| Trading Metrics calculated at close of trading on 03-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2002 |
03-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
8,902.95 |
8,861.13 |
-41.82 |
-0.5% |
8,804.97 |
| High |
9,043.37 |
8,861.13 |
-182.24 |
-2.0% |
8,950.33 |
| Low |
8,787.15 |
8,721.88 |
-65.27 |
-0.7% |
8,670.18 |
| Close |
8,862.57 |
8,742.93 |
-119.64 |
-1.3% |
8,896.09 |
| Range |
256.22 |
139.25 |
-116.97 |
-45.7% |
280.15 |
| ATR |
183.65 |
180.59 |
-3.07 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,193.06 |
9,107.25 |
8,819.52 |
|
| R3 |
9,053.81 |
8,968.00 |
8,781.22 |
|
| R2 |
8,914.56 |
8,914.56 |
8,768.46 |
|
| R1 |
8,828.75 |
8,828.75 |
8,755.69 |
8,802.03 |
| PP |
8,775.31 |
8,775.31 |
8,775.31 |
8,761.96 |
| S1 |
8,689.50 |
8,689.50 |
8,730.17 |
8,662.78 |
| S2 |
8,636.06 |
8,636.06 |
8,717.40 |
|
| S3 |
8,496.81 |
8,550.25 |
8,704.64 |
|
| S4 |
8,357.56 |
8,411.00 |
8,666.34 |
|
|
| Weekly Pivots for week ending 29-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,679.32 |
9,567.85 |
9,050.17 |
|
| R3 |
9,399.17 |
9,287.70 |
8,973.13 |
|
| R2 |
9,119.02 |
9,119.02 |
8,947.45 |
|
| R1 |
9,007.55 |
9,007.55 |
8,921.77 |
9,063.29 |
| PP |
8,838.87 |
8,838.87 |
8,838.87 |
8,866.73 |
| S1 |
8,727.40 |
8,727.40 |
8,870.41 |
8,783.14 |
| S2 |
8,558.72 |
8,558.72 |
8,844.73 |
|
| S3 |
8,278.57 |
8,447.25 |
8,819.05 |
|
| S4 |
7,998.42 |
8,167.10 |
8,742.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,043.37 |
8,670.18 |
373.19 |
4.3% |
177.94 |
2.0% |
19% |
False |
False |
|
| 10 |
9,043.37 |
8,405.12 |
638.25 |
7.3% |
165.87 |
1.9% |
53% |
False |
False |
|
| 20 |
9,043.37 |
8,298.68 |
744.69 |
8.5% |
167.56 |
1.9% |
60% |
False |
False |
|
| 40 |
9,043.37 |
7,197.49 |
1,845.88 |
21.1% |
202.78 |
2.3% |
84% |
False |
False |
|
| 60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.1% |
205.66 |
2.4% |
84% |
False |
False |
|
| 80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
206.65 |
2.4% |
82% |
False |
False |
|
| 100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
227.39 |
2.6% |
82% |
False |
False |
|
| 120 |
9,733.39 |
7,197.49 |
2,535.90 |
29.0% |
225.99 |
2.6% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,452.94 |
|
2.618 |
9,225.69 |
|
1.618 |
9,086.44 |
|
1.000 |
9,000.38 |
|
0.618 |
8,947.19 |
|
HIGH |
8,861.13 |
|
0.618 |
8,807.94 |
|
0.500 |
8,791.51 |
|
0.382 |
8,775.07 |
|
LOW |
8,721.88 |
|
0.618 |
8,635.82 |
|
1.000 |
8,582.63 |
|
1.618 |
8,496.57 |
|
2.618 |
8,357.32 |
|
4.250 |
8,130.07 |
|
|
| Fisher Pivots for day following 03-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,791.51 |
8,882.63 |
| PP |
8,775.31 |
8,836.06 |
| S1 |
8,759.12 |
8,789.50 |
|