Trading Metrics calculated at close of trading on 05-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2002 |
05-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,734.22 |
8,740.66 |
6.44 |
0.1% |
8,804.97 |
High |
8,811.62 |
8,769.05 |
-42.57 |
-0.5% |
8,950.33 |
Low |
8,653.38 |
8,608.75 |
-44.63 |
-0.5% |
8,670.18 |
Close |
8,737.85 |
8,623.28 |
-114.57 |
-1.3% |
8,896.09 |
Range |
158.24 |
160.30 |
2.06 |
1.3% |
280.15 |
ATR |
178.99 |
177.65 |
-1.33 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,147.93 |
9,045.90 |
8,711.45 |
|
R3 |
8,987.63 |
8,885.60 |
8,667.36 |
|
R2 |
8,827.33 |
8,827.33 |
8,652.67 |
|
R1 |
8,725.30 |
8,725.30 |
8,637.97 |
8,696.17 |
PP |
8,667.03 |
8,667.03 |
8,667.03 |
8,652.46 |
S1 |
8,565.00 |
8,565.00 |
8,608.59 |
8,535.87 |
S2 |
8,506.73 |
8,506.73 |
8,593.89 |
|
S3 |
8,346.43 |
8,404.70 |
8,579.20 |
|
S4 |
8,186.13 |
8,244.40 |
8,535.12 |
|
|
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 |
8,608.75 |
434.62 |
5.0% |
154.61 |
1.8% |
3% |
False |
True |
|
10 |
9,043.37 |
8,608.75 |
434.62 |
5.0% |
163.16 |
1.9% |
3% |
False |
True |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.6% |
165.65 |
1.9% |
44% |
False |
False |
|
40 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
198.02 |
2.3% |
77% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
206.68 |
2.4% |
77% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
205.23 |
2.4% |
76% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
223.91 |
2.6% |
76% |
False |
False |
|
120 |
9,733.39 |
7,197.49 |
2,535.90 |
29.4% |
224.90 |
2.6% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,450.33 |
2.618 |
9,188.72 |
1.618 |
9,028.42 |
1.000 |
8,929.35 |
0.618 |
8,868.12 |
HIGH |
8,769.05 |
0.618 |
8,707.82 |
0.500 |
8,688.90 |
0.382 |
8,669.98 |
LOW |
8,608.75 |
0.618 |
8,509.68 |
1.000 |
8,448.45 |
1.618 |
8,349.38 |
2.618 |
8,189.08 |
4.250 |
7,927.48 |
|
|
Fisher Pivots for day following 05-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,688.90 |
8,734.94 |
PP |
8,667.03 |
8,697.72 |
S1 |
8,645.15 |
8,660.50 |
|