Trading Metrics calculated at close of trading on 11-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2002 |
11-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
8,473.61 |
8,571.52 |
97.91 |
1.2% |
8,902.95 |
High |
8,578.99 |
8,625.89 |
46.90 |
0.5% |
9,043.37 |
Low |
8,469.55 |
8,487.53 |
17.98 |
0.2% |
8,501.86 |
Close |
8,574.26 |
8,589.14 |
14.88 |
0.2% |
8,645.77 |
Range |
109.44 |
138.36 |
28.92 |
26.4% |
541.51 |
ATR |
172.46 |
170.02 |
-2.44 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,982.60 |
8,924.23 |
8,665.24 |
|
R3 |
8,844.24 |
8,785.87 |
8,627.19 |
|
R2 |
8,705.88 |
8,705.88 |
8,614.51 |
|
R1 |
8,647.51 |
8,647.51 |
8,601.82 |
8,676.70 |
PP |
8,567.52 |
8,567.52 |
8,567.52 |
8,582.11 |
S1 |
8,509.15 |
8,509.15 |
8,576.46 |
8,538.34 |
S2 |
8,429.16 |
8,429.16 |
8,563.77 |
|
S3 |
8,290.80 |
8,370.79 |
8,551.09 |
|
S4 |
8,152.44 |
8,232.43 |
8,513.04 |
|
|
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 |
8,769.05 |
8,469.55 |
299.50 |
3.5% |
151.35 |
1.8% |
40% |
False |
False |
|
10 |
9,043.37 |
8,469.55 |
573.82 |
6.7% |
163.04 |
1.9% |
21% |
False |
False |
|
20 |
9,043.37 |
8,298.68 |
744.69 |
8.7% |
159.43 |
1.9% |
39% |
False |
False |
|
40 |
9,043.37 |
8,013.41 |
1,029.96 |
12.0% |
181.29 |
2.1% |
56% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
203.82 |
2.4% |
75% |
False |
False |
|
80 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
201.06 |
2.3% |
74% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
216.73 |
2.5% |
74% |
False |
False |
|
120 |
9,413.08 |
7,197.49 |
2,215.59 |
25.8% |
224.59 |
2.6% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,213.92 |
2.618 |
8,988.12 |
1.618 |
8,849.76 |
1.000 |
8,764.25 |
0.618 |
8,711.40 |
HIGH |
8,625.89 |
0.618 |
8,573.04 |
0.500 |
8,556.71 |
0.382 |
8,540.38 |
LOW |
8,487.53 |
0.618 |
8,402.02 |
1.000 |
8,349.17 |
1.618 |
8,263.66 |
2.618 |
8,125.30 |
4.250 |
7,899.50 |
|
|
Fisher Pivots for day following 11-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
8,578.33 |
8,578.35 |
PP |
8,567.52 |
8,567.56 |
S1 |
8,556.71 |
8,556.77 |
|