| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2001 |
17-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,601.22 |
1,607.08 |
5.86 |
0.4% |
1,658.47 |
| High |
1,622.79 |
1,654.45 |
31.66 |
2.0% |
1,695.15 |
| Low |
1,590.71 |
1,607.02 |
16.31 |
1.0% |
1,590.71 |
| Close |
1,605.67 |
1,640.34 |
34.67 |
2.2% |
1,605.67 |
| Range |
32.08 |
47.43 |
15.35 |
47.8% |
104.44 |
| ATR |
53.07 |
52.77 |
-0.31 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,776.23 |
1,755.71 |
1,666.43 |
|
| R3 |
1,728.80 |
1,708.28 |
1,653.38 |
|
| R2 |
1,681.37 |
1,681.37 |
1,649.04 |
|
| R1 |
1,660.85 |
1,660.85 |
1,644.69 |
1,671.11 |
| PP |
1,633.94 |
1,633.94 |
1,633.94 |
1,639.07 |
| S1 |
1,613.42 |
1,613.42 |
1,635.99 |
1,623.68 |
| S2 |
1,586.51 |
1,586.51 |
1,631.64 |
|
| S3 |
1,539.08 |
1,565.99 |
1,627.30 |
|
| S4 |
1,491.65 |
1,518.56 |
1,614.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.83 |
1,879.19 |
1,663.11 |
|
| R3 |
1,839.39 |
1,774.75 |
1,634.39 |
|
| R2 |
1,734.95 |
1,734.95 |
1,624.82 |
|
| R1 |
1,670.31 |
1,670.31 |
1,615.24 |
1,650.41 |
| PP |
1,630.51 |
1,630.51 |
1,630.51 |
1,620.56 |
| S1 |
1,565.87 |
1,565.87 |
1,596.10 |
1,545.97 |
| S2 |
1,526.07 |
1,526.07 |
1,586.52 |
|
| S3 |
1,421.63 |
1,461.43 |
1,576.95 |
|
| S4 |
1,317.19 |
1,356.99 |
1,548.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,695.15 |
1,590.71 |
104.44 |
6.4% |
43.07 |
2.6% |
48% |
False |
False |
|
| 10 |
1,734.58 |
1,577.34 |
157.24 |
9.6% |
49.05 |
3.0% |
40% |
False |
False |
|
| 20 |
1,734.58 |
1,526.08 |
208.50 |
12.7% |
46.26 |
2.8% |
55% |
False |
False |
|
| 40 |
1,734.58 |
1,320.48 |
414.10 |
25.2% |
49.90 |
3.0% |
77% |
False |
False |
|
| 60 |
1,734.58 |
1,101.39 |
633.19 |
38.6% |
53.88 |
3.3% |
85% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
39.4% |
54.69 |
3.3% |
85% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
41.3% |
53.59 |
3.3% |
81% |
False |
False |
|
| 120 |
1,865.39 |
1,088.96 |
776.43 |
47.3% |
54.10 |
3.3% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,856.03 |
|
2.618 |
1,778.62 |
|
1.618 |
1,731.19 |
|
1.000 |
1,701.88 |
|
0.618 |
1,683.76 |
|
HIGH |
1,654.45 |
|
0.618 |
1,636.33 |
|
0.500 |
1,630.74 |
|
0.382 |
1,625.14 |
|
LOW |
1,607.02 |
|
0.618 |
1,577.71 |
|
1.000 |
1,559.59 |
|
1.618 |
1,530.28 |
|
2.618 |
1,482.85 |
|
4.250 |
1,405.44 |
|
|