Trading Metrics calculated at close of trading on 17-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2002 |
17-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,232.10 |
8,038.31 |
-193.79 |
-2.4% |
7,528.68 |
High |
8,232.10 |
8,318.45 |
86.35 |
1.0% |
7,901.26 |
Low |
8,013.41 |
8,038.24 |
24.83 |
0.3% |
7,197.49 |
Close |
8,036.03 |
8,275.04 |
239.01 |
3.0% |
7,850.29 |
Range |
218.69 |
280.21 |
61.52 |
28.1% |
703.77 |
ATR |
253.04 |
255.14 |
2.10 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,051.21 |
8,943.33 |
8,429.16 |
|
R3 |
8,771.00 |
8,663.12 |
8,352.10 |
|
R2 |
8,490.79 |
8,490.79 |
8,326.41 |
|
R1 |
8,382.91 |
8,382.91 |
8,300.73 |
8,436.85 |
PP |
8,210.58 |
8,210.58 |
8,210.58 |
8,237.55 |
S1 |
8,102.70 |
8,102.70 |
8,249.35 |
8,156.64 |
S2 |
7,930.37 |
7,930.37 |
8,223.67 |
|
S3 |
7,650.16 |
7,822.49 |
8,197.98 |
|
S4 |
7,369.95 |
7,542.28 |
8,120.92 |
|
|
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 |
8,318.45 |
7,540.74 |
777.71 |
9.4% |
280.23 |
3.4% |
94% |
True |
False |
|
10 |
8,318.45 |
7,197.49 |
1,120.96 |
13.5% |
281.93 |
3.4% |
96% |
True |
False |
|
20 |
8,318.45 |
7,197.49 |
1,120.96 |
13.5% |
252.20 |
3.0% |
96% |
True |
False |
|
40 |
9,077.01 |
7,197.49 |
1,879.52 |
22.7% |
224.80 |
2.7% |
57% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.7% |
234.00 |
2.8% |
57% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.7% |
245.13 |
3.0% |
49% |
False |
False |
|
100 |
10,042.30 |
7,197.49 |
2,844.81 |
34.4% |
232.43 |
2.8% |
38% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
38.1% |
219.57 |
2.7% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,509.34 |
2.618 |
9,052.04 |
1.618 |
8,771.83 |
1.000 |
8,598.66 |
0.618 |
8,491.62 |
HIGH |
8,318.45 |
0.618 |
8,211.41 |
0.500 |
8,178.35 |
0.382 |
8,145.28 |
LOW |
8,038.24 |
0.618 |
7,865.07 |
1.000 |
7,758.03 |
1.618 |
7,584.86 |
2.618 |
7,304.65 |
4.250 |
6,847.35 |
|
|
Fisher Pivots for day following 17-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,242.81 |
8,216.97 |
PP |
8,210.58 |
8,158.91 |
S1 |
8,178.35 |
8,100.84 |
|