| Daily Pivots for day following 02-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.41 |
1,128.96 |
1,051.69 |
|
| R3 |
1,100.09 |
1,085.64 |
1,039.77 |
|
| R2 |
1,056.77 |
1,056.77 |
1,035.80 |
|
| R1 |
1,042.32 |
1,042.32 |
1,031.83 |
1,049.55 |
| PP |
1,013.45 |
1,013.45 |
1,013.45 |
1,017.07 |
| S1 |
999.00 |
999.00 |
1,023.89 |
1,006.23 |
| S2 |
970.13 |
970.13 |
1,019.92 |
|
| S3 |
926.81 |
955.68 |
1,015.95 |
|
| S4 |
883.49 |
912.36 |
1,004.03 |
|
|
| 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 |
6.2% |
26.55 |
2.6% |
79% |
False |
False |
|
| 10 |
1,041.49 |
977.59 |
63.90 |
6.2% |
23.95 |
2.3% |
79% |
False |
False |
|
| 20 |
1,085.63 |
977.59 |
108.04 |
10.5% |
26.48 |
2.6% |
47% |
False |
False |
|
| 40 |
1,155.68 |
972.34 |
183.34 |
17.8% |
28.83 |
2.8% |
30% |
False |
False |
|
| 60 |
1,155.68 |
795.25 |
360.43 |
35.1% |
30.19 |
2.9% |
65% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
35.1% |
30.01 |
2.9% |
65% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.1% |
30.75 |
3.0% |
65% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.1% |
33.49 |
3.3% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.02 |
|
2.618 |
1,141.32 |
|
1.618 |
1,098.00 |
|
1.000 |
1,071.23 |
|
0.618 |
1,054.68 |
|
HIGH |
1,027.91 |
|
0.618 |
1,011.36 |
|
0.500 |
1,006.25 |
|
0.382 |
1,001.14 |
|
LOW |
984.59 |
|
0.618 |
957.82 |
|
1.000 |
941.27 |
|
1.618 |
914.50 |
|
2.618 |
871.18 |
|
4.250 |
800.48 |
|
|