Trading Metrics calculated at close of trading on 09-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2002 |
09-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,038.72 |
1,054.87 |
16.15 |
1.6% |
1,144.21 |
High |
1,074.01 |
1,055.36 |
-18.65 |
-1.7% |
1,155.68 |
Low |
1,035.55 |
1,014.80 |
-20.75 |
-2.0% |
1,035.55 |
Close |
1,065.97 |
1,014.84 |
-51.13 |
-4.8% |
1,065.97 |
Range |
38.46 |
40.56 |
2.10 |
5.5% |
120.13 |
ATR |
36.17 |
37.25 |
1.07 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.01 |
1,122.99 |
1,037.15 |
|
R3 |
1,109.45 |
1,082.43 |
1,025.99 |
|
R2 |
1,068.89 |
1,068.89 |
1,022.28 |
|
R1 |
1,041.87 |
1,041.87 |
1,018.56 |
1,035.10 |
PP |
1,028.33 |
1,028.33 |
1,028.33 |
1,024.95 |
S1 |
1,001.31 |
1,001.31 |
1,011.12 |
994.54 |
S2 |
987.77 |
987.77 |
1,007.40 |
|
S3 |
947.21 |
960.75 |
1,003.69 |
|
S4 |
906.65 |
920.19 |
992.53 |
|
|
Weekly Pivots for week ending 06-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.12 |
1,376.18 |
1,132.04 |
|
R3 |
1,325.99 |
1,256.05 |
1,099.01 |
|
R2 |
1,205.86 |
1,205.86 |
1,087.99 |
|
R1 |
1,135.92 |
1,135.92 |
1,076.98 |
1,110.83 |
PP |
1,085.73 |
1,085.73 |
1,085.73 |
1,073.19 |
S1 |
1,015.79 |
1,015.79 |
1,054.96 |
990.70 |
S2 |
965.60 |
965.60 |
1,043.95 |
|
S3 |
845.47 |
895.66 |
1,032.93 |
|
S4 |
725.34 |
775.53 |
999.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.46 |
1,014.80 |
94.66 |
9.3% |
33.18 |
3.3% |
0% |
False |
True |
|
10 |
1,155.68 |
1,014.80 |
140.88 |
13.9% |
31.86 |
3.1% |
0% |
False |
True |
|
20 |
1,155.68 |
972.34 |
183.34 |
18.1% |
32.18 |
3.2% |
23% |
False |
False |
|
40 |
1,155.68 |
876.21 |
279.47 |
27.5% |
31.87 |
3.1% |
50% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
35.5% |
31.93 |
3.1% |
61% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
35.5% |
31.47 |
3.1% |
61% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.5% |
34.30 |
3.4% |
61% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.5% |
36.38 |
3.6% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.74 |
2.618 |
1,161.55 |
1.618 |
1,120.99 |
1.000 |
1,095.92 |
0.618 |
1,080.43 |
HIGH |
1,055.36 |
0.618 |
1,039.87 |
0.500 |
1,035.08 |
0.382 |
1,030.29 |
LOW |
1,014.80 |
0.618 |
989.73 |
1.000 |
974.24 |
1.618 |
949.17 |
2.618 |
908.61 |
4.250 |
842.42 |
|
|
Fisher Pivots for day following 09-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,035.08 |
1,050.22 |
PP |
1,028.33 |
1,038.42 |
S1 |
1,021.59 |
1,026.63 |
|