Trading Metrics calculated at close of trading on 19-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2002 |
19-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,531.31 |
8,441.94 |
-89.37 |
-1.0% |
8,643.99 |
High |
8,531.38 |
8,505.23 |
-26.15 |
-0.3% |
8,643.99 |
Low |
8,407.72 |
8,327.78 |
-79.94 |
-1.0% |
8,422.94 |
Close |
8,447.35 |
8,364.80 |
-82.55 |
-1.0% |
8,433.71 |
Range |
123.66 |
177.45 |
53.79 |
43.5% |
221.05 |
ATR |
158.11 |
159.49 |
1.38 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,931.62 |
8,825.66 |
8,462.40 |
|
R3 |
8,754.17 |
8,648.21 |
8,413.60 |
|
R2 |
8,576.72 |
8,576.72 |
8,397.33 |
|
R1 |
8,470.76 |
8,470.76 |
8,381.07 |
8,435.02 |
PP |
8,399.27 |
8,399.27 |
8,399.27 |
8,381.40 |
S1 |
8,293.31 |
8,293.31 |
8,348.53 |
8,257.57 |
S2 |
8,221.82 |
8,221.82 |
8,332.27 |
|
S3 |
8,044.37 |
8,115.86 |
8,316.00 |
|
S4 |
7,866.92 |
7,938.41 |
8,267.20 |
|
|
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 |
8,327.78 |
310.86 |
3.7% |
144.13 |
1.7% |
12% |
False |
True |
|
10 |
8,679.51 |
8,327.78 |
351.73 |
4.2% |
142.14 |
1.7% |
11% |
False |
True |
|
20 |
9,043.37 |
8,327.78 |
715.59 |
8.6% |
152.65 |
1.8% |
5% |
False |
True |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
10.1% |
167.94 |
2.0% |
20% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
198.32 |
2.4% |
63% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
197.12 |
2.4% |
63% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
204.35 |
2.4% |
62% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.5% |
219.78 |
2.6% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,259.39 |
2.618 |
8,969.79 |
1.618 |
8,792.34 |
1.000 |
8,682.68 |
0.618 |
8,614.89 |
HIGH |
8,505.23 |
0.618 |
8,437.44 |
0.500 |
8,416.51 |
0.382 |
8,395.57 |
LOW |
8,327.78 |
0.618 |
8,218.12 |
1.000 |
8,150.33 |
1.618 |
8,040.67 |
2.618 |
7,863.22 |
4.250 |
7,573.62 |
|
|
Fisher Pivots for day following 19-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,416.51 |
8,483.21 |
PP |
8,399.27 |
8,443.74 |
S1 |
8,382.04 |
8,404.27 |
|