| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2001 |
02-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
1,617.35 |
1,590.71 |
-26.64 |
-1.6% |
1,581.16 |
| High |
1,623.63 |
1,610.41 |
-13.22 |
-0.8% |
1,637.57 |
| Low |
1,577.03 |
1,565.08 |
-11.95 |
-0.8% |
1,575.01 |
| Close |
1,577.05 |
1,610.39 |
33.34 |
2.1% |
1,621.13 |
| Range |
46.60 |
45.33 |
-1.27 |
-2.7% |
62.56 |
| ATR |
44.74 |
44.78 |
0.04 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,731.28 |
1,716.17 |
1,635.32 |
|
| R3 |
1,685.95 |
1,670.84 |
1,622.86 |
|
| R2 |
1,640.62 |
1,640.62 |
1,618.70 |
|
| R1 |
1,625.51 |
1,625.51 |
1,614.55 |
1,633.07 |
| PP |
1,595.29 |
1,595.29 |
1,595.29 |
1,599.07 |
| S1 |
1,580.18 |
1,580.18 |
1,606.23 |
1,587.74 |
| S2 |
1,549.96 |
1,549.96 |
1,602.08 |
|
| S3 |
1,504.63 |
1,534.85 |
1,597.92 |
|
| S4 |
1,459.30 |
1,489.52 |
1,585.46 |
|
|
| 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 |
1,565.08 |
72.49 |
4.5% |
33.90 |
2.1% |
63% |
False |
True |
|
| 10 |
1,665.39 |
1,557.18 |
108.21 |
6.7% |
32.60 |
2.0% |
49% |
False |
False |
|
| 20 |
1,734.58 |
1,557.18 |
177.40 |
11.0% |
40.83 |
2.5% |
30% |
False |
False |
|
| 40 |
1,734.58 |
1,453.75 |
280.83 |
17.4% |
43.94 |
2.7% |
56% |
False |
False |
|
| 60 |
1,734.58 |
1,235.42 |
499.16 |
31.0% |
48.34 |
3.0% |
75% |
False |
False |
|
| 80 |
1,734.58 |
1,088.96 |
645.62 |
40.1% |
52.43 |
3.3% |
81% |
False |
False |
|
| 100 |
1,734.58 |
1,088.96 |
645.62 |
40.1% |
51.93 |
3.2% |
81% |
False |
False |
|
| 120 |
1,782.52 |
1,088.96 |
693.56 |
43.1% |
52.36 |
3.3% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,803.06 |
|
2.618 |
1,729.08 |
|
1.618 |
1,683.75 |
|
1.000 |
1,655.74 |
|
0.618 |
1,638.42 |
|
HIGH |
1,610.41 |
|
0.618 |
1,593.09 |
|
0.500 |
1,587.75 |
|
0.382 |
1,582.40 |
|
LOW |
1,565.08 |
|
0.618 |
1,537.07 |
|
1.000 |
1,519.75 |
|
1.618 |
1,491.74 |
|
2.618 |
1,446.41 |
|
4.250 |
1,372.43 |
|
|