Trading Metrics calculated at close of trading on 09-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2002 |
09-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,620.88 |
8,643.99 |
23.11 |
0.3% |
8,902.95 |
High |
8,679.51 |
8,643.99 |
-35.52 |
-0.4% |
9,043.37 |
Low |
8,501.86 |
8,473.00 |
-28.86 |
-0.3% |
8,501.86 |
Close |
8,645.77 |
8,473.41 |
-172.36 |
-2.0% |
8,645.77 |
Range |
177.65 |
170.99 |
-6.66 |
-3.7% |
541.51 |
ATR |
177.65 |
177.31 |
-0.35 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,043.10 |
8,929.25 |
8,567.45 |
|
R3 |
8,872.11 |
8,758.26 |
8,520.43 |
|
R2 |
8,701.12 |
8,701.12 |
8,504.76 |
|
R1 |
8,587.27 |
8,587.27 |
8,489.08 |
8,558.70 |
PP |
8,530.13 |
8,530.13 |
8,530.13 |
8,515.85 |
S1 |
8,416.28 |
8,416.28 |
8,457.74 |
8,387.71 |
S2 |
8,359.14 |
8,359.14 |
8,442.06 |
|
S3 |
8,188.15 |
8,245.29 |
8,426.39 |
|
S4 |
8,017.16 |
8,074.30 |
8,379.37 |
|
|
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 |
8,861.13 |
8,473.00 |
388.13 |
4.6% |
161.29 |
1.9% |
0% |
False |
True |
|
10 |
9,043.37 |
8,473.00 |
570.37 |
6.7% |
166.97 |
2.0% |
0% |
False |
True |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.8% |
163.76 |
1.9% |
23% |
False |
False |
|
40 |
9,043.37 |
7,745.70 |
1,297.67 |
15.3% |
188.64 |
2.2% |
56% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.8% |
206.72 |
2.4% |
69% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
202.57 |
2.4% |
68% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
222.51 |
2.6% |
68% |
False |
False |
|
120 |
9,573.89 |
7,197.49 |
2,376.40 |
28.0% |
225.51 |
2.7% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,370.70 |
2.618 |
9,091.64 |
1.618 |
8,920.65 |
1.000 |
8,814.98 |
0.618 |
8,749.66 |
HIGH |
8,643.99 |
0.618 |
8,578.67 |
0.500 |
8,558.50 |
0.382 |
8,538.32 |
LOW |
8,473.00 |
0.618 |
8,367.33 |
1.000 |
8,302.01 |
1.618 |
8,196.34 |
2.618 |
8,025.35 |
4.250 |
7,746.29 |
|
|
Fisher Pivots for day following 09-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,558.50 |
8,621.03 |
PP |
8,530.13 |
8,571.82 |
S1 |
8,501.77 |
8,522.62 |
|