Trading Metrics calculated at close of trading on 30-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2002 |
30-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,429.28 |
8,304.06 |
-125.22 |
-1.5% |
8,511.39 |
High |
8,449.41 |
8,364.74 |
-84.67 |
-1.0% |
8,565.01 |
Low |
8,285.14 |
8,252.51 |
-32.63 |
-0.4% |
8,285.14 |
Close |
8,303.78 |
8,332.85 |
29.07 |
0.4% |
8,303.78 |
Range |
164.27 |
112.23 |
-52.04 |
-31.7% |
279.87 |
ATR |
148.40 |
145.81 |
-2.58 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,653.39 |
8,605.35 |
8,394.58 |
|
R3 |
8,541.16 |
8,493.12 |
8,363.71 |
|
R2 |
8,428.93 |
8,428.93 |
8,353.43 |
|
R1 |
8,380.89 |
8,380.89 |
8,343.14 |
8,404.91 |
PP |
8,316.70 |
8,316.70 |
8,316.70 |
8,328.71 |
S1 |
8,268.66 |
8,268.66 |
8,322.56 |
8,292.68 |
S2 |
8,204.47 |
8,204.47 |
8,312.27 |
|
S3 |
8,092.24 |
8,156.43 |
8,301.99 |
|
S4 |
7,980.01 |
8,044.20 |
8,271.12 |
|
|
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 |
8,252.51 |
312.50 |
3.8% |
114.51 |
1.4% |
26% |
False |
True |
|
10 |
8,638.64 |
8,252.51 |
386.13 |
4.6% |
132.63 |
1.6% |
21% |
False |
True |
|
20 |
9,043.37 |
8,252.51 |
790.86 |
9.5% |
142.71 |
1.7% |
10% |
False |
True |
|
40 |
9,043.37 |
8,252.51 |
790.86 |
9.5% |
156.29 |
1.9% |
10% |
False |
True |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
185.26 |
2.2% |
62% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
190.24 |
2.3% |
62% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
194.99 |
2.3% |
60% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
214.14 |
2.6% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,841.72 |
2.618 |
8,658.56 |
1.618 |
8,546.33 |
1.000 |
8,476.97 |
0.618 |
8,434.10 |
HIGH |
8,364.74 |
0.618 |
8,321.87 |
0.500 |
8,308.63 |
0.382 |
8,295.38 |
LOW |
8,252.51 |
0.618 |
8,183.15 |
1.000 |
8,140.28 |
1.618 |
8,070.92 |
2.618 |
7,958.69 |
4.250 |
7,775.53 |
|
|
Fisher Pivots for day following 30-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,324.78 |
8,408.76 |
PP |
8,316.70 |
8,383.46 |
S1 |
8,308.63 |
8,358.15 |
|