Trading Metrics calculated at close of trading on 06-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2002 |
06-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,740.66 |
8,620.88 |
-119.78 |
-1.4% |
8,902.95 |
High |
8,769.05 |
8,679.51 |
-89.54 |
-1.0% |
9,043.37 |
Low |
8,608.75 |
8,501.86 |
-106.89 |
-1.2% |
8,501.86 |
Close |
8,623.28 |
8,645.77 |
22.49 |
0.3% |
8,645.77 |
Range |
160.30 |
177.65 |
17.35 |
10.8% |
541.51 |
ATR |
177.65 |
177.65 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,142.00 |
9,071.53 |
8,743.48 |
|
R3 |
8,964.35 |
8,893.88 |
8,694.62 |
|
R2 |
8,786.70 |
8,786.70 |
8,678.34 |
|
R1 |
8,716.23 |
8,716.23 |
8,662.05 |
8,751.47 |
PP |
8,609.05 |
8,609.05 |
8,609.05 |
8,626.66 |
S1 |
8,538.58 |
8,538.58 |
8,629.49 |
8,573.82 |
S2 |
8,431.40 |
8,431.40 |
8,613.20 |
|
S3 |
8,253.75 |
8,360.93 |
8,596.92 |
|
S4 |
8,076.10 |
8,183.28 |
8,548.06 |
|
|
Weekly Pivots for week ending 06-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,354.86 |
10,041.83 |
8,943.60 |
|
R3 |
9,813.35 |
9,500.32 |
8,794.69 |
|
R2 |
9,271.84 |
9,271.84 |
8,745.05 |
|
R1 |
8,958.81 |
8,958.81 |
8,695.41 |
8,844.57 |
PP |
8,730.33 |
8,730.33 |
8,730.33 |
8,673.22 |
S1 |
8,417.30 |
8,417.30 |
8,596.13 |
8,303.06 |
S2 |
8,188.82 |
8,188.82 |
8,546.49 |
|
S3 |
7,647.31 |
7,875.79 |
8,496.85 |
|
S4 |
7,105.80 |
7,334.28 |
8,347.94 |
|
|
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 |
8,501.86 |
541.51 |
6.3% |
178.33 |
2.1% |
27% |
False |
True |
|
10 |
9,043.37 |
8,501.86 |
541.51 |
6.3% |
157.81 |
1.8% |
27% |
False |
True |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.6% |
163.71 |
1.9% |
47% |
False |
False |
|
40 |
9,043.37 |
7,540.74 |
1,502.63 |
17.4% |
193.38 |
2.2% |
74% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
206.05 |
2.4% |
78% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.7% |
202.51 |
2.3% |
77% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.7% |
222.98 |
2.6% |
77% |
False |
False |
|
120 |
9,733.39 |
7,197.49 |
2,535.90 |
29.3% |
225.68 |
2.6% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,434.52 |
2.618 |
9,144.60 |
1.618 |
8,966.95 |
1.000 |
8,857.16 |
0.618 |
8,789.30 |
HIGH |
8,679.51 |
0.618 |
8,611.65 |
0.500 |
8,590.69 |
0.382 |
8,569.72 |
LOW |
8,501.86 |
0.618 |
8,392.07 |
1.000 |
8,324.21 |
1.618 |
8,214.42 |
2.618 |
8,036.77 |
4.250 |
7,746.85 |
|
|
Fisher Pivots for day following 06-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,627.41 |
8,656.74 |
PP |
8,609.05 |
8,653.08 |
S1 |
8,590.69 |
8,649.43 |
|