| Trading Metrics calculated at close of trading on 31-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2002 |
31-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
999.39 |
987.81 |
-11.58 |
-1.2% |
1,012.46 |
| High |
1,003.31 |
994.22 |
-9.09 |
-0.9% |
1,041.49 |
| Low |
980.74 |
977.59 |
-3.15 |
-0.3% |
996.10 |
| Close |
989.89 |
984.36 |
-5.53 |
-0.6% |
997.85 |
| Range |
22.57 |
16.63 |
-5.94 |
-26.3% |
45.39 |
| ATR |
29.37 |
28.46 |
-0.91 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.28 |
1,026.45 |
993.51 |
|
| R3 |
1,018.65 |
1,009.82 |
988.93 |
|
| R2 |
1,002.02 |
1,002.02 |
987.41 |
|
| R1 |
993.19 |
993.19 |
985.88 |
989.29 |
| PP |
985.39 |
985.39 |
985.39 |
983.44 |
| S1 |
976.56 |
976.56 |
982.84 |
972.66 |
| S2 |
968.76 |
968.76 |
981.31 |
|
| S3 |
952.13 |
959.93 |
979.79 |
|
| S4 |
935.50 |
943.30 |
975.21 |
|
|
| Weekly Pivots for week ending 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.98 |
1,118.31 |
1,022.81 |
|
| R3 |
1,102.59 |
1,072.92 |
1,010.33 |
|
| R2 |
1,057.20 |
1,057.20 |
1,006.17 |
|
| R1 |
1,027.53 |
1,027.53 |
1,002.01 |
1,019.67 |
| PP |
1,011.81 |
1,011.81 |
1,011.81 |
1,007.89 |
| S1 |
982.14 |
982.14 |
993.69 |
974.28 |
| S2 |
966.42 |
966.42 |
989.53 |
|
| S3 |
921.03 |
936.75 |
985.37 |
|
| S4 |
875.64 |
891.36 |
972.89 |
|
|
| 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 |
977.59 |
63.90 |
6.5% |
20.12 |
2.0% |
11% |
False |
True |
|
| 10 |
1,052.59 |
977.59 |
75.00 |
7.6% |
21.56 |
2.2% |
9% |
False |
True |
|
| 20 |
1,109.46 |
977.59 |
131.87 |
13.4% |
25.59 |
2.6% |
5% |
False |
True |
|
| 40 |
1,155.68 |
972.34 |
183.34 |
18.6% |
28.54 |
2.9% |
7% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
36.6% |
29.93 |
3.0% |
52% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
36.6% |
29.95 |
3.0% |
52% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
36.6% |
30.64 |
3.1% |
52% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.6% |
33.44 |
3.4% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,064.90 |
|
2.618 |
1,037.76 |
|
1.618 |
1,021.13 |
|
1.000 |
1,010.85 |
|
0.618 |
1,004.50 |
|
HIGH |
994.22 |
|
0.618 |
987.87 |
|
0.500 |
985.91 |
|
0.382 |
983.94 |
|
LOW |
977.59 |
|
0.618 |
967.31 |
|
1.000 |
960.96 |
|
1.618 |
950.68 |
|
2.618 |
934.05 |
|
4.250 |
906.91 |
|
|
| Fisher Pivots for day following 31-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
985.91 |
997.88 |
| PP |
985.39 |
993.37 |
| S1 |
984.88 |
988.87 |
|