Trading Metrics calculated at close of trading on 26-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2002 |
26-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,491.99 |
8,448.86 |
-43.13 |
-0.5% |
8,436.59 |
High |
8,491.99 |
8,565.01 |
73.02 |
0.9% |
8,638.64 |
Low |
8,443.65 |
8,408.71 |
-34.94 |
-0.4% |
8,327.78 |
Close |
8,448.11 |
8,432.61 |
-15.50 |
-0.2% |
8,511.32 |
Range |
48.34 |
156.30 |
107.96 |
223.3% |
310.86 |
ATR |
146.47 |
147.18 |
0.70 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,937.68 |
8,841.44 |
8,518.58 |
|
R3 |
8,781.38 |
8,685.14 |
8,475.59 |
|
R2 |
8,625.08 |
8,625.08 |
8,461.27 |
|
R1 |
8,528.84 |
8,528.84 |
8,446.94 |
8,498.81 |
PP |
8,468.78 |
8,468.78 |
8,468.78 |
8,453.76 |
S1 |
8,372.54 |
8,372.54 |
8,418.28 |
8,342.51 |
S2 |
8,312.48 |
8,312.48 |
8,403.96 |
|
S3 |
8,156.18 |
8,216.24 |
8,389.63 |
|
S4 |
7,999.88 |
8,059.94 |
8,346.65 |
|
|
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 |
8,565.01 |
8,327.78 |
237.23 |
2.8% |
123.95 |
1.5% |
44% |
True |
False |
|
10 |
8,638.64 |
8,327.78 |
310.86 |
3.7% |
126.72 |
1.5% |
34% |
False |
False |
|
20 |
9,043.37 |
8,327.78 |
715.59 |
8.5% |
144.88 |
1.7% |
15% |
False |
False |
|
40 |
9,043.37 |
8,298.68 |
744.69 |
8.8% |
157.12 |
1.9% |
18% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
188.11 |
2.2% |
67% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
191.47 |
2.3% |
67% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
198.36 |
2.4% |
66% |
False |
False |
|
120 |
9,318.10 |
7,197.49 |
2,120.61 |
25.1% |
216.49 |
2.6% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,229.29 |
2.618 |
8,974.20 |
1.618 |
8,817.90 |
1.000 |
8,721.31 |
0.618 |
8,661.60 |
HIGH |
8,565.01 |
0.618 |
8,505.30 |
0.500 |
8,486.86 |
0.382 |
8,468.42 |
LOW |
8,408.71 |
0.618 |
8,312.12 |
1.000 |
8,252.41 |
1.618 |
8,155.82 |
2.618 |
7,999.52 |
4.250 |
7,744.44 |
|
|
Fisher Pivots for day following 26-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,486.86 |
8,486.86 |
PP |
8,468.78 |
8,468.78 |
S1 |
8,450.69 |
8,450.69 |
|