| Trading Metrics calculated at close of trading on 10-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2002 |
10-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
8,643.99 |
8,473.61 |
-170.38 |
-2.0% |
8,902.95 |
| High |
8,643.99 |
8,578.99 |
-65.00 |
-0.8% |
9,043.37 |
| Low |
8,473.00 |
8,469.55 |
-3.45 |
0.0% |
8,501.86 |
| Close |
8,473.41 |
8,574.26 |
100.85 |
1.2% |
8,645.77 |
| Range |
170.99 |
109.44 |
-61.55 |
-36.0% |
541.51 |
| ATR |
177.31 |
172.46 |
-4.85 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,869.25 |
8,831.20 |
8,634.45 |
|
| R3 |
8,759.81 |
8,721.76 |
8,604.36 |
|
| R2 |
8,650.37 |
8,650.37 |
8,594.32 |
|
| R1 |
8,612.32 |
8,612.32 |
8,584.29 |
8,631.35 |
| PP |
8,540.93 |
8,540.93 |
8,540.93 |
8,550.45 |
| S1 |
8,502.88 |
8,502.88 |
8,564.23 |
8,521.91 |
| S2 |
8,431.49 |
8,431.49 |
8,554.20 |
|
| S3 |
8,322.05 |
8,393.44 |
8,544.16 |
|
| S4 |
8,212.61 |
8,284.00 |
8,514.07 |
|
|
| Weekly Pivots for week ending 06-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,354.86 |
10,041.83 |
8,943.60 |
|
| R3 |
9,813.35 |
9,500.32 |
8,794.69 |
|
| R2 |
9,271.84 |
9,271.84 |
8,745.05 |
|
| R1 |
8,958.81 |
8,958.81 |
8,695.41 |
8,844.57 |
| PP |
8,730.33 |
8,730.33 |
8,730.33 |
8,673.22 |
| S1 |
8,417.30 |
8,417.30 |
8,596.13 |
8,303.06 |
| S2 |
8,188.82 |
8,188.82 |
8,546.49 |
|
| S3 |
7,647.31 |
7,875.79 |
8,496.85 |
|
| S4 |
7,105.80 |
7,334.28 |
8,347.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,811.62 |
8,469.55 |
342.07 |
4.0% |
155.32 |
1.8% |
31% |
False |
True |
|
| 10 |
9,043.37 |
8,469.55 |
573.82 |
6.7% |
166.63 |
1.9% |
18% |
False |
True |
|
| 20 |
9,043.37 |
8,298.68 |
744.69 |
8.7% |
159.91 |
1.9% |
37% |
False |
False |
|
| 40 |
9,043.37 |
7,883.23 |
1,160.14 |
13.5% |
187.14 |
2.2% |
60% |
False |
False |
|
| 60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
206.35 |
2.4% |
75% |
False |
False |
|
| 80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
202.34 |
2.4% |
73% |
False |
False |
|
| 100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
219.21 |
2.6% |
73% |
False |
False |
|
| 120 |
9,430.66 |
7,197.49 |
2,233.17 |
26.0% |
225.19 |
2.6% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,044.11 |
|
2.618 |
8,865.50 |
|
1.618 |
8,756.06 |
|
1.000 |
8,688.43 |
|
0.618 |
8,646.62 |
|
HIGH |
8,578.99 |
|
0.618 |
8,537.18 |
|
0.500 |
8,524.27 |
|
0.382 |
8,511.36 |
|
LOW |
8,469.55 |
|
0.618 |
8,401.92 |
|
1.000 |
8,360.11 |
|
1.618 |
8,292.48 |
|
2.618 |
8,183.04 |
|
4.250 |
8,004.43 |
|
|
| Fisher Pivots for day following 10-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,557.60 |
8,574.53 |
| PP |
8,540.93 |
8,574.44 |
| S1 |
8,524.27 |
8,574.35 |
|