Trading Metrics calculated at close of trading on 31-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2002 |
31-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,304.06 |
8,332.24 |
28.18 |
0.3% |
8,511.39 |
High |
8,364.74 |
8,361.31 |
-3.43 |
0.0% |
8,565.01 |
Low |
8,252.51 |
8,242.91 |
-9.60 |
-0.1% |
8,285.14 |
Close |
8,332.85 |
8,341.63 |
8.78 |
0.1% |
8,303.78 |
Range |
112.23 |
118.40 |
6.17 |
5.5% |
279.87 |
ATR |
145.81 |
143.86 |
-1.96 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,670.48 |
8,624.46 |
8,406.75 |
|
R3 |
8,552.08 |
8,506.06 |
8,374.19 |
|
R2 |
8,433.68 |
8,433.68 |
8,363.34 |
|
R1 |
8,387.66 |
8,387.66 |
8,352.48 |
8,410.67 |
PP |
8,315.28 |
8,315.28 |
8,315.28 |
8,326.79 |
S1 |
8,269.26 |
8,269.26 |
8,330.78 |
8,292.27 |
S2 |
8,196.88 |
8,196.88 |
8,319.92 |
|
S3 |
8,078.48 |
8,150.86 |
8,309.07 |
|
S4 |
7,960.08 |
8,032.46 |
8,276.51 |
|
|
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 |
8,242.91 |
322.10 |
3.9% |
119.91 |
1.4% |
31% |
False |
True |
|
10 |
8,638.64 |
8,242.91 |
395.73 |
4.7% |
125.19 |
1.5% |
25% |
False |
True |
|
20 |
8,861.13 |
8,242.91 |
618.22 |
7.4% |
135.82 |
1.6% |
16% |
False |
True |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.6% |
153.43 |
1.8% |
12% |
False |
True |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
182.02 |
2.2% |
62% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
189.49 |
2.3% |
62% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
193.30 |
2.3% |
61% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
213.04 |
2.6% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,864.51 |
2.618 |
8,671.28 |
1.618 |
8,552.88 |
1.000 |
8,479.71 |
0.618 |
8,434.48 |
HIGH |
8,361.31 |
0.618 |
8,316.08 |
0.500 |
8,302.11 |
0.382 |
8,288.14 |
LOW |
8,242.91 |
0.618 |
8,169.74 |
1.000 |
8,124.51 |
1.618 |
8,051.34 |
2.618 |
7,932.94 |
4.250 |
7,739.71 |
|
|
Fisher Pivots for day following 31-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,328.46 |
8,346.16 |
PP |
8,315.28 |
8,344.65 |
S1 |
8,302.11 |
8,343.14 |
|