Trading Metrics calculated at close of trading on 27-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2002 |
27-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,026.44 |
1,012.34 |
-14.10 |
-1.4% |
1,012.46 |
High |
1,041.49 |
1,018.16 |
-23.33 |
-2.2% |
1,041.49 |
Low |
1,013.30 |
996.10 |
-17.20 |
-1.7% |
996.10 |
Close |
1,016.46 |
997.85 |
-18.61 |
-1.8% |
997.85 |
Range |
28.19 |
22.06 |
-6.13 |
-21.7% |
45.39 |
ATR |
30.49 |
29.89 |
-0.60 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.22 |
1,056.09 |
1,009.98 |
|
R3 |
1,048.16 |
1,034.03 |
1,003.92 |
|
R2 |
1,026.10 |
1,026.10 |
1,001.89 |
|
R1 |
1,011.97 |
1,011.97 |
999.87 |
1,008.01 |
PP |
1,004.04 |
1,004.04 |
1,004.04 |
1,002.05 |
S1 |
989.91 |
989.91 |
995.83 |
985.95 |
S2 |
981.98 |
981.98 |
993.81 |
|
S3 |
959.92 |
967.85 |
991.78 |
|
S4 |
937.86 |
945.79 |
985.72 |
|
|
Weekly Pivots for week ending 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.98 |
1,118.31 |
1,022.81 |
|
R3 |
1,102.59 |
1,072.92 |
1,010.33 |
|
R2 |
1,057.20 |
1,057.20 |
1,006.17 |
|
R1 |
1,027.53 |
1,027.53 |
1,002.01 |
1,019.67 |
PP |
1,011.81 |
1,011.81 |
1,011.81 |
1,007.89 |
S1 |
982.14 |
982.14 |
993.69 |
974.28 |
S2 |
966.42 |
966.42 |
989.53 |
|
S3 |
921.03 |
936.75 |
985.37 |
|
S4 |
875.64 |
891.36 |
972.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,041.49 |
996.10 |
45.39 |
4.5% |
19.85 |
2.0% |
4% |
False |
True |
|
10 |
1,052.59 |
996.10 |
56.49 |
5.7% |
23.25 |
2.3% |
3% |
False |
True |
|
20 |
1,155.68 |
996.10 |
159.58 |
16.0% |
26.84 |
2.7% |
1% |
False |
True |
|
40 |
1,155.68 |
972.34 |
183.34 |
18.4% |
29.34 |
2.9% |
14% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
36.1% |
30.30 |
3.0% |
56% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.1% |
29.97 |
3.0% |
56% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.1% |
31.30 |
3.1% |
56% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.1% |
33.96 |
3.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,111.92 |
2.618 |
1,075.91 |
1.618 |
1,053.85 |
1.000 |
1,040.22 |
0.618 |
1,031.79 |
HIGH |
1,018.16 |
0.618 |
1,009.73 |
0.500 |
1,007.13 |
0.382 |
1,004.53 |
LOW |
996.10 |
0.618 |
982.47 |
1.000 |
974.04 |
1.618 |
960.41 |
2.618 |
938.35 |
4.250 |
902.35 |
|
|
Fisher Pivots for day following 27-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
1,007.13 |
1,018.80 |
PP |
1,004.04 |
1,011.81 |
S1 |
1,000.94 |
1,004.83 |
|