| Trading Metrics calculated at close of trading on 18-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2002 |
18-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,038.96 |
1,029.82 |
-9.14 |
-0.9% |
1,054.87 |
| High |
1,052.59 |
1,029.91 |
-22.68 |
-2.2% |
1,055.36 |
| Low |
1,033.19 |
1,007.92 |
-25.27 |
-2.4% |
1,005.85 |
| Close |
1,040.02 |
1,013.72 |
-26.30 |
-2.5% |
1,005.85 |
| Range |
19.40 |
21.99 |
2.59 |
13.4% |
49.51 |
| ATR |
33.99 |
33.86 |
-0.14 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,083.15 |
1,070.43 |
1,025.81 |
|
| R3 |
1,061.16 |
1,048.44 |
1,019.77 |
|
| R2 |
1,039.17 |
1,039.17 |
1,017.75 |
|
| R1 |
1,026.45 |
1,026.45 |
1,015.74 |
1,021.82 |
| PP |
1,017.18 |
1,017.18 |
1,017.18 |
1,014.87 |
| S1 |
1,004.46 |
1,004.46 |
1,011.70 |
999.83 |
| S2 |
995.19 |
995.19 |
1,009.69 |
|
| S3 |
973.20 |
982.47 |
1,007.67 |
|
| S4 |
951.21 |
960.48 |
1,001.63 |
|
|
| 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 |
1,052.59 |
1,005.85 |
46.74 |
4.6% |
23.93 |
2.4% |
17% |
False |
False |
|
| 10 |
1,085.63 |
1,005.85 |
79.78 |
7.9% |
28.42 |
2.8% |
10% |
False |
False |
|
| 20 |
1,155.68 |
1,005.85 |
149.83 |
14.8% |
29.70 |
2.9% |
5% |
False |
False |
|
| 40 |
1,155.68 |
941.17 |
214.51 |
21.2% |
31.34 |
3.1% |
34% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
35.6% |
31.66 |
3.1% |
61% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
35.6% |
30.86 |
3.0% |
61% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.6% |
32.42 |
3.2% |
61% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.6% |
35.03 |
3.5% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,123.37 |
|
2.618 |
1,087.48 |
|
1.618 |
1,065.49 |
|
1.000 |
1,051.90 |
|
0.618 |
1,043.50 |
|
HIGH |
1,029.91 |
|
0.618 |
1,021.51 |
|
0.500 |
1,018.92 |
|
0.382 |
1,016.32 |
|
LOW |
1,007.92 |
|
0.618 |
994.33 |
|
1.000 |
985.93 |
|
1.618 |
972.34 |
|
2.618 |
950.35 |
|
4.250 |
914.46 |
|
|
| Fisher Pivots for day following 18-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,018.92 |
1,030.26 |
| PP |
1,017.18 |
1,024.74 |
| S1 |
1,015.45 |
1,019.23 |
|