Trading Metrics calculated at close of trading on 24-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2001 |
24-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,986.84 |
10,036.60 |
49.76 |
0.5% |
9,809.42 |
High |
10,069.50 |
10,072.90 |
3.40 |
0.0% |
10,088.30 |
Low |
9,986.84 |
10,034.40 |
47.56 |
0.5% |
9,798.84 |
Close |
10,035.30 |
10,035.30 |
0.00 |
0.0% |
10,035.30 |
Range |
82.66 |
38.50 |
-44.16 |
-53.4% |
289.46 |
ATR |
134.43 |
127.58 |
-6.85 |
-5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,163.03 |
10,137.67 |
10,056.48 |
|
R3 |
10,124.53 |
10,099.17 |
10,045.89 |
|
R2 |
10,086.03 |
10,086.03 |
10,042.36 |
|
R1 |
10,060.67 |
10,060.67 |
10,038.83 |
10,054.10 |
PP |
10,047.53 |
10,047.53 |
10,047.53 |
10,044.25 |
S1 |
10,022.17 |
10,022.17 |
10,031.77 |
10,015.60 |
S2 |
10,009.03 |
10,009.03 |
10,028.24 |
|
S3 |
9,970.53 |
9,983.67 |
10,024.71 |
|
S4 |
9,932.03 |
9,945.17 |
10,014.13 |
|
|
Weekly Pivots for week ending 21-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,842.53 |
10,728.37 |
10,194.50 |
|
R3 |
10,553.07 |
10,438.91 |
10,114.90 |
|
R2 |
10,263.61 |
10,263.61 |
10,088.37 |
|
R1 |
10,149.45 |
10,149.45 |
10,061.83 |
10,206.53 |
PP |
9,974.15 |
9,974.15 |
9,974.15 |
10,002.69 |
S1 |
9,859.99 |
9,859.99 |
10,008.77 |
9,917.07 |
S2 |
9,684.69 |
9,684.69 |
9,982.23 |
|
S3 |
9,395.23 |
9,570.53 |
9,955.70 |
|
S4 |
9,105.77 |
9,281.07 |
9,876.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,088.30 |
9,892.59 |
195.71 |
2.0% |
100.64 |
1.0% |
73% |
False |
False |
|
10 |
10,088.30 |
9,736.42 |
351.88 |
3.5% |
115.41 |
1.2% |
85% |
False |
False |
|
20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
129.52 |
1.3% |
72% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.5% |
140.54 |
1.4% |
88% |
False |
False |
|
60 |
10,169.40 |
8,732.14 |
1,437.26 |
14.3% |
150.57 |
1.5% |
91% |
False |
False |
|
80 |
10,441.40 |
8,062.34 |
2,379.06 |
23.7% |
177.89 |
1.8% |
83% |
False |
False |
|
100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.4% |
170.33 |
1.7% |
77% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.1% |
166.62 |
1.7% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,236.53 |
2.618 |
10,173.69 |
1.618 |
10,135.19 |
1.000 |
10,111.40 |
0.618 |
10,096.69 |
HIGH |
10,072.90 |
0.618 |
10,058.19 |
0.500 |
10,053.65 |
0.382 |
10,049.11 |
LOW |
10,034.40 |
0.618 |
10,010.61 |
1.000 |
9,995.90 |
1.618 |
9,972.11 |
2.618 |
9,933.61 |
4.250 |
9,870.78 |
|
|
Fisher Pivots for day following 24-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
10,053.65 |
10,033.73 |
PP |
10,047.53 |
10,032.16 |
S1 |
10,041.42 |
10,030.59 |
|