Trading Metrics calculated at close of trading on 26-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2002 |
26-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,804.97 |
8,844.12 |
39.15 |
0.4% |
8,579.74 |
High |
8,868.87 |
8,844.40 |
-24.47 |
-0.3% |
8,880.39 |
Low |
8,756.02 |
8,670.18 |
-85.84 |
-1.0% |
8,405.12 |
Close |
8,849.40 |
8,676.42 |
-172.98 |
-2.0% |
8,804.84 |
Range |
112.85 |
174.22 |
61.37 |
54.4% |
475.27 |
ATR |
181.53 |
181.36 |
-0.16 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,252.99 |
9,138.93 |
8,772.24 |
|
R3 |
9,078.77 |
8,964.71 |
8,724.33 |
|
R2 |
8,904.55 |
8,904.55 |
8,708.36 |
|
R1 |
8,790.49 |
8,790.49 |
8,692.39 |
8,760.41 |
PP |
8,730.33 |
8,730.33 |
8,730.33 |
8,715.30 |
S1 |
8,616.27 |
8,616.27 |
8,660.45 |
8,586.19 |
S2 |
8,556.11 |
8,556.11 |
8,644.48 |
|
S3 |
8,381.89 |
8,442.05 |
8,628.51 |
|
S4 |
8,207.67 |
8,267.83 |
8,580.60 |
|
|
Weekly Pivots for week ending 22-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,122.59 |
9,938.99 |
9,066.24 |
|
R3 |
9,647.32 |
9,463.72 |
8,935.54 |
|
R2 |
9,172.05 |
9,172.05 |
8,891.97 |
|
R1 |
8,988.45 |
8,988.45 |
8,848.41 |
9,080.25 |
PP |
8,696.78 |
8,696.78 |
8,696.78 |
8,742.69 |
S1 |
8,513.18 |
8,513.18 |
8,761.27 |
8,604.98 |
S2 |
8,221.51 |
8,221.51 |
8,717.71 |
|
S3 |
7,746.24 |
8,037.91 |
8,674.14 |
|
S4 |
7,270.97 |
7,562.64 |
8,543.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,880.39 |
8,439.06 |
441.33 |
5.1% |
160.30 |
1.8% |
54% |
False |
False |
|
10 |
8,880.39 |
8,298.68 |
581.71 |
6.7% |
155.82 |
1.8% |
65% |
False |
False |
|
20 |
8,880.39 |
8,298.68 |
581.71 |
6.7% |
169.35 |
2.0% |
65% |
False |
False |
|
40 |
8,880.39 |
7,197.49 |
1,682.90 |
19.4% |
209.72 |
2.4% |
88% |
False |
False |
|
60 |
8,880.39 |
7,197.49 |
1,682.90 |
19.4% |
207.00 |
2.4% |
88% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.7% |
211.73 |
2.4% |
79% |
False |
False |
|
100 |
9,318.10 |
7,197.49 |
2,120.61 |
24.4% |
230.81 |
2.7% |
70% |
False |
False |
|
120 |
9,758.80 |
7,197.49 |
2,561.31 |
29.5% |
225.98 |
2.6% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,584.84 |
2.618 |
9,300.51 |
1.618 |
9,126.29 |
1.000 |
9,018.62 |
0.618 |
8,952.07 |
HIGH |
8,844.40 |
0.618 |
8,777.85 |
0.500 |
8,757.29 |
0.382 |
8,736.73 |
LOW |
8,670.18 |
0.618 |
8,562.51 |
1.000 |
8,495.96 |
1.618 |
8,388.29 |
2.618 |
8,214.07 |
4.250 |
7,929.75 |
|
|
Fisher Pivots for day following 26-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,757.29 |
8,775.29 |
PP |
8,730.33 |
8,742.33 |
S1 |
8,703.38 |
8,709.38 |
|