| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2001 |
31-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
1,617.85 |
1,617.35 |
-0.50 |
0.0% |
1,581.16 |
| High |
1,637.57 |
1,623.63 |
-13.94 |
-0.9% |
1,637.57 |
| Low |
1,617.01 |
1,577.03 |
-39.98 |
-2.5% |
1,575.01 |
| Close |
1,621.13 |
1,577.05 |
-44.08 |
-2.7% |
1,621.13 |
| Range |
20.56 |
46.60 |
26.04 |
126.7% |
62.56 |
| ATR |
44.60 |
44.74 |
0.14 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,732.37 |
1,701.31 |
1,602.68 |
|
| R3 |
1,685.77 |
1,654.71 |
1,589.87 |
|
| R2 |
1,639.17 |
1,639.17 |
1,585.59 |
|
| R1 |
1,608.11 |
1,608.11 |
1,581.32 |
1,600.34 |
| PP |
1,592.57 |
1,592.57 |
1,592.57 |
1,588.69 |
| S1 |
1,561.51 |
1,561.51 |
1,572.78 |
1,553.74 |
| S2 |
1,545.97 |
1,545.97 |
1,568.51 |
|
| S3 |
1,499.37 |
1,514.91 |
1,564.24 |
|
| S4 |
1,452.77 |
1,468.31 |
1,551.42 |
|
|
| 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 |
1,575.01 |
62.56 |
4.0% |
27.84 |
1.8% |
3% |
False |
False |
|
| 10 |
1,665.39 |
1,557.18 |
108.21 |
6.9% |
32.81 |
2.1% |
18% |
False |
False |
|
| 20 |
1,734.58 |
1,557.18 |
177.40 |
11.2% |
39.94 |
2.5% |
11% |
False |
False |
|
| 40 |
1,734.58 |
1,402.21 |
332.37 |
21.1% |
43.72 |
2.8% |
53% |
False |
False |
|
| 60 |
1,734.58 |
1,216.07 |
518.51 |
32.9% |
48.65 |
3.1% |
70% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
40.9% |
52.38 |
3.3% |
76% |
False |
False |
|
| 100 |
1,744.02 |
1,088.96 |
655.06 |
41.5% |
51.82 |
3.3% |
75% |
False |
False |
|
| 120 |
1,782.52 |
1,088.96 |
693.56 |
44.0% |
52.51 |
3.3% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,821.68 |
|
2.618 |
1,745.63 |
|
1.618 |
1,699.03 |
|
1.000 |
1,670.23 |
|
0.618 |
1,652.43 |
|
HIGH |
1,623.63 |
|
0.618 |
1,605.83 |
|
0.500 |
1,600.33 |
|
0.382 |
1,594.83 |
|
LOW |
1,577.03 |
|
0.618 |
1,548.23 |
|
1.000 |
1,530.43 |
|
1.618 |
1,501.63 |
|
2.618 |
1,455.03 |
|
4.250 |
1,378.98 |
|
|