Trading Metrics calculated at close of trading on 11-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2002 |
11-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
10,092.50 |
10,069.50 |
-23.00 |
-0.2% |
10,261.30 |
High |
10,101.80 |
10,098.40 |
-3.40 |
0.0% |
10,300.20 |
Low |
10,032.20 |
9,985.25 |
-46.95 |
-0.5% |
9,985.25 |
Close |
10,067.90 |
9,987.53 |
-80.37 |
-0.8% |
9,987.53 |
Range |
69.60 |
113.15 |
43.55 |
62.6% |
314.95 |
ATR |
119.99 |
119.50 |
-0.49 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,363.18 |
10,288.50 |
10,049.76 |
|
R3 |
10,250.03 |
10,175.35 |
10,018.65 |
|
R2 |
10,136.88 |
10,136.88 |
10,008.27 |
|
R1 |
10,062.20 |
10,062.20 |
9,997.90 |
10,042.97 |
PP |
10,023.73 |
10,023.73 |
10,023.73 |
10,014.11 |
S1 |
9,949.05 |
9,949.05 |
9,977.16 |
9,929.82 |
S2 |
9,910.58 |
9,910.58 |
9,966.79 |
|
S3 |
9,797.43 |
9,835.90 |
9,956.41 |
|
S4 |
9,684.28 |
9,722.75 |
9,925.30 |
|
|
Weekly Pivots for week ending 11-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,035.84 |
10,826.64 |
10,160.75 |
|
R3 |
10,720.89 |
10,511.69 |
10,074.14 |
|
R2 |
10,405.94 |
10,405.94 |
10,045.27 |
|
R1 |
10,196.74 |
10,196.74 |
10,016.40 |
10,143.87 |
PP |
10,090.99 |
10,090.99 |
10,090.99 |
10,064.56 |
S1 |
9,881.79 |
9,881.79 |
9,958.66 |
9,828.92 |
S2 |
9,776.04 |
9,776.04 |
9,929.79 |
|
S3 |
9,461.09 |
9,566.84 |
9,900.92 |
|
S4 |
9,146.14 |
9,251.89 |
9,814.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,300.20 |
9,985.25 |
314.95 |
3.2% |
117.21 |
1.2% |
1% |
False |
True |
|
10 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
114.83 |
1.1% |
14% |
False |
False |
|
20 |
10,300.20 |
9,736.42 |
563.78 |
5.6% |
112.01 |
1.1% |
45% |
False |
False |
|
40 |
10,300.20 |
9,691.39 |
608.81 |
6.1% |
119.32 |
1.2% |
49% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
12.9% |
140.06 |
1.4% |
76% |
False |
False |
|
80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.4% |
159.65 |
1.6% |
86% |
False |
False |
|
100 |
10,469.70 |
8,062.34 |
2,407.36 |
24.1% |
168.30 |
1.7% |
80% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.2% |
162.90 |
1.6% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,579.29 |
2.618 |
10,394.63 |
1.618 |
10,281.48 |
1.000 |
10,211.55 |
0.618 |
10,168.33 |
HIGH |
10,098.40 |
0.618 |
10,055.18 |
0.500 |
10,041.83 |
0.382 |
10,028.47 |
LOW |
9,985.25 |
0.618 |
9,915.32 |
1.000 |
9,872.10 |
1.618 |
9,802.17 |
2.618 |
9,689.02 |
4.250 |
9,504.36 |
|
|
Fisher Pivots for day following 11-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
10,041.83 |
10,128.08 |
PP |
10,023.73 |
10,081.23 |
S1 |
10,005.63 |
10,034.38 |
|