Trading Metrics calculated at close of trading on 12-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2002 |
12-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,023.91 |
1,047.47 |
23.56 |
2.3% |
1,144.21 |
High |
1,047.74 |
1,051.55 |
3.81 |
0.4% |
1,155.68 |
Low |
1,019.40 |
1,029.41 |
10.01 |
1.0% |
1,035.55 |
Close |
1,036.34 |
1,039.95 |
3.61 |
0.3% |
1,065.97 |
Range |
28.34 |
22.14 |
-6.20 |
-21.9% |
120.13 |
ATR |
36.03 |
35.04 |
-0.99 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.72 |
1,095.48 |
1,052.13 |
|
R3 |
1,084.58 |
1,073.34 |
1,046.04 |
|
R2 |
1,062.44 |
1,062.44 |
1,044.01 |
|
R1 |
1,051.20 |
1,051.20 |
1,041.98 |
1,045.75 |
PP |
1,040.30 |
1,040.30 |
1,040.30 |
1,037.58 |
S1 |
1,029.06 |
1,029.06 |
1,037.92 |
1,023.61 |
S2 |
1,018.16 |
1,018.16 |
1,035.89 |
|
S3 |
996.02 |
1,006.92 |
1,033.86 |
|
S4 |
973.88 |
984.78 |
1,027.77 |
|
|
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 |
1,074.01 |
1,014.80 |
59.21 |
5.7% |
30.63 |
2.9% |
42% |
False |
False |
|
10 |
1,155.68 |
1,014.80 |
140.88 |
13.5% |
30.42 |
2.9% |
18% |
False |
False |
|
20 |
1,155.68 |
1,014.80 |
140.88 |
13.5% |
30.58 |
2.9% |
18% |
False |
False |
|
40 |
1,155.68 |
922.31 |
233.37 |
22.4% |
32.03 |
3.1% |
50% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
34.7% |
31.65 |
3.0% |
68% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
34.7% |
31.18 |
3.0% |
68% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
34.7% |
33.60 |
3.2% |
68% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
34.7% |
35.76 |
3.4% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,145.65 |
2.618 |
1,109.51 |
1.618 |
1,087.37 |
1.000 |
1,073.69 |
0.618 |
1,065.23 |
HIGH |
1,051.55 |
0.618 |
1,043.09 |
0.500 |
1,040.48 |
0.382 |
1,037.87 |
LOW |
1,029.41 |
0.618 |
1,015.73 |
1.000 |
1,007.27 |
1.618 |
993.59 |
2.618 |
971.45 |
4.250 |
935.32 |
|
|
Fisher Pivots for day following 12-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,040.48 |
1,038.46 |
PP |
1,040.30 |
1,036.97 |
S1 |
1,040.13 |
1,035.48 |
|