Trading Metrics calculated at close of trading on 23-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2002 |
23-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,367.41 |
8,511.39 |
143.98 |
1.7% |
8,436.59 |
High |
8,513.65 |
8,554.04 |
40.39 |
0.5% |
8,638.64 |
Low |
8,367.41 |
8,462.64 |
95.23 |
1.1% |
8,327.78 |
Close |
8,511.32 |
8,493.29 |
-18.03 |
-0.2% |
8,511.32 |
Range |
146.24 |
91.40 |
-54.84 |
-37.5% |
310.86 |
ATR |
158.73 |
153.92 |
-4.81 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,777.52 |
8,726.81 |
8,543.56 |
|
R3 |
8,686.12 |
8,635.41 |
8,518.43 |
|
R2 |
8,594.72 |
8,594.72 |
8,510.05 |
|
R1 |
8,544.01 |
8,544.01 |
8,501.67 |
8,523.67 |
PP |
8,503.32 |
8,503.32 |
8,503.32 |
8,493.15 |
S1 |
8,452.61 |
8,452.61 |
8,484.91 |
8,432.27 |
S2 |
8,411.92 |
8,411.92 |
8,476.53 |
|
S3 |
8,320.52 |
8,361.21 |
8,468.16 |
|
S4 |
8,229.12 |
8,269.81 |
8,443.02 |
|
|
Weekly Pivots for week ending 20-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,425.16 |
9,279.10 |
8,682.29 |
|
R3 |
9,114.30 |
8,968.24 |
8,596.81 |
|
R2 |
8,803.44 |
8,803.44 |
8,568.31 |
|
R1 |
8,657.38 |
8,657.38 |
8,539.82 |
8,730.41 |
PP |
8,492.58 |
8,492.58 |
8,492.58 |
8,529.10 |
S1 |
8,346.52 |
8,346.52 |
8,482.82 |
8,419.55 |
S2 |
8,181.72 |
8,181.72 |
8,454.33 |
|
S3 |
7,870.86 |
8,035.66 |
8,425.83 |
|
S4 |
7,560.00 |
7,724.80 |
8,340.35 |
|
|
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% |
130.47 |
1.5% |
53% |
False |
False |
|
10 |
8,638.64 |
8,327.78 |
310.86 |
3.7% |
131.04 |
1.5% |
53% |
False |
False |
|
20 |
9,043.37 |
8,327.78 |
715.59 |
8.4% |
149.00 |
1.8% |
23% |
False |
False |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
10.0% |
162.19 |
1.9% |
35% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.7% |
194.46 |
2.3% |
70% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.7% |
195.57 |
2.3% |
70% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.1% |
202.18 |
2.4% |
69% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.1% |
218.85 |
2.6% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,942.49 |
2.618 |
8,793.33 |
1.618 |
8,701.93 |
1.000 |
8,645.44 |
0.618 |
8,610.53 |
HIGH |
8,554.04 |
0.618 |
8,519.13 |
0.500 |
8,508.34 |
0.382 |
8,497.55 |
LOW |
8,462.64 |
0.618 |
8,406.15 |
1.000 |
8,371.24 |
1.618 |
8,314.75 |
2.618 |
8,223.35 |
4.250 |
8,074.19 |
|
|
Fisher Pivots for day following 23-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,508.34 |
8,475.83 |
PP |
8,503.32 |
8,458.37 |
S1 |
8,498.31 |
8,440.91 |
|