| Trading Metrics calculated at close of trading on 16-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2002 |
16-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
7,883.23 |
8,232.10 |
348.87 |
4.4% |
7,528.68 |
| High |
8,255.68 |
8,232.10 |
-23.58 |
-0.3% |
7,901.26 |
| Low |
7,883.23 |
8,013.41 |
130.18 |
1.7% |
7,197.49 |
| Close |
8,255.68 |
8,036.03 |
-219.65 |
-2.7% |
7,850.29 |
| Range |
372.45 |
218.69 |
-153.76 |
-41.3% |
703.77 |
| ATR |
253.87 |
253.04 |
-0.83 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,749.92 |
8,611.66 |
8,156.31 |
|
| R3 |
8,531.23 |
8,392.97 |
8,096.17 |
|
| R2 |
8,312.54 |
8,312.54 |
8,076.12 |
|
| R1 |
8,174.28 |
8,174.28 |
8,056.08 |
8,134.07 |
| PP |
8,093.85 |
8,093.85 |
8,093.85 |
8,073.74 |
| S1 |
7,955.59 |
7,955.59 |
8,015.98 |
7,915.38 |
| S2 |
7,875.16 |
7,875.16 |
7,995.94 |
|
| S3 |
7,656.47 |
7,736.90 |
7,975.89 |
|
| S4 |
7,437.78 |
7,518.21 |
7,915.75 |
|
|
| Weekly Pivots for week ending 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,760.99 |
9,509.41 |
8,237.36 |
|
| R3 |
9,057.22 |
8,805.64 |
8,043.83 |
|
| R2 |
8,353.45 |
8,353.45 |
7,979.31 |
|
| R1 |
8,101.87 |
8,101.87 |
7,914.80 |
8,227.66 |
| PP |
7,649.68 |
7,649.68 |
7,649.68 |
7,712.58 |
| S1 |
7,398.10 |
7,398.10 |
7,785.78 |
7,523.89 |
| S2 |
6,945.91 |
6,945.91 |
7,721.27 |
|
| S3 |
6,242.14 |
6,694.33 |
7,656.75 |
|
| S4 |
5,538.37 |
5,990.56 |
7,463.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,255.68 |
7,197.49 |
1,058.19 |
13.2% |
296.88 |
3.7% |
79% |
False |
False |
|
| 10 |
8,255.68 |
7,197.49 |
1,058.19 |
13.2% |
275.92 |
3.4% |
79% |
False |
False |
|
| 20 |
8,255.68 |
7,197.49 |
1,058.19 |
13.2% |
249.73 |
3.1% |
79% |
False |
False |
|
| 40 |
9,077.01 |
7,197.49 |
1,879.52 |
23.4% |
222.19 |
2.8% |
45% |
False |
False |
|
| 60 |
9,077.01 |
7,197.49 |
1,879.52 |
23.4% |
240.48 |
3.0% |
45% |
False |
False |
|
| 80 |
9,413.08 |
7,197.49 |
2,215.59 |
27.6% |
245.40 |
3.1% |
38% |
False |
False |
|
| 100 |
10,118.50 |
7,197.49 |
2,921.01 |
36.3% |
231.19 |
2.9% |
29% |
False |
False |
|
| 120 |
10,353.40 |
7,197.49 |
3,155.91 |
39.3% |
218.28 |
2.7% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,161.53 |
|
2.618 |
8,804.63 |
|
1.618 |
8,585.94 |
|
1.000 |
8,450.79 |
|
0.618 |
8,367.25 |
|
HIGH |
8,232.10 |
|
0.618 |
8,148.56 |
|
0.500 |
8,122.76 |
|
0.382 |
8,096.95 |
|
LOW |
8,013.41 |
|
0.618 |
7,878.26 |
|
1.000 |
7,794.72 |
|
1.618 |
7,659.57 |
|
2.618 |
7,440.88 |
|
4.250 |
7,083.98 |
|
|
| Fisher Pivots for day following 16-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,122.76 |
8,024.25 |
| PP |
8,093.85 |
8,012.47 |
| S1 |
8,064.94 |
8,000.69 |
|