| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2001 |
13-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,666.50 |
1,634.62 |
-31.88 |
-1.9% |
1,576.26 |
| High |
1,683.48 |
1,645.04 |
-38.44 |
-2.3% |
1,734.58 |
| Low |
1,631.42 |
1,601.71 |
-29.71 |
-1.8% |
1,562.73 |
| Close |
1,669.95 |
1,601.91 |
-68.04 |
-4.1% |
1,673.90 |
| Range |
52.06 |
43.33 |
-8.73 |
-16.8% |
171.85 |
| ATR |
53.65 |
54.69 |
1.04 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.21 |
1,717.39 |
1,625.74 |
|
| R3 |
1,702.88 |
1,674.06 |
1,613.83 |
|
| R2 |
1,659.55 |
1,659.55 |
1,609.85 |
|
| R1 |
1,630.73 |
1,630.73 |
1,605.88 |
1,623.48 |
| PP |
1,616.22 |
1,616.22 |
1,616.22 |
1,612.59 |
| S1 |
1,587.40 |
1,587.40 |
1,597.94 |
1,580.15 |
| S2 |
1,572.89 |
1,572.89 |
1,593.97 |
|
| S3 |
1,529.56 |
1,544.07 |
1,589.99 |
|
| S4 |
1,486.23 |
1,500.74 |
1,578.08 |
|
|
| 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 |
1,709.50 |
1,601.71 |
107.79 |
6.7% |
48.91 |
3.1% |
0% |
False |
True |
|
| 10 |
1,734.58 |
1,562.73 |
171.85 |
10.7% |
46.57 |
2.9% |
23% |
False |
False |
|
| 20 |
1,734.58 |
1,526.08 |
208.50 |
13.0% |
45.82 |
2.9% |
36% |
False |
False |
|
| 40 |
1,734.58 |
1,302.53 |
432.05 |
27.0% |
50.23 |
3.1% |
69% |
False |
False |
|
| 60 |
1,734.58 |
1,088.96 |
645.62 |
40.3% |
54.49 |
3.4% |
79% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
40.3% |
54.91 |
3.4% |
79% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
42.3% |
53.75 |
3.4% |
76% |
False |
False |
|
| 120 |
1,865.39 |
1,088.96 |
776.43 |
48.5% |
54.64 |
3.4% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.19 |
|
2.618 |
1,758.48 |
|
1.618 |
1,715.15 |
|
1.000 |
1,688.37 |
|
0.618 |
1,671.82 |
|
HIGH |
1,645.04 |
|
0.618 |
1,628.49 |
|
0.500 |
1,623.38 |
|
0.382 |
1,618.26 |
|
LOW |
1,601.71 |
|
0.618 |
1,574.93 |
|
1.000 |
1,558.38 |
|
1.618 |
1,531.60 |
|
2.618 |
1,488.27 |
|
4.250 |
1,417.56 |
|
|