Trading Metrics calculated at close of trading on 16-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2002 |
16-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,536.07 |
8,436.59 |
-99.48 |
-1.2% |
8,643.99 |
High |
8,536.07 |
8,627.54 |
91.47 |
1.1% |
8,643.99 |
Low |
8,422.94 |
8,434.74 |
11.80 |
0.1% |
8,422.94 |
Close |
8,433.71 |
8,627.40 |
193.69 |
2.3% |
8,433.71 |
Range |
113.13 |
192.80 |
79.67 |
70.4% |
221.05 |
ATR |
161.76 |
164.06 |
2.29 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,141.63 |
9,077.31 |
8,733.44 |
|
R3 |
8,948.83 |
8,884.51 |
8,680.42 |
|
R2 |
8,756.03 |
8,756.03 |
8,662.75 |
|
R1 |
8,691.71 |
8,691.71 |
8,645.07 |
8,723.87 |
PP |
8,563.23 |
8,563.23 |
8,563.23 |
8,579.31 |
S1 |
8,498.91 |
8,498.91 |
8,609.73 |
8,531.07 |
S2 |
8,370.43 |
8,370.43 |
8,592.05 |
|
S3 |
8,177.63 |
8,306.11 |
8,574.38 |
|
S4 |
7,984.83 |
8,113.31 |
8,521.36 |
|
|
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 |
8,627.54 |
8,422.94 |
204.60 |
2.4% |
131.60 |
1.5% |
100% |
True |
False |
|
10 |
8,861.13 |
8,422.94 |
438.19 |
5.1% |
146.45 |
1.7% |
47% |
False |
False |
|
20 |
9,043.37 |
8,405.12 |
638.25 |
7.4% |
156.97 |
1.8% |
35% |
False |
False |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
9.8% |
174.46 |
2.0% |
51% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
201.86 |
2.3% |
77% |
False |
False |
|
80 |
9,051.49 |
7,197.49 |
1,854.00 |
21.5% |
200.06 |
2.3% |
77% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
208.39 |
2.4% |
76% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
25.6% |
221.16 |
2.6% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,446.94 |
2.618 |
9,132.29 |
1.618 |
8,939.49 |
1.000 |
8,820.34 |
0.618 |
8,746.69 |
HIGH |
8,627.54 |
0.618 |
8,553.89 |
0.500 |
8,531.14 |
0.382 |
8,508.39 |
LOW |
8,434.74 |
0.618 |
8,315.59 |
1.000 |
8,241.94 |
1.618 |
8,122.79 |
2.618 |
7,929.99 |
4.250 |
7,615.34 |
|
|
Fisher Pivots for day following 16-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,595.31 |
8,593.35 |
PP |
8,563.23 |
8,559.29 |
S1 |
8,531.14 |
8,525.24 |
|