| Trading Metrics calculated at close of trading on 10-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2002 |
10-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
7,499.96 |
7,286.34 |
-213.62 |
-2.8% |
7,698.81 |
| High |
7,500.03 |
7,560.93 |
60.90 |
0.8% |
7,969.37 |
| Low |
7,282.39 |
7,197.49 |
-84.90 |
-1.2% |
7,460.78 |
| Close |
7,286.27 |
7,533.95 |
247.68 |
3.4% |
7,528.40 |
| Range |
217.64 |
363.44 |
145.80 |
67.0% |
508.59 |
| ATR |
231.63 |
241.05 |
9.41 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,521.11 |
8,390.97 |
7,733.84 |
|
| R3 |
8,157.67 |
8,027.53 |
7,633.90 |
|
| R2 |
7,794.23 |
7,794.23 |
7,600.58 |
|
| R1 |
7,664.09 |
7,664.09 |
7,567.27 |
7,729.16 |
| PP |
7,430.79 |
7,430.79 |
7,430.79 |
7,463.33 |
| S1 |
7,300.65 |
7,300.65 |
7,500.63 |
7,365.72 |
| S2 |
7,067.35 |
7,067.35 |
7,467.32 |
|
| S3 |
6,703.91 |
6,937.21 |
7,434.00 |
|
| S4 |
6,340.47 |
6,573.77 |
7,334.06 |
|
|
| Weekly Pivots for week ending 04-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,178.62 |
8,862.10 |
7,808.12 |
|
| R3 |
8,670.03 |
8,353.51 |
7,668.26 |
|
| R2 |
8,161.44 |
8,161.44 |
7,621.64 |
|
| R1 |
7,844.92 |
7,844.92 |
7,575.02 |
7,748.89 |
| PP |
7,652.85 |
7,652.85 |
7,652.85 |
7,604.83 |
| S1 |
7,336.33 |
7,336.33 |
7,481.78 |
7,240.30 |
| S2 |
7,144.26 |
7,144.26 |
7,435.16 |
|
| S3 |
6,635.67 |
6,827.74 |
7,388.54 |
|
| S4 |
6,127.08 |
6,319.15 |
7,248.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,784.81 |
7,197.49 |
587.32 |
7.8% |
283.62 |
3.8% |
57% |
False |
True |
|
| 10 |
7,996.01 |
7,197.49 |
798.52 |
10.6% |
275.25 |
3.7% |
42% |
False |
True |
|
| 20 |
8,482.34 |
7,197.49 |
1,284.85 |
17.1% |
231.38 |
3.1% |
26% |
False |
True |
|
| 40 |
9,077.01 |
7,197.49 |
1,879.52 |
24.9% |
211.65 |
2.8% |
18% |
False |
True |
|
| 60 |
9,077.01 |
7,197.49 |
1,879.52 |
24.9% |
242.72 |
3.2% |
18% |
False |
True |
|
| 80 |
9,733.39 |
7,197.49 |
2,535.90 |
33.7% |
241.83 |
3.2% |
13% |
False |
True |
|
| 100 |
10,293.00 |
7,197.49 |
3,095.51 |
41.1% |
225.61 |
3.0% |
11% |
False |
True |
|
| 120 |
10,353.40 |
7,197.49 |
3,155.91 |
41.9% |
213.34 |
2.8% |
11% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,105.55 |
|
2.618 |
8,512.42 |
|
1.618 |
8,148.98 |
|
1.000 |
7,924.37 |
|
0.618 |
7,785.54 |
|
HIGH |
7,560.93 |
|
0.618 |
7,422.10 |
|
0.500 |
7,379.21 |
|
0.382 |
7,336.32 |
|
LOW |
7,197.49 |
|
0.618 |
6,972.88 |
|
1.000 |
6,834.05 |
|
1.618 |
6,609.44 |
|
2.618 |
6,246.00 |
|
4.250 |
5,652.87 |
|
|
| Fisher Pivots for day following 10-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
7,482.37 |
7,492.66 |
| PP |
7,430.79 |
7,451.37 |
| S1 |
7,379.21 |
7,410.08 |
|