| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2002 |
05-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,068.94 |
1,085.02 |
16.08 |
1.5% |
1,118.01 |
| High |
1,082.93 |
1,085.63 |
2.70 |
0.2% |
1,134.60 |
| Low |
1,055.11 |
1,052.08 |
-3.03 |
-0.3% |
1,083.86 |
| Close |
1,069.49 |
1,053.06 |
-16.43 |
-1.5% |
1,116.10 |
| Range |
27.82 |
33.55 |
5.73 |
20.6% |
50.74 |
| ATR |
36.19 |
36.00 |
-0.19 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.24 |
1,142.20 |
1,071.51 |
|
| R3 |
1,130.69 |
1,108.65 |
1,062.29 |
|
| R2 |
1,097.14 |
1,097.14 |
1,059.21 |
|
| R1 |
1,075.10 |
1,075.10 |
1,056.14 |
1,069.35 |
| PP |
1,063.59 |
1,063.59 |
1,063.59 |
1,060.71 |
| S1 |
1,041.55 |
1,041.55 |
1,049.98 |
1,035.80 |
| S2 |
1,030.04 |
1,030.04 |
1,046.91 |
|
| S3 |
996.49 |
1,008.00 |
1,043.83 |
|
| S4 |
962.94 |
974.45 |
1,034.61 |
|
|
| Weekly Pivots for week ending 29-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.74 |
1,240.66 |
1,144.01 |
|
| R3 |
1,213.00 |
1,189.92 |
1,130.05 |
|
| R2 |
1,162.26 |
1,162.26 |
1,125.40 |
|
| R1 |
1,139.18 |
1,139.18 |
1,120.75 |
1,125.35 |
| PP |
1,111.52 |
1,111.52 |
1,111.52 |
1,104.61 |
| S1 |
1,088.44 |
1,088.44 |
1,111.45 |
1,074.61 |
| S2 |
1,060.78 |
1,060.78 |
1,106.80 |
|
| S3 |
1,010.04 |
1,037.70 |
1,102.15 |
|
| S4 |
959.30 |
986.96 |
1,088.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,155.68 |
1,052.08 |
103.60 |
9.8% |
30.22 |
2.9% |
1% |
False |
True |
|
| 10 |
1,155.68 |
1,052.08 |
103.60 |
9.8% |
30.02 |
2.9% |
1% |
False |
True |
|
| 20 |
1,155.68 |
972.34 |
183.34 |
17.4% |
31.46 |
3.0% |
44% |
False |
False |
|
| 40 |
1,155.68 |
801.26 |
354.42 |
33.7% |
32.09 |
3.0% |
71% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
34.2% |
31.32 |
3.0% |
72% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
34.2% |
31.67 |
3.0% |
72% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
34.2% |
34.41 |
3.3% |
72% |
False |
False |
|
| 120 |
1,163.46 |
795.25 |
368.21 |
35.0% |
36.25 |
3.4% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.22 |
|
2.618 |
1,173.46 |
|
1.618 |
1,139.91 |
|
1.000 |
1,119.18 |
|
0.618 |
1,106.36 |
|
HIGH |
1,085.63 |
|
0.618 |
1,072.81 |
|
0.500 |
1,068.86 |
|
0.382 |
1,064.90 |
|
LOW |
1,052.08 |
|
0.618 |
1,031.35 |
|
1.000 |
1,018.53 |
|
1.618 |
997.80 |
|
2.618 |
964.25 |
|
4.250 |
909.49 |
|
|