| Trading Metrics calculated at close of trading on 19-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2002 |
19-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,029.82 |
1,012.51 |
-17.31 |
-1.7% |
1,054.87 |
| High |
1,029.91 |
1,035.52 |
5.61 |
0.5% |
1,055.36 |
| Low |
1,007.92 |
999.80 |
-8.12 |
-0.8% |
1,005.85 |
| Close |
1,013.72 |
1,006.05 |
-7.67 |
-0.8% |
1,005.85 |
| Range |
21.99 |
35.72 |
13.73 |
62.4% |
49.51 |
| ATR |
33.86 |
33.99 |
0.13 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.95 |
1,099.22 |
1,025.70 |
|
| R3 |
1,085.23 |
1,063.50 |
1,015.87 |
|
| R2 |
1,049.51 |
1,049.51 |
1,012.60 |
|
| R1 |
1,027.78 |
1,027.78 |
1,009.32 |
1,020.79 |
| PP |
1,013.79 |
1,013.79 |
1,013.79 |
1,010.29 |
| S1 |
992.06 |
992.06 |
1,002.78 |
985.07 |
| S2 |
978.07 |
978.07 |
999.50 |
|
| S3 |
942.35 |
956.34 |
996.23 |
|
| S4 |
906.63 |
920.62 |
986.40 |
|
|
| 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 |
999.80 |
52.79 |
5.2% |
26.65 |
2.6% |
12% |
False |
True |
|
| 10 |
1,074.01 |
999.80 |
74.21 |
7.4% |
28.64 |
2.8% |
8% |
False |
True |
|
| 20 |
1,155.68 |
999.80 |
155.88 |
15.5% |
29.33 |
2.9% |
4% |
False |
True |
|
| 40 |
1,155.68 |
941.17 |
214.51 |
21.3% |
31.32 |
3.1% |
30% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
35.8% |
31.64 |
3.1% |
58% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
35.8% |
30.68 |
3.0% |
58% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.8% |
32.36 |
3.2% |
58% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.8% |
34.89 |
3.5% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.33 |
|
2.618 |
1,129.03 |
|
1.618 |
1,093.31 |
|
1.000 |
1,071.24 |
|
0.618 |
1,057.59 |
|
HIGH |
1,035.52 |
|
0.618 |
1,021.87 |
|
0.500 |
1,017.66 |
|
0.382 |
1,013.45 |
|
LOW |
999.80 |
|
0.618 |
977.73 |
|
1.000 |
964.08 |
|
1.618 |
942.01 |
|
2.618 |
906.29 |
|
4.250 |
847.99 |
|
|
| Fisher Pivots for day following 19-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,017.66 |
1,026.20 |
| PP |
1,013.79 |
1,019.48 |
| S1 |
1,009.92 |
1,012.77 |
|