Trading Metrics calculated at close of trading on 02-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2002 |
02-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,933.67 |
8,902.95 |
-30.72 |
-0.3% |
8,804.97 |
High |
8,950.33 |
9,043.37 |
93.04 |
1.0% |
8,950.33 |
Low |
8,891.29 |
8,787.15 |
-104.14 |
-1.2% |
8,670.18 |
Close |
8,896.09 |
8,862.57 |
-33.52 |
-0.4% |
8,896.09 |
Range |
59.04 |
256.22 |
197.18 |
334.0% |
280.15 |
ATR |
178.07 |
183.65 |
5.58 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,666.36 |
9,520.68 |
9,003.49 |
|
R3 |
9,410.14 |
9,264.46 |
8,933.03 |
|
R2 |
9,153.92 |
9,153.92 |
8,909.54 |
|
R1 |
9,008.24 |
9,008.24 |
8,886.06 |
8,952.97 |
PP |
8,897.70 |
8,897.70 |
8,897.70 |
8,870.06 |
S1 |
8,752.02 |
8,752.02 |
8,839.08 |
8,696.75 |
S2 |
8,641.48 |
8,641.48 |
8,815.60 |
|
S3 |
8,385.26 |
8,495.80 |
8,792.11 |
|
S4 |
8,129.04 |
8,239.58 |
8,721.65 |
|
|
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 |
9,043.37 |
8,670.18 |
373.19 |
4.2% |
172.66 |
1.9% |
52% |
True |
False |
|
10 |
9,043.37 |
8,405.12 |
638.25 |
7.2% |
167.50 |
1.9% |
72% |
True |
False |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.4% |
171.05 |
1.9% |
76% |
True |
False |
|
40 |
9,043.37 |
7,197.49 |
1,845.88 |
20.8% |
205.12 |
2.3% |
90% |
True |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
20.8% |
207.38 |
2.3% |
90% |
True |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.2% |
207.67 |
2.3% |
89% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.2% |
228.49 |
2.6% |
89% |
False |
False |
|
120 |
9,733.39 |
7,197.49 |
2,535.90 |
28.6% |
225.94 |
2.5% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,132.31 |
2.618 |
9,714.15 |
1.618 |
9,457.93 |
1.000 |
9,299.59 |
0.618 |
9,201.71 |
HIGH |
9,043.37 |
0.618 |
8,945.49 |
0.500 |
8,915.26 |
0.382 |
8,885.03 |
LOW |
8,787.15 |
0.618 |
8,628.81 |
1.000 |
8,530.93 |
1.618 |
8,372.59 |
2.618 |
8,116.37 |
4.250 |
7,698.22 |
|
|
Fisher Pivots for day following 02-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,915.26 |
8,862.10 |
PP |
8,897.70 |
8,861.63 |
S1 |
8,880.13 |
8,861.17 |
|