| Trading Metrics calculated at close of trading on 24-Dec-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2002 |
24-Dec-2002 |
Change |
Change % |
Previous Week |
| Open |
8,511.39 |
8,491.99 |
-19.40 |
-0.2% |
8,436.59 |
| High |
8,554.04 |
8,491.99 |
-62.05 |
-0.7% |
8,638.64 |
| Low |
8,462.64 |
8,443.65 |
-18.99 |
-0.2% |
8,327.78 |
| Close |
8,493.29 |
8,448.11 |
-45.18 |
-0.5% |
8,511.32 |
| Range |
91.40 |
48.34 |
-43.06 |
-47.1% |
310.86 |
| ATR |
153.92 |
146.47 |
-7.45 |
-4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,606.27 |
8,575.53 |
8,474.70 |
|
| R3 |
8,557.93 |
8,527.19 |
8,461.40 |
|
| R2 |
8,509.59 |
8,509.59 |
8,456.97 |
|
| R1 |
8,478.85 |
8,478.85 |
8,452.54 |
8,470.05 |
| PP |
8,461.25 |
8,461.25 |
8,461.25 |
8,456.85 |
| S1 |
8,430.51 |
8,430.51 |
8,443.68 |
8,421.71 |
| S2 |
8,412.91 |
8,412.91 |
8,439.25 |
|
| S3 |
8,364.57 |
8,382.17 |
8,434.82 |
|
| S4 |
8,316.23 |
8,333.83 |
8,421.52 |
|
|
| Weekly Pivots for week ending 20-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,425.16 |
9,279.10 |
8,682.29 |
|
| R3 |
9,114.30 |
8,968.24 |
8,596.81 |
|
| R2 |
8,803.44 |
8,803.44 |
8,568.31 |
|
| R1 |
8,657.38 |
8,657.38 |
8,539.82 |
8,730.41 |
| PP |
8,492.58 |
8,492.58 |
8,492.58 |
8,529.10 |
| S1 |
8,346.52 |
8,346.52 |
8,482.82 |
8,419.55 |
| S2 |
8,181.72 |
8,181.72 |
8,454.33 |
|
| S3 |
7,870.86 |
8,035.66 |
8,425.83 |
|
| S4 |
7,560.00 |
7,724.80 |
8,340.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,554.04 |
8,327.78 |
226.26 |
2.7% |
117.42 |
1.4% |
53% |
False |
False |
|
| 10 |
8,638.64 |
8,327.78 |
310.86 |
3.7% |
124.93 |
1.5% |
39% |
False |
False |
|
| 20 |
9,043.37 |
8,327.78 |
715.59 |
8.5% |
145.78 |
1.7% |
17% |
False |
False |
|
| 40 |
9,043.37 |
8,198.04 |
845.33 |
10.0% |
158.25 |
1.9% |
30% |
False |
False |
|
| 60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.8% |
191.30 |
2.3% |
68% |
False |
False |
|
| 80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.8% |
193.95 |
2.3% |
68% |
False |
False |
|
| 100 |
9,077.01 |
7,197.49 |
1,879.52 |
22.2% |
199.62 |
2.4% |
67% |
False |
False |
|
| 120 |
9,410.38 |
7,197.49 |
2,212.89 |
26.2% |
216.60 |
2.6% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,697.44 |
|
2.618 |
8,618.54 |
|
1.618 |
8,570.20 |
|
1.000 |
8,540.33 |
|
0.618 |
8,521.86 |
|
HIGH |
8,491.99 |
|
0.618 |
8,473.52 |
|
0.500 |
8,467.82 |
|
0.382 |
8,462.12 |
|
LOW |
8,443.65 |
|
0.618 |
8,413.78 |
|
1.000 |
8,395.31 |
|
1.618 |
8,365.44 |
|
2.618 |
8,317.10 |
|
4.250 |
8,238.21 |
|
|
| Fisher Pivots for day following 24-Dec-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,467.82 |
8,460.73 |
| PP |
8,461.25 |
8,456.52 |
| S1 |
8,454.68 |
8,452.32 |
|