Trading Metrics calculated at close of trading on 13-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2002 |
13-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,590.99 |
8,536.07 |
-54.92 |
-0.6% |
8,643.99 |
High |
8,615.13 |
8,536.07 |
-79.06 |
-0.9% |
8,643.99 |
Low |
8,510.84 |
8,422.94 |
-87.90 |
-1.0% |
8,422.94 |
Close |
8,538.40 |
8,433.71 |
-104.69 |
-1.2% |
8,433.71 |
Range |
104.29 |
113.13 |
8.84 |
8.5% |
221.05 |
ATR |
165.33 |
161.76 |
-3.56 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,803.63 |
8,731.80 |
8,495.93 |
|
R3 |
8,690.50 |
8,618.67 |
8,464.82 |
|
R2 |
8,577.37 |
8,577.37 |
8,454.45 |
|
R1 |
8,505.54 |
8,505.54 |
8,444.08 |
8,484.89 |
PP |
8,464.24 |
8,464.24 |
8,464.24 |
8,453.92 |
S1 |
8,392.41 |
8,392.41 |
8,423.34 |
8,371.76 |
S2 |
8,351.11 |
8,351.11 |
8,412.97 |
|
S3 |
8,237.98 |
8,279.28 |
8,402.60 |
|
S4 |
8,124.85 |
8,166.15 |
8,371.49 |
|
|
Weekly Pivots for week ending 13-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,163.36 |
9,019.59 |
8,555.29 |
|
R3 |
8,942.31 |
8,798.54 |
8,494.50 |
|
R2 |
8,721.26 |
8,721.26 |
8,474.24 |
|
R1 |
8,577.49 |
8,577.49 |
8,453.97 |
8,538.85 |
PP |
8,500.21 |
8,500.21 |
8,500.21 |
8,480.90 |
S1 |
8,356.44 |
8,356.44 |
8,413.45 |
8,317.80 |
S2 |
8,279.16 |
8,279.16 |
8,393.18 |
|
S3 |
8,058.11 |
8,135.39 |
8,372.92 |
|
S4 |
7,837.06 |
7,914.34 |
8,312.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,643.99 |
8,422.94 |
221.05 |
2.6% |
127.24 |
1.5% |
5% |
False |
True |
|
10 |
9,043.37 |
8,422.94 |
620.43 |
7.4% |
152.79 |
1.8% |
2% |
False |
True |
|
20 |
9,043.37 |
8,405.12 |
638.25 |
7.6% |
153.49 |
1.8% |
4% |
False |
False |
|
40 |
9,043.37 |
8,147.20 |
896.17 |
10.6% |
174.25 |
2.1% |
32% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
200.23 |
2.4% |
67% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
199.53 |
2.4% |
66% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
210.10 |
2.5% |
66% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.2% |
221.50 |
2.6% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,016.87 |
2.618 |
8,832.24 |
1.618 |
8,719.11 |
1.000 |
8,649.20 |
0.618 |
8,605.98 |
HIGH |
8,536.07 |
0.618 |
8,492.85 |
0.500 |
8,479.51 |
0.382 |
8,466.16 |
LOW |
8,422.94 |
0.618 |
8,353.03 |
1.000 |
8,309.81 |
1.618 |
8,239.90 |
2.618 |
8,126.77 |
4.250 |
7,942.14 |
|
|
Fisher Pivots for day following 13-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,479.51 |
8,524.42 |
PP |
8,464.24 |
8,494.18 |
S1 |
8,448.98 |
8,463.95 |
|