Trading Metrics calculated at close of trading on 11-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2002 |
11-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,022.39 |
1,023.91 |
1.52 |
0.1% |
1,144.21 |
High |
1,043.34 |
1,047.74 |
4.40 |
0.4% |
1,155.68 |
Low |
1,019.70 |
1,019.40 |
-0.30 |
0.0% |
1,035.55 |
Close |
1,033.07 |
1,036.34 |
3.27 |
0.3% |
1,065.97 |
Range |
23.64 |
28.34 |
4.70 |
19.9% |
120.13 |
ATR |
36.62 |
36.03 |
-0.59 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.51 |
1,106.27 |
1,051.93 |
|
R3 |
1,091.17 |
1,077.93 |
1,044.13 |
|
R2 |
1,062.83 |
1,062.83 |
1,041.54 |
|
R1 |
1,049.59 |
1,049.59 |
1,038.94 |
1,056.21 |
PP |
1,034.49 |
1,034.49 |
1,034.49 |
1,037.81 |
S1 |
1,021.25 |
1,021.25 |
1,033.74 |
1,027.87 |
S2 |
1,006.15 |
1,006.15 |
1,031.14 |
|
S3 |
977.81 |
992.91 |
1,028.55 |
|
S4 |
949.47 |
964.57 |
1,020.75 |
|
|
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 |
1,085.63 |
1,014.80 |
70.83 |
6.8% |
32.91 |
3.2% |
30% |
False |
False |
|
10 |
1,155.68 |
1,014.80 |
140.88 |
13.6% |
30.95 |
3.0% |
15% |
False |
False |
|
20 |
1,155.68 |
986.65 |
169.03 |
16.3% |
31.26 |
3.0% |
29% |
False |
False |
|
40 |
1,155.68 |
906.08 |
249.60 |
24.1% |
32.07 |
3.1% |
52% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
34.8% |
31.78 |
3.1% |
67% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
34.8% |
31.16 |
3.0% |
67% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
34.8% |
33.95 |
3.3% |
67% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
34.8% |
36.08 |
3.5% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.19 |
2.618 |
1,121.93 |
1.618 |
1,093.59 |
1.000 |
1,076.08 |
0.618 |
1,065.25 |
HIGH |
1,047.74 |
0.618 |
1,036.91 |
0.500 |
1,033.57 |
0.382 |
1,030.23 |
LOW |
1,019.40 |
0.618 |
1,001.89 |
1.000 |
991.06 |
1.618 |
973.55 |
2.618 |
945.21 |
4.250 |
898.96 |
|
|
Fisher Pivots for day following 11-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,035.42 |
1,035.92 |
PP |
1,034.49 |
1,035.50 |
S1 |
1,033.57 |
1,035.08 |
|