Trading Metrics calculated at close of trading on 20-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2002 |
20-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,441.94 |
8,367.41 |
-74.53 |
-0.9% |
8,436.59 |
High |
8,505.23 |
8,513.65 |
8.42 |
0.1% |
8,638.64 |
Low |
8,327.78 |
8,367.41 |
39.63 |
0.5% |
8,327.78 |
Close |
8,364.80 |
8,511.32 |
146.52 |
1.8% |
8,511.32 |
Range |
177.45 |
146.24 |
-31.21 |
-17.6% |
310.86 |
ATR |
159.49 |
158.73 |
-0.76 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,902.85 |
8,853.32 |
8,591.75 |
|
R3 |
8,756.61 |
8,707.08 |
8,551.54 |
|
R2 |
8,610.37 |
8,610.37 |
8,538.13 |
|
R1 |
8,560.84 |
8,560.84 |
8,524.73 |
8,585.61 |
PP |
8,464.13 |
8,464.13 |
8,464.13 |
8,476.51 |
S1 |
8,414.60 |
8,414.60 |
8,497.91 |
8,439.37 |
S2 |
8,317.89 |
8,317.89 |
8,484.51 |
|
S3 |
8,171.65 |
8,268.36 |
8,471.10 |
|
S4 |
8,025.41 |
8,122.12 |
8,430.89 |
|
|
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% |
150.75 |
1.8% |
59% |
False |
False |
|
10 |
8,643.99 |
8,327.78 |
316.21 |
3.7% |
139.00 |
1.6% |
58% |
False |
False |
|
20 |
9,043.37 |
8,327.78 |
715.59 |
8.4% |
148.40 |
1.7% |
26% |
False |
False |
|
40 |
9,043.37 |
8,198.04 |
845.33 |
9.9% |
164.58 |
1.9% |
37% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.7% |
197.96 |
2.3% |
71% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.7% |
196.73 |
2.3% |
71% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.1% |
203.81 |
2.4% |
70% |
False |
False |
|
120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.0% |
219.54 |
2.6% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,135.17 |
2.618 |
8,896.51 |
1.618 |
8,750.27 |
1.000 |
8,659.89 |
0.618 |
8,604.03 |
HIGH |
8,513.65 |
0.618 |
8,457.79 |
0.500 |
8,440.53 |
0.382 |
8,423.27 |
LOW |
8,367.41 |
0.618 |
8,277.03 |
1.000 |
8,221.17 |
1.618 |
8,130.79 |
2.618 |
7,984.55 |
4.250 |
7,745.89 |
|
|
Fisher Pivots for day following 20-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,487.72 |
8,484.07 |
PP |
8,464.13 |
8,456.83 |
S1 |
8,440.53 |
8,429.58 |
|