| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2001 |
20-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,629.47 |
1,613.06 |
-16.41 |
-1.0% |
1,658.47 |
| High |
1,658.58 |
1,617.23 |
-41.35 |
-2.5% |
1,695.15 |
| Low |
1,620.72 |
1,557.18 |
-63.54 |
-3.9% |
1,590.71 |
| Close |
1,628.69 |
1,557.36 |
-71.33 |
-4.4% |
1,605.67 |
| Range |
37.86 |
60.05 |
22.19 |
58.6% |
104.44 |
| ATR |
49.86 |
51.41 |
1.55 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,757.41 |
1,717.43 |
1,590.39 |
|
| R3 |
1,697.36 |
1,657.38 |
1,573.87 |
|
| R2 |
1,637.31 |
1,637.31 |
1,568.37 |
|
| R1 |
1,597.33 |
1,597.33 |
1,562.86 |
1,587.30 |
| PP |
1,577.26 |
1,577.26 |
1,577.26 |
1,572.24 |
| S1 |
1,537.28 |
1,537.28 |
1,551.86 |
1,527.25 |
| S2 |
1,517.21 |
1,517.21 |
1,546.35 |
|
| S3 |
1,457.16 |
1,477.23 |
1,540.85 |
|
| S4 |
1,397.11 |
1,417.18 |
1,524.33 |
|
|
| 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 |
1,665.39 |
1,557.18 |
108.21 |
6.9% |
39.99 |
2.6% |
0% |
False |
True |
|
| 10 |
1,709.50 |
1,557.18 |
152.32 |
9.8% |
44.45 |
2.9% |
0% |
False |
True |
|
| 20 |
1,734.58 |
1,549.39 |
185.19 |
11.9% |
45.49 |
2.9% |
4% |
False |
False |
|
| 40 |
1,734.58 |
1,320.48 |
414.10 |
26.6% |
49.18 |
3.2% |
57% |
False |
False |
|
| 60 |
1,734.58 |
1,101.39 |
633.19 |
40.7% |
53.15 |
3.4% |
72% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
41.5% |
54.31 |
3.5% |
73% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
43.5% |
53.00 |
3.4% |
69% |
False |
False |
|
| 120 |
1,865.39 |
1,088.96 |
776.43 |
49.9% |
53.86 |
3.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,872.44 |
|
2.618 |
1,774.44 |
|
1.618 |
1,714.39 |
|
1.000 |
1,677.28 |
|
0.618 |
1,654.34 |
|
HIGH |
1,617.23 |
|
0.618 |
1,594.29 |
|
0.500 |
1,587.21 |
|
0.382 |
1,580.12 |
|
LOW |
1,557.18 |
|
0.618 |
1,520.07 |
|
1.000 |
1,497.13 |
|
1.618 |
1,460.02 |
|
2.618 |
1,399.97 |
|
4.250 |
1,301.97 |
|
|