Trading Metrics calculated at close of trading on 29-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2002 |
29-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
8,678.96 |
8,933.67 |
254.71 |
2.9% |
8,804.97 |
High |
8,939.91 |
8,950.33 |
10.42 |
0.1% |
8,950.33 |
Low |
8,678.96 |
8,891.29 |
212.33 |
2.4% |
8,670.18 |
Close |
8,931.68 |
8,896.09 |
-35.59 |
-0.4% |
8,896.09 |
Range |
260.95 |
59.04 |
-201.91 |
-77.4% |
280.15 |
ATR |
187.23 |
178.07 |
-9.16 |
-4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,089.69 |
9,051.93 |
8,928.56 |
|
R3 |
9,030.65 |
8,992.89 |
8,912.33 |
|
R2 |
8,971.61 |
8,971.61 |
8,906.91 |
|
R1 |
8,933.85 |
8,933.85 |
8,901.50 |
8,923.21 |
PP |
8,912.57 |
8,912.57 |
8,912.57 |
8,907.25 |
S1 |
8,874.81 |
8,874.81 |
8,890.68 |
8,864.17 |
S2 |
8,853.53 |
8,853.53 |
8,885.27 |
|
S3 |
8,794.49 |
8,815.77 |
8,879.85 |
|
S4 |
8,735.45 |
8,756.73 |
8,863.62 |
|
|
Weekly Pivots for week ending 29-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,679.32 |
9,567.85 |
9,050.17 |
|
R3 |
9,399.17 |
9,287.70 |
8,973.13 |
|
R2 |
9,119.02 |
9,119.02 |
8,947.45 |
|
R1 |
9,007.55 |
9,007.55 |
8,921.77 |
9,063.29 |
PP |
8,838.87 |
8,838.87 |
8,838.87 |
8,866.73 |
S1 |
8,727.40 |
8,727.40 |
8,870.41 |
8,783.14 |
S2 |
8,558.72 |
8,558.72 |
8,844.73 |
|
S3 |
8,278.57 |
8,447.25 |
8,819.05 |
|
S4 |
7,998.42 |
8,167.10 |
8,742.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,950.33 |
8,670.18 |
280.15 |
3.1% |
137.29 |
1.5% |
81% |
True |
False |
|
10 |
8,950.33 |
8,405.12 |
545.21 |
6.1% |
154.20 |
1.7% |
90% |
True |
False |
|
20 |
8,950.33 |
8,298.68 |
651.65 |
7.3% |
169.87 |
1.9% |
92% |
True |
False |
|
40 |
8,950.33 |
7,197.49 |
1,752.84 |
19.7% |
206.54 |
2.3% |
97% |
True |
False |
|
60 |
8,950.33 |
7,197.49 |
1,752.84 |
19.7% |
206.08 |
2.3% |
97% |
True |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.1% |
208.06 |
2.3% |
90% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.1% |
228.42 |
2.6% |
90% |
False |
False |
|
120 |
9,733.39 |
7,197.49 |
2,535.90 |
28.5% |
225.27 |
2.5% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,201.25 |
2.618 |
9,104.90 |
1.618 |
9,045.86 |
1.000 |
9,009.37 |
0.618 |
8,986.82 |
HIGH |
8,950.33 |
0.618 |
8,927.78 |
0.500 |
8,920.81 |
0.382 |
8,913.84 |
LOW |
8,891.29 |
0.618 |
8,854.80 |
1.000 |
8,832.25 |
1.618 |
8,795.76 |
2.618 |
8,736.72 |
4.250 |
8,640.37 |
|
|
Fisher Pivots for day following 29-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
8,920.81 |
8,867.48 |
PP |
8,912.57 |
8,838.87 |
S1 |
8,904.33 |
8,810.26 |
|