| Trading Metrics calculated at close of trading on 25-Nov-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2002 |
25-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
8,842.41 |
8,804.97 |
-37.44 |
-0.4% |
8,579.74 |
| High |
8,880.39 |
8,868.87 |
-11.52 |
-0.1% |
8,880.39 |
| Low |
8,801.00 |
8,756.02 |
-44.98 |
-0.5% |
8,405.12 |
| Close |
8,804.84 |
8,849.40 |
44.56 |
0.5% |
8,804.84 |
| Range |
79.39 |
112.85 |
33.46 |
42.1% |
475.27 |
| ATR |
186.81 |
181.53 |
-5.28 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,163.31 |
9,119.21 |
8,911.47 |
|
| R3 |
9,050.46 |
9,006.36 |
8,880.43 |
|
| R2 |
8,937.61 |
8,937.61 |
8,870.09 |
|
| R1 |
8,893.51 |
8,893.51 |
8,859.74 |
8,915.56 |
| PP |
8,824.76 |
8,824.76 |
8,824.76 |
8,835.79 |
| S1 |
8,780.66 |
8,780.66 |
8,839.06 |
8,802.71 |
| S2 |
8,711.91 |
8,711.91 |
8,828.71 |
|
| S3 |
8,599.06 |
8,667.81 |
8,818.37 |
|
| S4 |
8,486.21 |
8,554.96 |
8,787.33 |
|
|
| Weekly Pivots for week ending 22-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,122.59 |
9,938.99 |
9,066.24 |
|
| R3 |
9,647.32 |
9,463.72 |
8,935.54 |
|
| R2 |
9,172.05 |
9,172.05 |
8,891.97 |
|
| R1 |
8,988.45 |
8,988.45 |
8,848.41 |
9,080.25 |
| PP |
8,696.78 |
8,696.78 |
8,696.78 |
8,742.69 |
| S1 |
8,513.18 |
8,513.18 |
8,761.27 |
8,604.98 |
| S2 |
8,221.51 |
8,221.51 |
8,717.71 |
|
| S3 |
7,746.24 |
8,037.91 |
8,674.14 |
|
| S4 |
7,270.97 |
7,562.64 |
8,543.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,880.39 |
8,405.12 |
475.27 |
5.4% |
153.80 |
1.7% |
93% |
False |
False |
|
| 10 |
8,880.39 |
8,298.68 |
581.71 |
6.6% |
153.20 |
1.7% |
95% |
False |
False |
|
| 20 |
8,880.39 |
8,198.04 |
682.35 |
7.7% |
170.72 |
1.9% |
95% |
False |
False |
|
| 40 |
8,880.39 |
7,197.49 |
1,682.90 |
19.0% |
214.06 |
2.4% |
98% |
False |
False |
|
| 60 |
8,880.39 |
7,197.49 |
1,682.90 |
19.0% |
210.01 |
2.4% |
98% |
False |
False |
|
| 80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.2% |
213.08 |
2.4% |
88% |
False |
False |
|
| 100 |
9,410.38 |
7,197.49 |
2,212.89 |
25.0% |
230.77 |
2.6% |
75% |
False |
False |
|
| 120 |
9,758.80 |
7,197.49 |
2,561.31 |
28.9% |
225.89 |
2.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,348.48 |
|
2.618 |
9,164.31 |
|
1.618 |
9,051.46 |
|
1.000 |
8,981.72 |
|
0.618 |
8,938.61 |
|
HIGH |
8,868.87 |
|
0.618 |
8,825.76 |
|
0.500 |
8,812.45 |
|
0.382 |
8,799.13 |
|
LOW |
8,756.02 |
|
0.618 |
8,686.28 |
|
1.000 |
8,643.17 |
|
1.618 |
8,573.43 |
|
2.618 |
8,460.58 |
|
4.250 |
8,276.41 |
|
|
| Fisher Pivots for day following 25-Nov-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,837.08 |
8,817.25 |
| PP |
8,824.76 |
8,785.09 |
| S1 |
8,812.45 |
8,752.94 |
|