Trading Metrics calculated at close of trading on 23-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2002 |
23-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
884.36 |
895.74 |
11.38 |
1.3% |
890.31 |
High |
897.79 |
902.43 |
4.64 |
0.5% |
911.22 |
Low |
884.36 |
892.26 |
7.90 |
0.9% |
880.32 |
Close |
895.76 |
897.38 |
1.62 |
0.2% |
895.76 |
Range |
13.43 |
10.17 |
-3.26 |
-24.3% |
30.90 |
ATR |
16.73 |
16.26 |
-0.47 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
927.87 |
922.79 |
902.97 |
|
R3 |
917.70 |
912.62 |
900.18 |
|
R2 |
907.53 |
907.53 |
899.24 |
|
R1 |
902.45 |
902.45 |
898.31 |
904.99 |
PP |
897.36 |
897.36 |
897.36 |
898.63 |
S1 |
892.28 |
892.28 |
896.45 |
894.82 |
S2 |
887.19 |
887.19 |
895.52 |
|
S3 |
877.02 |
882.11 |
894.58 |
|
S4 |
866.85 |
871.94 |
891.79 |
|
|
Weekly Pivots for week ending 20-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
988.47 |
973.01 |
912.76 |
|
R3 |
957.57 |
942.11 |
904.26 |
|
R2 |
926.67 |
926.67 |
901.43 |
|
R1 |
911.21 |
911.21 |
898.59 |
918.94 |
PP |
895.77 |
895.77 |
895.77 |
899.63 |
S1 |
880.31 |
880.31 |
892.93 |
888.04 |
S2 |
864.87 |
864.87 |
890.10 |
|
S3 |
833.97 |
849.41 |
887.26 |
|
S4 |
803.07 |
818.51 |
878.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
911.22 |
880.32 |
30.90 |
3.4% |
13.01 |
1.4% |
55% |
False |
False |
|
10 |
911.22 |
880.32 |
30.90 |
3.4% |
13.31 |
1.5% |
55% |
False |
False |
|
20 |
954.28 |
880.32 |
73.96 |
8.2% |
15.23 |
1.7% |
23% |
False |
False |
|
40 |
954.28 |
867.91 |
86.37 |
9.6% |
16.76 |
1.9% |
34% |
False |
False |
|
60 |
954.28 |
768.63 |
185.65 |
20.7% |
19.71 |
2.2% |
69% |
False |
False |
|
80 |
954.28 |
768.63 |
185.65 |
20.7% |
19.79 |
2.2% |
69% |
False |
False |
|
100 |
965.00 |
768.63 |
196.37 |
21.9% |
20.73 |
2.3% |
66% |
False |
False |
|
120 |
993.56 |
768.63 |
224.93 |
25.1% |
22.62 |
2.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
945.65 |
2.618 |
929.06 |
1.618 |
918.89 |
1.000 |
912.60 |
0.618 |
908.72 |
HIGH |
902.43 |
0.618 |
898.55 |
0.500 |
897.35 |
0.382 |
896.14 |
LOW |
892.26 |
0.618 |
885.97 |
1.000 |
882.09 |
1.618 |
875.80 |
2.618 |
865.63 |
4.250 |
849.04 |
|
|
Fisher Pivots for day following 23-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
897.37 |
895.38 |
PP |
897.36 |
893.38 |
S1 |
897.35 |
891.38 |
|