| Trading Metrics calculated at close of trading on 10-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2002 |
10-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,054.87 |
1,022.39 |
-32.48 |
-3.1% |
1,144.21 |
| High |
1,055.36 |
1,043.34 |
-12.02 |
-1.1% |
1,155.68 |
| Low |
1,014.80 |
1,019.70 |
4.90 |
0.5% |
1,035.55 |
| Close |
1,014.84 |
1,033.07 |
18.23 |
1.8% |
1,065.97 |
| Range |
40.56 |
23.64 |
-16.92 |
-41.7% |
120.13 |
| ATR |
37.25 |
36.62 |
-0.62 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,102.96 |
1,091.65 |
1,046.07 |
|
| R3 |
1,079.32 |
1,068.01 |
1,039.57 |
|
| R2 |
1,055.68 |
1,055.68 |
1,037.40 |
|
| R1 |
1,044.37 |
1,044.37 |
1,035.24 |
1,050.03 |
| PP |
1,032.04 |
1,032.04 |
1,032.04 |
1,034.86 |
| S1 |
1,020.73 |
1,020.73 |
1,030.90 |
1,026.39 |
| S2 |
1,008.40 |
1,008.40 |
1,028.74 |
|
| S3 |
984.76 |
997.09 |
1,026.57 |
|
| S4 |
961.12 |
973.45 |
1,020.07 |
|
|
| Weekly Pivots for week ending 06-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.12 |
1,376.18 |
1,132.04 |
|
| R3 |
1,325.99 |
1,256.05 |
1,099.01 |
|
| R2 |
1,205.86 |
1,205.86 |
1,087.99 |
|
| R1 |
1,135.92 |
1,135.92 |
1,076.98 |
1,110.83 |
| PP |
1,085.73 |
1,085.73 |
1,085.73 |
1,073.19 |
| S1 |
1,015.79 |
1,015.79 |
1,054.96 |
990.70 |
| S2 |
965.60 |
965.60 |
1,043.95 |
|
| S3 |
845.47 |
895.66 |
1,032.93 |
|
| S4 |
725.34 |
775.53 |
999.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,085.63 |
1,014.80 |
70.83 |
6.9% |
32.81 |
3.2% |
26% |
False |
False |
|
| 10 |
1,155.68 |
1,014.80 |
140.88 |
13.6% |
31.70 |
3.1% |
13% |
False |
False |
|
| 20 |
1,155.68 |
982.24 |
173.44 |
16.8% |
31.76 |
3.1% |
29% |
False |
False |
|
| 40 |
1,155.68 |
906.08 |
249.60 |
24.2% |
31.79 |
3.1% |
51% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
34.9% |
31.91 |
3.1% |
66% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
34.9% |
31.24 |
3.0% |
66% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
34.9% |
34.19 |
3.3% |
66% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
34.9% |
36.20 |
3.5% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.81 |
|
2.618 |
1,105.23 |
|
1.618 |
1,081.59 |
|
1.000 |
1,066.98 |
|
0.618 |
1,057.95 |
|
HIGH |
1,043.34 |
|
0.618 |
1,034.31 |
|
0.500 |
1,031.52 |
|
0.382 |
1,028.73 |
|
LOW |
1,019.70 |
|
0.618 |
1,005.09 |
|
1.000 |
996.06 |
|
1.618 |
981.45 |
|
2.618 |
957.81 |
|
4.250 |
919.23 |
|
|
| Fisher Pivots for day following 10-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,032.55 |
1,044.41 |
| PP |
1,032.04 |
1,040.63 |
| S1 |
1,031.52 |
1,036.85 |
|