Trading Metrics calculated at close of trading on 25-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2002 |
25-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
8,495.38 |
8,317.48 |
-177.90 |
-2.1% |
8,320.74 |
High |
8,558.63 |
8,445.30 |
-113.33 |
-1.3% |
8,558.63 |
Low |
8,277.87 |
8,258.52 |
-19.35 |
-0.2% |
8,230.50 |
Close |
8,317.34 |
8,443.99 |
126.65 |
1.5% |
8,443.99 |
Range |
280.76 |
186.78 |
-93.98 |
-33.5% |
328.13 |
ATR |
247.40 |
243.07 |
-4.33 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,942.94 |
8,880.25 |
8,546.72 |
|
R3 |
8,756.16 |
8,693.47 |
8,495.35 |
|
R2 |
8,569.38 |
8,569.38 |
8,478.23 |
|
R1 |
8,506.69 |
8,506.69 |
8,461.11 |
8,538.04 |
PP |
8,382.60 |
8,382.60 |
8,382.60 |
8,398.28 |
S1 |
8,319.91 |
8,319.91 |
8,426.87 |
8,351.26 |
S2 |
8,195.82 |
8,195.82 |
8,409.75 |
|
S3 |
8,009.04 |
8,133.13 |
8,392.63 |
|
S4 |
7,822.26 |
7,946.35 |
8,341.26 |
|
|
Weekly Pivots for week ending 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,395.43 |
9,247.84 |
8,624.46 |
|
R3 |
9,067.30 |
8,919.71 |
8,534.23 |
|
R2 |
8,739.17 |
8,739.17 |
8,504.15 |
|
R1 |
8,591.58 |
8,591.58 |
8,474.07 |
8,665.38 |
PP |
8,411.04 |
8,411.04 |
8,411.04 |
8,447.94 |
S1 |
8,263.45 |
8,263.45 |
8,413.91 |
8,337.25 |
S2 |
8,082.91 |
8,082.91 |
8,383.83 |
|
S3 |
7,754.78 |
7,935.32 |
8,353.75 |
|
S4 |
7,426.65 |
7,607.19 |
8,263.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,558.63 |
8,230.50 |
328.13 |
3.9% |
228.64 |
2.7% |
65% |
False |
False |
|
10 |
8,558.63 |
7,745.70 |
812.93 |
9.6% |
236.82 |
2.8% |
86% |
False |
False |
|
20 |
8,558.63 |
7,197.49 |
1,361.14 |
16.1% |
258.99 |
3.1% |
92% |
False |
False |
|
40 |
8,783.35 |
7,197.49 |
1,585.86 |
18.8% |
228.95 |
2.7% |
79% |
False |
False |
|
60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
228.85 |
2.7% |
66% |
False |
False |
|
80 |
9,410.38 |
7,197.49 |
2,212.89 |
26.2% |
247.18 |
2.9% |
56% |
False |
False |
|
100 |
9,802.55 |
7,197.49 |
2,605.06 |
30.9% |
236.95 |
2.8% |
48% |
False |
False |
|
120 |
10,353.40 |
7,197.49 |
3,155.91 |
37.4% |
222.35 |
2.6% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,239.12 |
2.618 |
8,934.29 |
1.618 |
8,747.51 |
1.000 |
8,632.08 |
0.618 |
8,560.73 |
HIGH |
8,445.30 |
0.618 |
8,373.95 |
0.500 |
8,351.91 |
0.382 |
8,329.87 |
LOW |
8,258.52 |
0.618 |
8,143.09 |
1.000 |
8,071.74 |
1.618 |
7,956.31 |
2.618 |
7,769.53 |
4.250 |
7,464.71 |
|
|
Fisher Pivots for day following 25-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
8,413.30 |
8,432.19 |
PP |
8,382.60 |
8,420.38 |
S1 |
8,351.91 |
8,408.58 |
|