| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2001 |
11-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,658.47 |
1,666.26 |
7.79 |
0.5% |
1,576.26 |
| High |
1,694.33 |
1,695.15 |
0.82 |
0.0% |
1,734.58 |
| Low |
1,642.42 |
1,654.72 |
12.30 |
0.7% |
1,562.73 |
| Close |
1,645.36 |
1,661.27 |
15.91 |
1.0% |
1,673.90 |
| Range |
51.91 |
40.43 |
-11.48 |
-22.1% |
171.85 |
| ATR |
54.07 |
53.77 |
-0.31 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,791.67 |
1,766.90 |
1,683.51 |
|
| R3 |
1,751.24 |
1,726.47 |
1,672.39 |
|
| R2 |
1,710.81 |
1,710.81 |
1,668.68 |
|
| R1 |
1,686.04 |
1,686.04 |
1,664.98 |
1,678.21 |
| PP |
1,670.38 |
1,670.38 |
1,670.38 |
1,666.47 |
| S1 |
1,645.61 |
1,645.61 |
1,657.56 |
1,637.78 |
| S2 |
1,629.95 |
1,629.95 |
1,653.86 |
|
| S3 |
1,589.52 |
1,605.18 |
1,650.15 |
|
| S4 |
1,549.09 |
1,564.75 |
1,639.03 |
|
|
| Weekly Pivots for week ending 07-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.62 |
2,095.11 |
1,768.42 |
|
| R3 |
2,000.77 |
1,923.26 |
1,721.16 |
|
| R2 |
1,828.92 |
1,828.92 |
1,705.41 |
|
| R1 |
1,751.41 |
1,751.41 |
1,689.65 |
1,790.17 |
| PP |
1,657.07 |
1,657.07 |
1,657.07 |
1,676.45 |
| S1 |
1,579.56 |
1,579.56 |
1,658.15 |
1,618.32 |
| S2 |
1,485.22 |
1,485.22 |
1,642.39 |
|
| S3 |
1,313.37 |
1,407.71 |
1,626.64 |
|
| S4 |
1,141.52 |
1,235.86 |
1,579.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,734.58 |
1,642.42 |
92.16 |
5.5% |
51.68 |
3.1% |
20% |
False |
False |
|
| 10 |
1,734.58 |
1,557.03 |
177.55 |
10.7% |
47.44 |
2.9% |
59% |
False |
False |
|
| 20 |
1,734.58 |
1,526.08 |
208.50 |
12.6% |
45.58 |
2.7% |
65% |
False |
False |
|
| 40 |
1,734.58 |
1,302.53 |
432.05 |
26.0% |
51.93 |
3.1% |
83% |
False |
False |
|
| 60 |
1,734.58 |
1,088.96 |
645.62 |
38.9% |
55.71 |
3.4% |
89% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
38.9% |
55.15 |
3.3% |
89% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
40.8% |
54.06 |
3.3% |
84% |
False |
False |
|
| 120 |
1,865.39 |
1,088.96 |
776.43 |
46.7% |
55.14 |
3.3% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.98 |
|
2.618 |
1,801.00 |
|
1.618 |
1,760.57 |
|
1.000 |
1,735.58 |
|
0.618 |
1,720.14 |
|
HIGH |
1,695.15 |
|
0.618 |
1,679.71 |
|
0.500 |
1,674.94 |
|
0.382 |
1,670.16 |
|
LOW |
1,654.72 |
|
0.618 |
1,629.73 |
|
1.000 |
1,614.29 |
|
1.618 |
1,589.30 |
|
2.618 |
1,548.87 |
|
4.250 |
1,482.89 |
|
|