Trading Metrics calculated at close of trading on 04-Dec-2002 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Dec-2002 |
04-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,861.13 |
8,734.22 |
-126.91 |
-1.4% |
8,804.97 |
High |
8,861.13 |
8,811.62 |
-49.51 |
-0.6% |
8,950.33 |
Low |
8,721.88 |
8,653.38 |
-68.50 |
-0.8% |
8,670.18 |
Close |
8,742.93 |
8,737.85 |
-5.08 |
-0.1% |
8,896.09 |
Range |
139.25 |
158.24 |
18.99 |
13.6% |
280.15 |
ATR |
180.59 |
178.99 |
-1.60 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,209.00 |
9,131.67 |
8,824.88 |
|
R3 |
9,050.76 |
8,973.43 |
8,781.37 |
|
R2 |
8,892.52 |
8,892.52 |
8,766.86 |
|
R1 |
8,815.19 |
8,815.19 |
8,752.36 |
8,853.86 |
PP |
8,734.28 |
8,734.28 |
8,734.28 |
8,753.62 |
S1 |
8,656.95 |
8,656.95 |
8,723.34 |
8,695.62 |
S2 |
8,576.04 |
8,576.04 |
8,708.84 |
|
S3 |
8,417.80 |
8,498.71 |
8,694.33 |
|
S4 |
8,259.56 |
8,340.47 |
8,650.82 |
|
|
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 |
8,653.38 |
389.99 |
4.5% |
174.74 |
2.0% |
22% |
False |
True |
|
10 |
9,043.37 |
8,439.06 |
604.31 |
6.9% |
167.52 |
1.9% |
49% |
False |
False |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.5% |
168.12 |
1.9% |
59% |
False |
False |
|
40 |
9,043.37 |
7,197.49 |
1,845.88 |
21.1% |
199.45 |
2.3% |
83% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.1% |
206.62 |
2.4% |
83% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
206.63 |
2.4% |
82% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
224.60 |
2.6% |
82% |
False |
False |
|
120 |
9,733.39 |
7,197.49 |
2,535.90 |
29.0% |
225.33 |
2.6% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,484.14 |
2.618 |
9,225.89 |
1.618 |
9,067.65 |
1.000 |
8,969.86 |
0.618 |
8,909.41 |
HIGH |
8,811.62 |
0.618 |
8,751.17 |
0.500 |
8,732.50 |
0.382 |
8,713.83 |
LOW |
8,653.38 |
0.618 |
8,555.59 |
1.000 |
8,495.14 |
1.618 |
8,397.35 |
2.618 |
8,239.11 |
4.250 |
7,980.86 |
|
|
Fisher Pivots for day following 04-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,736.07 |
8,848.38 |
PP |
8,734.28 |
8,811.53 |
S1 |
8,732.50 |
8,774.69 |
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