| Trading Metrics calculated at close of trading on 26-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2002 |
26-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
1,026.57 |
1,026.44 |
-0.13 |
0.0% |
1,011.89 |
| High |
1,034.19 |
1,041.49 |
7.30 |
0.7% |
1,052.59 |
| Low |
1,023.06 |
1,013.30 |
-9.76 |
-1.0% |
999.80 |
| Close |
1,023.29 |
1,016.46 |
-6.83 |
-0.7% |
1,013.42 |
| Range |
11.13 |
28.19 |
17.06 |
153.3% |
52.79 |
| ATR |
30.67 |
30.49 |
-0.18 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.32 |
1,090.58 |
1,031.96 |
|
| R3 |
1,080.13 |
1,062.39 |
1,024.21 |
|
| R2 |
1,051.94 |
1,051.94 |
1,021.63 |
|
| R1 |
1,034.20 |
1,034.20 |
1,019.04 |
1,028.98 |
| PP |
1,023.75 |
1,023.75 |
1,023.75 |
1,021.14 |
| S1 |
1,006.01 |
1,006.01 |
1,013.88 |
1,000.79 |
| S2 |
995.56 |
995.56 |
1,011.29 |
|
| S3 |
967.37 |
977.82 |
1,008.71 |
|
| S4 |
939.18 |
949.63 |
1,000.96 |
|
|
| Weekly Pivots for week ending 20-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.31 |
1,149.65 |
1,042.45 |
|
| R3 |
1,127.52 |
1,096.86 |
1,027.94 |
|
| R2 |
1,074.73 |
1,074.73 |
1,023.10 |
|
| R1 |
1,044.07 |
1,044.07 |
1,018.26 |
1,059.40 |
| PP |
1,021.94 |
1,021.94 |
1,021.94 |
1,029.60 |
| S1 |
991.28 |
991.28 |
1,008.58 |
1,006.61 |
| S2 |
969.15 |
969.15 |
1,003.74 |
|
| S3 |
916.36 |
938.49 |
998.90 |
|
| S4 |
863.57 |
885.70 |
984.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,041.49 |
999.80 |
41.69 |
4.1% |
22.58 |
2.2% |
40% |
True |
False |
|
| 10 |
1,052.59 |
999.80 |
52.79 |
5.2% |
23.26 |
2.3% |
32% |
False |
False |
|
| 20 |
1,155.68 |
999.80 |
155.88 |
15.3% |
27.10 |
2.7% |
11% |
False |
False |
|
| 40 |
1,155.68 |
960.48 |
195.20 |
19.2% |
29.68 |
2.9% |
29% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
35.5% |
30.57 |
3.0% |
61% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
35.5% |
30.07 |
3.0% |
61% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.5% |
31.56 |
3.1% |
61% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.5% |
34.06 |
3.4% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,161.30 |
|
2.618 |
1,115.29 |
|
1.618 |
1,087.10 |
|
1.000 |
1,069.68 |
|
0.618 |
1,058.91 |
|
HIGH |
1,041.49 |
|
0.618 |
1,030.72 |
|
0.500 |
1,027.40 |
|
0.382 |
1,024.07 |
|
LOW |
1,013.30 |
|
0.618 |
995.88 |
|
1.000 |
985.11 |
|
1.618 |
967.69 |
|
2.618 |
939.50 |
|
4.250 |
893.49 |
|
|
| Fisher Pivots for day following 26-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,027.40 |
1,026.17 |
| PP |
1,023.75 |
1,022.93 |
| S1 |
1,020.11 |
1,019.70 |
|