Trading Metrics calculated at close of trading on 17-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2002 |
17-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,011.89 |
1,038.96 |
27.07 |
2.7% |
1,054.87 |
High |
1,042.84 |
1,052.59 |
9.75 |
0.9% |
1,055.36 |
Low |
1,008.52 |
1,033.19 |
24.67 |
2.4% |
1,005.85 |
Close |
1,042.44 |
1,040.02 |
-2.42 |
-0.2% |
1,005.85 |
Range |
34.32 |
19.40 |
-14.92 |
-43.5% |
49.51 |
ATR |
35.11 |
33.99 |
-1.12 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.13 |
1,089.48 |
1,050.69 |
|
R3 |
1,080.73 |
1,070.08 |
1,045.36 |
|
R2 |
1,061.33 |
1,061.33 |
1,043.58 |
|
R1 |
1,050.68 |
1,050.68 |
1,041.80 |
1,056.01 |
PP |
1,041.93 |
1,041.93 |
1,041.93 |
1,044.60 |
S1 |
1,031.28 |
1,031.28 |
1,038.24 |
1,036.61 |
S2 |
1,022.53 |
1,022.53 |
1,036.46 |
|
S3 |
1,003.13 |
1,011.88 |
1,034.69 |
|
S4 |
983.73 |
992.48 |
1,029.35 |
|
|
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 |
1,052.59 |
1,005.85 |
46.74 |
4.5% |
25.20 |
2.4% |
73% |
True |
False |
|
10 |
1,085.63 |
1,005.85 |
79.78 |
7.7% |
29.00 |
2.8% |
43% |
False |
False |
|
20 |
1,155.68 |
1,005.85 |
149.83 |
14.4% |
29.95 |
2.9% |
23% |
False |
False |
|
40 |
1,155.68 |
941.17 |
214.51 |
20.6% |
31.45 |
3.0% |
46% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
34.7% |
31.81 |
3.1% |
68% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
34.7% |
30.96 |
3.0% |
68% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
34.7% |
32.59 |
3.1% |
68% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
34.7% |
35.11 |
3.4% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.04 |
2.618 |
1,103.38 |
1.618 |
1,083.98 |
1.000 |
1,071.99 |
0.618 |
1,064.58 |
HIGH |
1,052.59 |
0.618 |
1,045.18 |
0.500 |
1,042.89 |
0.382 |
1,040.60 |
LOW |
1,033.19 |
0.618 |
1,021.20 |
1.000 |
1,013.79 |
1.618 |
1,001.80 |
2.618 |
982.40 |
4.250 |
950.74 |
|
|
Fisher Pivots for day following 17-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,042.89 |
1,036.42 |
PP |
1,041.93 |
1,032.82 |
S1 |
1,040.98 |
1,029.22 |
|