| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2001 |
12-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,666.26 |
1,666.50 |
0.24 |
0.0% |
1,576.26 |
| High |
1,695.15 |
1,683.48 |
-11.67 |
-0.7% |
1,734.58 |
| Low |
1,654.72 |
1,631.42 |
-23.30 |
-1.4% |
1,562.73 |
| Close |
1,661.27 |
1,669.95 |
8.68 |
0.5% |
1,673.90 |
| Range |
40.43 |
52.06 |
11.63 |
28.8% |
171.85 |
| ATR |
53.77 |
53.65 |
-0.12 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.80 |
1,795.93 |
1,698.58 |
|
| R3 |
1,765.74 |
1,743.87 |
1,684.27 |
|
| R2 |
1,713.68 |
1,713.68 |
1,679.49 |
|
| R1 |
1,691.81 |
1,691.81 |
1,674.72 |
1,702.75 |
| PP |
1,661.62 |
1,661.62 |
1,661.62 |
1,667.08 |
| S1 |
1,639.75 |
1,639.75 |
1,665.18 |
1,650.69 |
| S2 |
1,609.56 |
1,609.56 |
1,660.41 |
|
| S3 |
1,557.50 |
1,587.69 |
1,655.63 |
|
| S4 |
1,505.44 |
1,535.63 |
1,641.32 |
|
|
| 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 |
1,631.42 |
103.16 |
6.2% |
46.56 |
2.8% |
37% |
False |
True |
|
| 10 |
1,734.58 |
1,558.65 |
175.93 |
10.5% |
46.34 |
2.8% |
63% |
False |
False |
|
| 20 |
1,734.58 |
1,526.08 |
208.50 |
12.5% |
46.55 |
2.8% |
69% |
False |
False |
|
| 40 |
1,734.58 |
1,302.53 |
432.05 |
25.9% |
52.29 |
3.1% |
85% |
False |
False |
|
| 60 |
1,734.58 |
1,088.96 |
645.62 |
38.7% |
55.55 |
3.3% |
90% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
38.7% |
55.24 |
3.3% |
90% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
40.6% |
53.96 |
3.2% |
86% |
False |
False |
|
| 120 |
1,865.39 |
1,088.96 |
776.43 |
46.5% |
55.02 |
3.3% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.74 |
|
2.618 |
1,819.77 |
|
1.618 |
1,767.71 |
|
1.000 |
1,735.54 |
|
0.618 |
1,715.65 |
|
HIGH |
1,683.48 |
|
0.618 |
1,663.59 |
|
0.500 |
1,657.45 |
|
0.382 |
1,651.31 |
|
LOW |
1,631.42 |
|
0.618 |
1,599.25 |
|
1.000 |
1,579.36 |
|
1.618 |
1,547.19 |
|
2.618 |
1,495.13 |
|
4.250 |
1,410.17 |
|
|