Trading Metrics calculated at close of trading on 13-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2002 |
13-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,047.47 |
1,027.66 |
-19.81 |
-1.9% |
1,054.87 |
High |
1,051.55 |
1,027.66 |
-23.89 |
-2.3% |
1,055.36 |
Low |
1,029.41 |
1,005.85 |
-23.56 |
-2.3% |
1,005.85 |
Close |
1,039.95 |
1,005.85 |
-34.10 |
-3.3% |
1,005.85 |
Range |
22.14 |
21.81 |
-0.33 |
-1.5% |
49.51 |
ATR |
35.04 |
34.97 |
-0.07 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.55 |
1,064.01 |
1,017.85 |
|
R3 |
1,056.74 |
1,042.20 |
1,011.85 |
|
R2 |
1,034.93 |
1,034.93 |
1,009.85 |
|
R1 |
1,020.39 |
1,020.39 |
1,007.85 |
1,016.76 |
PP |
1,013.12 |
1,013.12 |
1,013.12 |
1,011.30 |
S1 |
998.58 |
998.58 |
1,003.85 |
994.95 |
S2 |
991.31 |
991.31 |
1,001.85 |
|
S3 |
969.50 |
976.77 |
999.85 |
|
S4 |
947.69 |
954.96 |
993.85 |
|
|
Weekly Pivots for week ending 13-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.88 |
1,137.88 |
1,033.08 |
|
R3 |
1,121.37 |
1,088.37 |
1,019.47 |
|
R2 |
1,071.86 |
1,071.86 |
1,014.93 |
|
R1 |
1,038.86 |
1,038.86 |
1,010.39 |
1,030.61 |
PP |
1,022.35 |
1,022.35 |
1,022.35 |
1,018.23 |
S1 |
989.35 |
989.35 |
1,001.31 |
981.10 |
S2 |
972.84 |
972.84 |
996.77 |
|
S3 |
923.33 |
939.84 |
992.23 |
|
S4 |
873.82 |
890.33 |
978.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,055.36 |
1,005.85 |
49.51 |
4.9% |
27.30 |
2.7% |
0% |
False |
True |
|
10 |
1,155.68 |
1,005.85 |
149.83 |
14.9% |
30.73 |
3.1% |
0% |
False |
True |
|
20 |
1,155.68 |
1,005.85 |
149.83 |
14.9% |
30.13 |
3.0% |
0% |
False |
True |
|
40 |
1,155.68 |
922.31 |
233.37 |
23.2% |
32.08 |
3.2% |
36% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
35.8% |
31.62 |
3.1% |
58% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
35.8% |
31.05 |
3.1% |
58% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.8% |
32.99 |
3.3% |
58% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.8% |
35.47 |
3.5% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,120.35 |
2.618 |
1,084.76 |
1.618 |
1,062.95 |
1.000 |
1,049.47 |
0.618 |
1,041.14 |
HIGH |
1,027.66 |
0.618 |
1,019.33 |
0.500 |
1,016.76 |
0.382 |
1,014.18 |
LOW |
1,005.85 |
0.618 |
992.37 |
1.000 |
984.04 |
1.618 |
970.56 |
2.618 |
948.75 |
4.250 |
913.16 |
|
|
Fisher Pivots for day following 13-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,016.76 |
1,028.70 |
PP |
1,013.12 |
1,021.08 |
S1 |
1,009.49 |
1,013.47 |
|