| Trading Metrics calculated at close of trading on 08-Nov-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2002 |
08-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
8,766.08 |
8,585.75 |
-180.33 |
-2.1% |
8,521.60 |
| High |
8,766.22 |
8,668.91 |
-97.31 |
-1.1% |
8,800.00 |
| Low |
8,549.82 |
8,498.92 |
-50.90 |
-0.6% |
8,498.92 |
| Close |
8,586.24 |
8,537.13 |
-49.11 |
-0.6% |
8,537.13 |
| Range |
216.40 |
169.99 |
-46.41 |
-21.4% |
301.08 |
| ATR |
219.50 |
215.97 |
-3.54 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,078.29 |
8,977.70 |
8,630.62 |
|
| R3 |
8,908.30 |
8,807.71 |
8,583.88 |
|
| R2 |
8,738.31 |
8,738.31 |
8,568.29 |
|
| R1 |
8,637.72 |
8,637.72 |
8,552.71 |
8,603.02 |
| PP |
8,568.32 |
8,568.32 |
8,568.32 |
8,550.97 |
| S1 |
8,467.73 |
8,467.73 |
8,521.55 |
8,433.03 |
| S2 |
8,398.33 |
8,398.33 |
8,505.97 |
|
| S3 |
8,228.34 |
8,297.74 |
8,490.38 |
|
| S4 |
8,058.35 |
8,127.75 |
8,443.64 |
|
|
| Weekly Pivots for week ending 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,515.26 |
9,327.27 |
8,702.72 |
|
| R3 |
9,214.18 |
9,026.19 |
8,619.93 |
|
| R2 |
8,913.10 |
8,913.10 |
8,592.33 |
|
| R1 |
8,725.11 |
8,725.11 |
8,564.73 |
8,819.11 |
| PP |
8,612.02 |
8,612.02 |
8,612.02 |
8,659.01 |
| S1 |
8,424.03 |
8,424.03 |
8,509.53 |
8,518.03 |
| S2 |
8,310.94 |
8,310.94 |
8,481.93 |
|
| S3 |
8,009.86 |
8,122.95 |
8,454.33 |
|
| S4 |
7,708.78 |
7,821.87 |
8,371.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,800.00 |
8,498.92 |
301.08 |
3.5% |
190.44 |
2.2% |
13% |
False |
True |
|
| 10 |
8,800.00 |
8,198.04 |
601.96 |
7.1% |
190.21 |
2.2% |
56% |
False |
False |
|
| 20 |
8,800.00 |
7,745.70 |
1,054.30 |
12.3% |
213.52 |
2.5% |
75% |
False |
False |
|
| 40 |
8,800.00 |
7,197.49 |
1,602.51 |
18.8% |
228.20 |
2.7% |
84% |
False |
False |
|
| 60 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
215.51 |
2.5% |
71% |
False |
False |
|
| 80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
237.20 |
2.8% |
71% |
False |
False |
|
| 100 |
9,573.89 |
7,197.49 |
2,376.40 |
27.8% |
237.86 |
2.8% |
56% |
False |
False |
|
| 120 |
10,217.70 |
7,197.49 |
3,020.21 |
35.4% |
224.88 |
2.6% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,391.37 |
|
2.618 |
9,113.94 |
|
1.618 |
8,943.95 |
|
1.000 |
8,838.90 |
|
0.618 |
8,773.96 |
|
HIGH |
8,668.91 |
|
0.618 |
8,603.97 |
|
0.500 |
8,583.92 |
|
0.382 |
8,563.86 |
|
LOW |
8,498.92 |
|
0.618 |
8,393.87 |
|
1.000 |
8,328.93 |
|
1.618 |
8,223.88 |
|
2.618 |
8,053.89 |
|
4.250 |
7,776.46 |
|
|
| Fisher Pivots for day following 08-Nov-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,583.92 |
8,649.46 |
| PP |
8,568.32 |
8,612.02 |
| S1 |
8,552.73 |
8,574.57 |
|