| Trading Metrics calculated at close of trading on 21-Oct-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2002 |
21-Oct-2002 |
Change |
Change % |
Previous Week |
| Open |
8,287.72 |
8,320.74 |
33.02 |
0.4% |
7,848.21 |
| High |
8,331.56 |
8,547.83 |
216.27 |
2.6% |
8,331.56 |
| Low |
8,147.20 |
8,230.50 |
83.30 |
1.0% |
7,745.70 |
| Close |
8,322.40 |
8,538.24 |
215.84 |
2.6% |
8,322.40 |
| Range |
184.36 |
317.33 |
132.97 |
72.1% |
585.86 |
| ATR |
250.08 |
254.88 |
4.80 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,390.85 |
9,281.87 |
8,712.77 |
|
| R3 |
9,073.52 |
8,964.54 |
8,625.51 |
|
| R2 |
8,756.19 |
8,756.19 |
8,596.42 |
|
| R1 |
8,647.21 |
8,647.21 |
8,567.33 |
8,701.70 |
| PP |
8,438.86 |
8,438.86 |
8,438.86 |
8,466.10 |
| S1 |
8,329.88 |
8,329.88 |
8,509.15 |
8,384.37 |
| S2 |
8,121.53 |
8,121.53 |
8,480.06 |
|
| S3 |
7,804.20 |
8,012.55 |
8,450.97 |
|
| S4 |
7,486.87 |
7,695.22 |
8,363.71 |
|
|
| 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 |
8,547.83 |
7,883.23 |
664.60 |
7.8% |
274.61 |
3.2% |
99% |
True |
False |
|
| 10 |
8,547.83 |
7,197.49 |
1,350.34 |
15.8% |
277.52 |
3.3% |
99% |
True |
False |
|
| 20 |
8,547.83 |
7,197.49 |
1,350.34 |
15.8% |
262.70 |
3.1% |
99% |
True |
False |
|
| 40 |
9,017.02 |
7,197.49 |
1,819.53 |
21.3% |
228.06 |
2.7% |
74% |
False |
False |
|
| 60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
233.75 |
2.7% |
71% |
False |
False |
|
| 80 |
9,410.38 |
7,197.49 |
2,212.89 |
25.9% |
245.54 |
2.9% |
61% |
False |
False |
|
| 100 |
10,042.30 |
7,197.49 |
2,844.81 |
33.3% |
235.38 |
2.8% |
47% |
False |
False |
|
| 120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.0% |
220.05 |
2.6% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,896.48 |
|
2.618 |
9,378.60 |
|
1.618 |
9,061.27 |
|
1.000 |
8,865.16 |
|
0.618 |
8,743.94 |
|
HIGH |
8,547.83 |
|
0.618 |
8,426.61 |
|
0.500 |
8,389.17 |
|
0.382 |
8,351.72 |
|
LOW |
8,230.50 |
|
0.618 |
8,034.39 |
|
1.000 |
7,913.17 |
|
1.618 |
7,717.06 |
|
2.618 |
7,399.73 |
|
4.250 |
6,881.85 |
|
|
| Fisher Pivots for day following 21-Oct-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,488.55 |
8,456.51 |
| PP |
8,438.86 |
8,374.77 |
| S1 |
8,389.17 |
8,293.04 |
|