Trading Metrics calculated at close of trading on 12-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2002 |
12-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,571.52 |
8,590.99 |
19.47 |
0.2% |
8,902.95 |
High |
8,625.89 |
8,615.13 |
-10.76 |
-0.1% |
9,043.37 |
Low |
8,487.53 |
8,510.84 |
23.31 |
0.3% |
8,501.86 |
Close |
8,589.14 |
8,538.40 |
-50.74 |
-0.6% |
8,645.77 |
Range |
138.36 |
104.29 |
-34.07 |
-24.6% |
541.51 |
ATR |
170.02 |
165.33 |
-4.70 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,867.66 |
8,807.32 |
8,595.76 |
|
R3 |
8,763.37 |
8,703.03 |
8,567.08 |
|
R2 |
8,659.08 |
8,659.08 |
8,557.52 |
|
R1 |
8,598.74 |
8,598.74 |
8,547.96 |
8,576.77 |
PP |
8,554.79 |
8,554.79 |
8,554.79 |
8,543.80 |
S1 |
8,494.45 |
8,494.45 |
8,528.84 |
8,472.48 |
S2 |
8,450.50 |
8,450.50 |
8,519.28 |
|
S3 |
8,346.21 |
8,390.16 |
8,509.72 |
|
S4 |
8,241.92 |
8,285.87 |
8,481.04 |
|
|
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 |
8,679.51 |
8,469.55 |
209.96 |
2.5% |
140.15 |
1.6% |
33% |
False |
False |
|
10 |
9,043.37 |
8,469.55 |
573.82 |
6.7% |
147.38 |
1.7% |
12% |
False |
False |
|
20 |
9,043.37 |
8,403.69 |
639.68 |
7.5% |
154.91 |
1.8% |
21% |
False |
False |
|
40 |
9,043.37 |
8,038.24 |
1,005.13 |
11.8% |
178.43 |
2.1% |
50% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.6% |
202.19 |
2.4% |
73% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
200.31 |
2.3% |
71% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
215.66 |
2.5% |
71% |
False |
False |
|
120 |
9,413.08 |
7,197.49 |
2,215.59 |
25.9% |
223.08 |
2.6% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,058.36 |
2.618 |
8,888.16 |
1.618 |
8,783.87 |
1.000 |
8,719.42 |
0.618 |
8,679.58 |
HIGH |
8,615.13 |
0.618 |
8,575.29 |
0.500 |
8,562.99 |
0.382 |
8,550.68 |
LOW |
8,510.84 |
0.618 |
8,446.39 |
1.000 |
8,406.55 |
1.618 |
8,342.10 |
2.618 |
8,237.81 |
4.250 |
8,067.61 |
|
|
Fisher Pivots for day following 12-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,562.99 |
8,547.72 |
PP |
8,554.79 |
8,544.61 |
S1 |
8,546.60 |
8,541.51 |
|