |
-183.18 |
-2.3% |
7,701.45 |
| Range |
347.55 |
227.35 |
-120.20 |
-34.6% |
346.76 |
| ATR |
220.77 |
221.24 |
0.47 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,504.38 |
8,357.35 |
7,880.65 |
|
| R3 |
8,277.03 |
8,130.00 |
7,818.13 |
|
| R2 |
8,049.68 |
8,049.68 |
7,797.29 |
|
| R1 |
7,902.65 |
7,902.65 |
7,776.45 |
7,862.49 |
| PP |
7,822.33 |
7,822.33 |
7,822.33 |
7,802.26 |
| S1 |
7,675.30 |
7,675.30 |
7,734.77 |
7,635.14 |
| S2 |
7,594.98 |
7,594.98 |
7,713.93 |
|
| S3 |
7,367.63 |
7,447.95 |
7,693.09 |
|
| S4 |
7,140.28 |
7,220.60 |
7,630.57 |
|
|
| 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 |
7.1% |
256.40 |
3.3% |
53% |
False |
False |
|
| 10 |
8,170.65 |
7,460.78 |
709.87 |
9.2% |
223.53 |
2.9% |
42% |
False |
False |
|
| 20 |
8,726.90 |
7,460.78 |
1,266.12 |
16.3% |
204.31 |
2.6% |
23% |
False |
False |
|
| 40 |
9,077.01 |
7,460.78 |
1,616.23 |
20.8% |
210.21 |
2.7% |
18% |
False |
False |
|
| 60 |
9,134.23 |
7,460.78 |
1,673.45 |
21.6% |
244.72 |
3.2% |
18% |
False |
False |
|
| 80 |
9,758.80 |
7,460.78 |
2,298.02 |
29.6% |
235.01 |
3.0% |
13% |
False |
False |
|
| 100 |
10,353.40 |
7,460.78 |
2,892.62 |
37.3% |
217.46 |
2.8% |
10% |
False |
False |
|
| 120 |
10,353.40 |
7,460.78 |
2,892.62 |
37.3% |
207.26 |
2.7% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,935.61 |
|
2.618 |
8,564.57 |
|
1.618 |
8,337.22 |
|
1.000 |
8,196.72 |
|
0.618 |
8,109.87 |
|
HIGH |
7,969.37 |
|
0.618 |
7,882.52 |
|
0.500 |
7,855.70 |
|
0.382 |
7,828.87 |
|
LOW |
7,742.02 |
|
0.618 |
7,601.52 |
|
1.000 |
7,514.67 |
|
1.618 |
7,374.17 |
|
2.618 |
7,146.82 |
|
4.250 |
6,775.78 |
|
|
| Fisher Pivots for day following 02-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
7,855.70 |
7,742.10 |
| PP |
7,822.33 |
7,728.59 |
| S1 |
7,788.97 |
7,715.08 |
|