Trading Metrics calculated at close of trading on 17-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2002 |
17-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,436.59 |
8,626.99 |
190.40 |
2.3% |
8,643.99 |
High |
8,627.54 |
8,638.64 |
11.10 |
0.1% |
8,643.99 |
Low |
8,434.74 |
8,525.03 |
90.29 |
1.1% |
8,422.94 |
Close |
8,627.40 |
8,535.39 |
-92.01 |
-1.1% |
8,433.71 |
Range |
192.80 |
113.61 |
-79.19 |
-41.1% |
221.05 |
ATR |
164.06 |
160.45 |
-3.60 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,907.18 |
8,834.90 |
8,597.88 |
|
R3 |
8,793.57 |
8,721.29 |
8,566.63 |
|
R2 |
8,679.96 |
8,679.96 |
8,556.22 |
|
R1 |
8,607.68 |
8,607.68 |
8,545.80 |
8,587.02 |
PP |
8,566.35 |
8,566.35 |
8,566.35 |
8,556.02 |
S1 |
8,494.07 |
8,494.07 |
8,524.98 |
8,473.41 |
S2 |
8,452.74 |
8,452.74 |
8,514.56 |
|
S3 |
8,339.13 |
8,380.46 |
8,504.15 |
|
S4 |
8,225.52 |
8,266.85 |
8,472.90 |
|
|
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 |
8,638.64 |
8,422.94 |
215.70 |
2.5% |
132.44 |
1.6% |
52% |
True |
False |
|
10 |
8,811.62 |
8,422.94 |
388.68 |
4.6% |
143.88 |
1.7% |
29% |
False |
False |
|
20 |
9,043.37 |
8,405.12 |
638.25 |
7.5% |
154.88 |
1.8% |
20% |
False |
False |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
9.9% |
169.37 |
2.0% |
40% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.6% |
200.48 |
2.3% |
72% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.6% |
198.71 |
2.3% |
72% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.0% |
208.00 |
2.4% |
71% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
25.9% |
220.15 |
2.6% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,121.48 |
2.618 |
8,936.07 |
1.618 |
8,822.46 |
1.000 |
8,752.25 |
0.618 |
8,708.85 |
HIGH |
8,638.64 |
0.618 |
8,595.24 |
0.500 |
8,581.84 |
0.382 |
8,568.43 |
LOW |
8,525.03 |
0.618 |
8,454.82 |
1.000 |
8,411.42 |
1.618 |
8,341.21 |
2.618 |
8,227.60 |
4.250 |
8,042.19 |
|
|
Fisher Pivots for day following 17-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,581.84 |
8,533.86 |
PP |
8,566.35 |
8,532.32 |
S1 |
8,550.87 |
8,530.79 |
|