Trading Metrics calculated at close of trading on 27-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2002 |
27-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,448.86 |
8,429.28 |
-19.58 |
-0.2% |
8,511.39 |
High |
8,565.01 |
8,449.41 |
-115.60 |
-1.3% |
8,565.01 |
Low |
8,408.71 |
8,285.14 |
-123.57 |
-1.5% |
8,285.14 |
Close |
8,432.61 |
8,303.78 |
-128.83 |
-1.5% |
8,303.78 |
Range |
156.30 |
164.27 |
7.97 |
5.1% |
279.87 |
ATR |
147.18 |
148.40 |
1.22 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,838.92 |
8,735.62 |
8,394.13 |
|
R3 |
8,674.65 |
8,571.35 |
8,348.95 |
|
R2 |
8,510.38 |
8,510.38 |
8,333.90 |
|
R1 |
8,407.08 |
8,407.08 |
8,318.84 |
8,376.60 |
PP |
8,346.11 |
8,346.11 |
8,346.11 |
8,330.87 |
S1 |
8,242.81 |
8,242.81 |
8,288.72 |
8,212.33 |
S2 |
8,181.84 |
8,181.84 |
8,273.66 |
|
S3 |
8,017.57 |
8,078.54 |
8,258.61 |
|
S4 |
7,853.30 |
7,914.27 |
8,213.43 |
|
|
Weekly Pivots for week ending 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,224.25 |
9,043.89 |
8,457.71 |
|
R3 |
8,944.38 |
8,764.02 |
8,380.74 |
|
R2 |
8,664.51 |
8,664.51 |
8,355.09 |
|
R1 |
8,484.15 |
8,484.15 |
8,329.43 |
8,434.40 |
PP |
8,384.64 |
8,384.64 |
8,384.64 |
8,359.77 |
S1 |
8,204.28 |
8,204.28 |
8,278.13 |
8,154.53 |
S2 |
8,104.77 |
8,104.77 |
8,252.47 |
|
S3 |
7,824.90 |
7,924.41 |
8,226.82 |
|
S4 |
7,545.03 |
7,644.54 |
8,149.85 |
|
|
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 |
8,285.14 |
279.87 |
3.4% |
121.31 |
1.5% |
7% |
False |
True |
|
10 |
8,638.64 |
8,285.14 |
353.50 |
4.3% |
132.72 |
1.6% |
5% |
False |
True |
|
20 |
9,043.37 |
8,285.14 |
758.23 |
9.1% |
140.05 |
1.7% |
2% |
False |
True |
|
40 |
9,043.37 |
8,285.14 |
758.23 |
9.1% |
157.43 |
1.9% |
2% |
False |
True |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
187.06 |
2.3% |
60% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
191.37 |
2.3% |
60% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
196.32 |
2.4% |
59% |
False |
False |
|
120 |
9,134.23 |
7,197.49 |
1,936.74 |
23.3% |
215.89 |
2.6% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,147.56 |
2.618 |
8,879.47 |
1.618 |
8,715.20 |
1.000 |
8,613.68 |
0.618 |
8,550.93 |
HIGH |
8,449.41 |
0.618 |
8,386.66 |
0.500 |
8,367.28 |
0.382 |
8,347.89 |
LOW |
8,285.14 |
0.618 |
8,183.62 |
1.000 |
8,120.87 |
1.618 |
8,019.35 |
2.618 |
7,855.08 |
4.250 |
7,586.99 |
|
|
Fisher Pivots for day following 27-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,367.28 |
8,425.08 |
PP |
8,346.11 |
8,384.64 |
S1 |
8,324.95 |
8,344.21 |
|