| Trading Metrics calculated at close of trading on 27-Nov-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2002 |
27-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
8,844.12 |
8,678.96 |
-165.16 |
-1.9% |
8,579.74 |
| High |
8,844.40 |
8,939.91 |
95.51 |
1.1% |
8,880.39 |
| Low |
8,670.18 |
8,678.96 |
8.78 |
0.1% |
8,405.12 |
| Close |
8,676.42 |
8,931.68 |
255.26 |
2.9% |
8,804.84 |
| Range |
174.22 |
260.95 |
86.73 |
49.8% |
475.27 |
| ATR |
181.36 |
187.23 |
5.87 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,633.03 |
9,543.31 |
9,075.20 |
|
| R3 |
9,372.08 |
9,282.36 |
9,003.44 |
|
| R2 |
9,111.13 |
9,111.13 |
8,979.52 |
|
| R1 |
9,021.41 |
9,021.41 |
8,955.60 |
9,066.27 |
| PP |
8,850.18 |
8,850.18 |
8,850.18 |
8,872.62 |
| S1 |
8,760.46 |
8,760.46 |
8,907.76 |
8,805.32 |
| S2 |
8,589.23 |
8,589.23 |
8,883.84 |
|
| S3 |
8,328.28 |
8,499.51 |
8,859.92 |
|
| S4 |
8,067.33 |
8,238.56 |
8,788.16 |
|
|
| 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 |
8,939.91 |
8,625.48 |
314.43 |
3.5% |
171.70 |
1.9% |
97% |
True |
False |
|
| 10 |
8,939.91 |
8,403.69 |
536.22 |
6.0% |
162.44 |
1.8% |
98% |
True |
False |
|
| 20 |
8,939.91 |
8,298.68 |
641.23 |
7.2% |
174.80 |
2.0% |
99% |
True |
False |
|
| 40 |
8,939.91 |
7,197.49 |
1,742.42 |
19.5% |
210.56 |
2.4% |
100% |
True |
False |
|
| 60 |
8,939.91 |
7,197.49 |
1,742.42 |
19.5% |
208.48 |
2.3% |
100% |
True |
False |
|
| 80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.0% |
210.39 |
2.4% |
92% |
False |
False |
|
| 100 |
9,134.23 |
7,197.49 |
1,936.74 |
21.7% |
231.06 |
2.6% |
90% |
False |
False |
|
| 120 |
9,758.80 |
7,197.49 |
2,561.31 |
28.7% |
226.86 |
2.5% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,048.95 |
|
2.618 |
9,623.08 |
|
1.618 |
9,362.13 |
|
1.000 |
9,200.86 |
|
0.618 |
9,101.18 |
|
HIGH |
8,939.91 |
|
0.618 |
8,840.23 |
|
0.500 |
8,809.44 |
|
0.382 |
8,778.64 |
|
LOW |
8,678.96 |
|
0.618 |
8,517.69 |
|
1.000 |
8,418.01 |
|
1.618 |
8,256.74 |
|
2.618 |
7,995.79 |
|
4.250 |
7,569.92 |
|
|
| Fisher Pivots for day following 27-Nov-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,890.93 |
8,889.47 |
| PP |
8,850.18 |
8,847.26 |
| S1 |
8,809.44 |
8,805.05 |
|