Trading Metrics calculated at close of trading on 18-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2002 |
18-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,038.31 |
8,287.72 |
249.41 |
3.1% |
7,848.21 |
High |
8,318.45 |
8,331.56 |
13.11 |
0.2% |
8,331.56 |
Low |
8,038.24 |
8,147.20 |
108.96 |
1.4% |
7,745.70 |
Close |
8,275.04 |
8,322.40 |
47.36 |
0.6% |
8,322.40 |
Range |
280.21 |
184.36 |
-95.85 |
-34.2% |
585.86 |
ATR |
255.14 |
250.08 |
-5.06 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,820.13 |
8,755.63 |
8,423.80 |
|
R3 |
8,635.77 |
8,571.27 |
8,373.10 |
|
R2 |
8,451.41 |
8,451.41 |
8,356.20 |
|
R1 |
8,386.91 |
8,386.91 |
8,339.30 |
8,419.16 |
PP |
8,267.05 |
8,267.05 |
8,267.05 |
8,283.18 |
S1 |
8,202.55 |
8,202.55 |
8,305.50 |
8,234.80 |
S2 |
8,082.69 |
8,082.69 |
8,288.60 |
|
S3 |
7,898.33 |
8,018.19 |
8,271.70 |
|
S4 |
7,713.97 |
7,833.83 |
8,221.00 |
|
|
Weekly Pivots for week ending 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,890.80 |
9,692.46 |
8,644.62 |
|
R3 |
9,304.94 |
9,106.60 |
8,483.51 |
|
R2 |
8,719.08 |
8,719.08 |
8,429.81 |
|
R1 |
8,520.74 |
8,520.74 |
8,376.10 |
8,619.91 |
PP |
8,133.22 |
8,133.22 |
8,133.22 |
8,182.81 |
S1 |
7,934.88 |
7,934.88 |
8,268.70 |
8,034.05 |
S2 |
7,547.36 |
7,547.36 |
8,214.99 |
|
S3 |
6,961.50 |
7,349.02 |
8,161.29 |
|
S4 |
6,375.64 |
6,763.16 |
8,000.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,331.56 |
7,745.70 |
585.86 |
7.0% |
245.00 |
2.9% |
98% |
True |
False |
|
10 |
8,331.56 |
7,197.49 |
1,134.07 |
13.6% |
269.08 |
3.2% |
99% |
True |
False |
|
20 |
8,331.56 |
7,197.49 |
1,134.07 |
13.6% |
256.65 |
3.1% |
99% |
True |
False |
|
40 |
9,051.49 |
7,197.49 |
1,854.00 |
22.3% |
225.66 |
2.7% |
61% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
231.01 |
2.8% |
60% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.6% |
244.51 |
2.9% |
51% |
False |
False |
|
100 |
10,042.30 |
7,197.49 |
2,844.81 |
34.2% |
233.62 |
2.8% |
40% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.9% |
219.54 |
2.6% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,115.09 |
2.618 |
8,814.21 |
1.618 |
8,629.85 |
1.000 |
8,515.92 |
0.618 |
8,445.49 |
HIGH |
8,331.56 |
0.618 |
8,261.13 |
0.500 |
8,239.38 |
0.382 |
8,217.63 |
LOW |
8,147.20 |
0.618 |
8,033.27 |
1.000 |
7,962.84 |
1.618 |
7,848.91 |
2.618 |
7,664.55 |
4.250 |
7,363.67 |
|
|
Fisher Pivots for day following 18-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,294.73 |
8,272.43 |
PP |
8,267.05 |
8,222.46 |
S1 |
8,239.38 |
8,172.49 |
|