| Trading Metrics calculated at close of trading on 16-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2002 |
16-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,027.66 |
1,011.89 |
-15.77 |
-1.5% |
1,054.87 |
| High |
1,027.66 |
1,042.84 |
15.18 |
1.5% |
1,055.36 |
| Low |
1,005.85 |
1,008.52 |
2.67 |
0.3% |
1,005.85 |
| Close |
1,005.85 |
1,042.44 |
36.59 |
3.6% |
1,005.85 |
| Range |
21.81 |
34.32 |
12.51 |
57.4% |
49.51 |
| ATR |
34.97 |
35.11 |
0.14 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.23 |
1,122.65 |
1,061.32 |
|
| R3 |
1,099.91 |
1,088.33 |
1,051.88 |
|
| R2 |
1,065.59 |
1,065.59 |
1,048.73 |
|
| R1 |
1,054.01 |
1,054.01 |
1,045.59 |
1,059.80 |
| PP |
1,031.27 |
1,031.27 |
1,031.27 |
1,034.16 |
| S1 |
1,019.69 |
1,019.69 |
1,039.29 |
1,025.48 |
| S2 |
996.95 |
996.95 |
1,036.15 |
|
| S3 |
962.63 |
985.37 |
1,033.00 |
|
| S4 |
928.31 |
951.05 |
1,023.56 |
|
|
| Weekly Pivots for week ending 13-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.88 |
1,137.88 |
1,033.08 |
|
| R3 |
1,121.37 |
1,088.37 |
1,019.47 |
|
| R2 |
1,071.86 |
1,071.86 |
1,014.93 |
|
| R1 |
1,038.86 |
1,038.86 |
1,010.39 |
1,030.61 |
| PP |
1,022.35 |
1,022.35 |
1,022.35 |
1,018.23 |
| S1 |
989.35 |
989.35 |
1,001.31 |
981.10 |
| S2 |
972.84 |
972.84 |
996.77 |
|
| S3 |
923.33 |
939.84 |
992.23 |
|
| S4 |
873.82 |
890.33 |
978.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,051.55 |
1,005.85 |
45.70 |
4.4% |
26.05 |
2.5% |
80% |
False |
False |
|
| 10 |
1,109.46 |
1,005.85 |
103.61 |
9.9% |
29.62 |
2.8% |
35% |
False |
False |
|
| 20 |
1,155.68 |
1,005.85 |
149.83 |
14.4% |
30.52 |
2.9% |
24% |
False |
False |
|
| 40 |
1,155.68 |
937.55 |
218.13 |
20.9% |
32.09 |
3.1% |
48% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
34.6% |
31.93 |
3.1% |
69% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
34.6% |
31.11 |
3.0% |
69% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
34.6% |
32.71 |
3.1% |
69% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
34.6% |
35.30 |
3.4% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.70 |
|
2.618 |
1,132.69 |
|
1.618 |
1,098.37 |
|
1.000 |
1,077.16 |
|
0.618 |
1,064.05 |
|
HIGH |
1,042.84 |
|
0.618 |
1,029.73 |
|
0.500 |
1,025.68 |
|
0.382 |
1,021.63 |
|
LOW |
1,008.52 |
|
0.618 |
987.31 |
|
1.000 |
974.20 |
|
1.618 |
952.99 |
|
2.618 |
918.67 |
|
4.250 |
862.66 |
|
|
| Fisher Pivots for day following 16-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,036.85 |
1,037.86 |
| PP |
1,031.27 |
1,033.28 |
| S1 |
1,025.68 |
1,028.70 |
|