Trading Metrics calculated at close of trading on 18-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2002 |
18-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,626.99 |
8,531.31 |
-95.68 |
-1.1% |
8,643.99 |
High |
8,638.64 |
8,531.38 |
-107.26 |
-1.2% |
8,643.99 |
Low |
8,525.03 |
8,407.72 |
-117.31 |
-1.4% |
8,422.94 |
Close |
8,535.39 |
8,447.35 |
-88.04 |
-1.0% |
8,433.71 |
Range |
113.61 |
123.66 |
10.05 |
8.8% |
221.05 |
ATR |
160.45 |
158.11 |
-2.34 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,833.13 |
8,763.90 |
8,515.36 |
|
R3 |
8,709.47 |
8,640.24 |
8,481.36 |
|
R2 |
8,585.81 |
8,585.81 |
8,470.02 |
|
R1 |
8,516.58 |
8,516.58 |
8,458.69 |
8,489.37 |
PP |
8,462.15 |
8,462.15 |
8,462.15 |
8,448.54 |
S1 |
8,392.92 |
8,392.92 |
8,436.01 |
8,365.71 |
S2 |
8,338.49 |
8,338.49 |
8,424.68 |
|
S3 |
8,214.83 |
8,269.26 |
8,413.34 |
|
S4 |
8,091.17 |
8,145.60 |
8,379.34 |
|
|
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 |
8,407.72 |
230.92 |
2.7% |
129.50 |
1.5% |
17% |
False |
True |
|
10 |
8,769.05 |
8,407.72 |
361.33 |
4.3% |
140.42 |
1.7% |
11% |
False |
True |
|
20 |
9,043.37 |
8,407.72 |
635.65 |
7.5% |
153.97 |
1.8% |
6% |
False |
True |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
10.0% |
168.51 |
2.0% |
29% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
199.12 |
2.4% |
68% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
197.84 |
2.3% |
68% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
204.79 |
2.4% |
66% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.2% |
220.14 |
2.6% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,056.94 |
2.618 |
8,855.12 |
1.618 |
8,731.46 |
1.000 |
8,655.04 |
0.618 |
8,607.80 |
HIGH |
8,531.38 |
0.618 |
8,484.14 |
0.500 |
8,469.55 |
0.382 |
8,454.96 |
LOW |
8,407.72 |
0.618 |
8,331.30 |
1.000 |
8,284.06 |
1.618 |
8,207.64 |
2.618 |
8,083.98 |
4.250 |
7,882.17 |
|
|
Fisher Pivots for day following 18-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,469.55 |
8,523.18 |
PP |
8,462.15 |
8,497.90 |
S1 |
8,454.75 |
8,472.63 |
|