| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2001 |
28-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,599.25 |
1,617.85 |
18.60 |
1.2% |
1,581.16 |
| High |
1,614.44 |
1,637.57 |
23.13 |
1.4% |
1,637.57 |
| Low |
1,591.77 |
1,617.01 |
25.24 |
1.6% |
1,575.01 |
| Close |
1,606.48 |
1,621.13 |
14.65 |
0.9% |
1,621.13 |
| Range |
22.67 |
20.56 |
-2.11 |
-9.3% |
62.56 |
| ATR |
45.63 |
44.60 |
-1.04 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.92 |
1,674.58 |
1,632.44 |
|
| R3 |
1,666.36 |
1,654.02 |
1,626.78 |
|
| R2 |
1,645.80 |
1,645.80 |
1,624.90 |
|
| R1 |
1,633.46 |
1,633.46 |
1,623.01 |
1,639.63 |
| PP |
1,625.24 |
1,625.24 |
1,625.24 |
1,628.32 |
| S1 |
1,612.90 |
1,612.90 |
1,619.25 |
1,619.07 |
| S2 |
1,604.68 |
1,604.68 |
1,617.36 |
|
| S3 |
1,584.12 |
1,592.34 |
1,615.48 |
|
| S4 |
1,563.56 |
1,571.78 |
1,609.82 |
|
|
| Weekly Pivots for week ending 28-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.92 |
1,772.58 |
1,655.54 |
|
| R3 |
1,736.36 |
1,710.02 |
1,638.33 |
|
| R2 |
1,673.80 |
1,673.80 |
1,632.60 |
|
| R1 |
1,647.46 |
1,647.46 |
1,626.86 |
1,660.63 |
| PP |
1,611.24 |
1,611.24 |
1,611.24 |
1,617.82 |
| S1 |
1,584.90 |
1,584.90 |
1,615.40 |
1,598.07 |
| S2 |
1,548.68 |
1,548.68 |
1,609.66 |
|
| S3 |
1,486.12 |
1,522.34 |
1,603.93 |
|
| S4 |
1,423.56 |
1,459.78 |
1,586.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,637.57 |
1,573.02 |
64.55 |
4.0% |
22.73 |
1.4% |
75% |
True |
False |
|
| 10 |
1,665.39 |
1,557.18 |
108.21 |
6.7% |
31.36 |
1.9% |
59% |
False |
False |
|
| 20 |
1,734.58 |
1,557.18 |
177.40 |
10.9% |
38.97 |
2.4% |
36% |
False |
False |
|
| 40 |
1,734.58 |
1,358.72 |
375.86 |
23.2% |
44.26 |
2.7% |
70% |
False |
False |
|
| 60 |
1,734.58 |
1,216.07 |
518.51 |
32.0% |
49.05 |
3.0% |
78% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
39.8% |
52.50 |
3.2% |
82% |
False |
False |
|
| 100 |
1,766.58 |
1,088.96 |
677.62 |
41.8% |
51.83 |
3.2% |
79% |
False |
False |
|
| 120 |
1,812.26 |
1,088.96 |
723.30 |
44.6% |
52.63 |
3.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.95 |
|
2.618 |
1,691.40 |
|
1.618 |
1,670.84 |
|
1.000 |
1,658.13 |
|
0.618 |
1,650.28 |
|
HIGH |
1,637.57 |
|
0.618 |
1,629.72 |
|
0.500 |
1,627.29 |
|
0.382 |
1,624.86 |
|
LOW |
1,617.01 |
|
0.618 |
1,604.30 |
|
1.000 |
1,596.45 |
|
1.618 |
1,583.74 |
|
2.618 |
1,563.18 |
|
4.250 |
1,529.63 |
|
|