Trading Metrics calculated at close of trading on 30-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2001 |
30-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,710.34 |
9,828.80 |
118.46 |
1.2% |
9,961.58 |
High |
9,829.42 |
9,891.58 |
62.16 |
0.6% |
9,992.79 |
Low |
9,691.39 |
9,802.91 |
111.52 |
1.2% |
9,691.39 |
Close |
9,829.42 |
9,851.56 |
22.14 |
0.2% |
9,851.56 |
Range |
138.03 |
88.67 |
-49.36 |
-35.8% |
301.40 |
ATR |
149.79 |
145.43 |
-4.37 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,114.69 |
10,071.80 |
9,900.33 |
|
R3 |
10,026.02 |
9,983.13 |
9,875.94 |
|
R2 |
9,937.35 |
9,937.35 |
9,867.82 |
|
R1 |
9,894.46 |
9,894.46 |
9,859.69 |
9,915.91 |
PP |
9,848.68 |
9,848.68 |
9,848.68 |
9,859.41 |
S1 |
9,805.79 |
9,805.79 |
9,843.43 |
9,827.24 |
S2 |
9,760.01 |
9,760.01 |
9,835.30 |
|
S3 |
9,671.34 |
9,717.12 |
9,827.18 |
|
S4 |
9,582.67 |
9,628.45 |
9,802.79 |
|
|
Weekly Pivots for week ending 30-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,749.45 |
10,601.90 |
10,017.33 |
|
R3 |
10,448.05 |
10,300.50 |
9,934.45 |
|
R2 |
10,146.65 |
10,146.65 |
9,906.82 |
|
R1 |
9,999.10 |
9,999.10 |
9,879.19 |
9,922.18 |
PP |
9,845.25 |
9,845.25 |
9,845.25 |
9,806.78 |
S1 |
9,697.70 |
9,697.70 |
9,823.93 |
9,620.78 |
S2 |
9,543.85 |
9,543.85 |
9,796.30 |
|
S3 |
9,242.45 |
9,396.30 |
9,768.68 |
|
S4 |
8,941.05 |
9,094.90 |
9,685.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,992.79 |
9,691.39 |
301.40 |
3.1% |
127.57 |
1.3% |
53% |
False |
False |
|
10 |
9,992.79 |
9,691.39 |
301.40 |
3.1% |
116.98 |
1.2% |
53% |
False |
False |
|
20 |
9,992.79 |
9,209.65 |
783.14 |
7.9% |
133.93 |
1.4% |
82% |
False |
False |
|
40 |
9,992.79 |
8,951.07 |
1,041.72 |
10.6% |
157.32 |
1.6% |
86% |
False |
False |
|
60 |
10,182.40 |
8,062.34 |
2,120.06 |
21.5% |
192.03 |
1.9% |
84% |
False |
False |
|
80 |
10,550.60 |
8,062.34 |
2,488.26 |
25.3% |
181.36 |
1.8% |
72% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.6% |
174.97 |
1.8% |
68% |
False |
False |
|
120 |
11,100.00 |
8,062.34 |
3,037.66 |
30.8% |
169.64 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,268.43 |
2.618 |
10,123.72 |
1.618 |
10,035.05 |
1.000 |
9,980.25 |
0.618 |
9,946.38 |
HIGH |
9,891.58 |
0.618 |
9,857.71 |
0.500 |
9,847.25 |
0.382 |
9,836.78 |
LOW |
9,802.91 |
0.618 |
9,748.11 |
1.000 |
9,714.24 |
1.618 |
9,659.44 |
2.618 |
9,570.77 |
4.250 |
9,426.06 |
|
|
Fisher Pivots for day following 30-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,850.12 |
9,831.54 |
PP |
9,848.68 |
9,811.51 |
S1 |
9,847.25 |
9,791.49 |
|