Trading Metrics calculated at close of trading on 18-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2001 |
18-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,809.42 |
9,893.22 |
83.80 |
0.9% |
10,047.00 |
High |
9,930.93 |
10,015.30 |
84.37 |
0.8% |
10,075.60 |
Low |
9,798.84 |
9,892.59 |
93.75 |
1.0% |
9,736.42 |
Close |
9,891.97 |
9,998.39 |
106.42 |
1.1% |
9,811.15 |
Range |
132.09 |
122.71 |
-9.38 |
-7.1% |
339.18 |
ATR |
141.17 |
139.89 |
-1.27 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,336.89 |
10,290.35 |
10,065.88 |
|
R3 |
10,214.18 |
10,167.64 |
10,032.14 |
|
R2 |
10,091.47 |
10,091.47 |
10,020.89 |
|
R1 |
10,044.93 |
10,044.93 |
10,009.64 |
10,068.20 |
PP |
9,968.76 |
9,968.76 |
9,968.76 |
9,980.40 |
S1 |
9,922.22 |
9,922.22 |
9,987.14 |
9,945.49 |
S2 |
9,846.05 |
9,846.05 |
9,975.89 |
|
S3 |
9,723.34 |
9,799.51 |
9,964.64 |
|
S4 |
9,600.63 |
9,676.80 |
9,930.90 |
|
|
Weekly Pivots for week ending 14-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,891.93 |
10,690.72 |
9,997.70 |
|
R3 |
10,552.75 |
10,351.54 |
9,904.42 |
|
R2 |
10,213.57 |
10,213.57 |
9,873.33 |
|
R1 |
10,012.36 |
10,012.36 |
9,842.24 |
9,943.38 |
PP |
9,874.39 |
9,874.39 |
9,874.39 |
9,839.90 |
S1 |
9,673.18 |
9,673.18 |
9,780.06 |
9,604.20 |
S2 |
9,535.21 |
9,535.21 |
9,748.97 |
|
S3 |
9,196.03 |
9,334.00 |
9,717.88 |
|
S4 |
8,856.85 |
8,994.82 |
9,624.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,015.30 |
9,736.42 |
278.88 |
2.8% |
124.92 |
1.2% |
94% |
True |
False |
|
10 |
10,169.40 |
9,736.42 |
432.98 |
4.3% |
136.51 |
1.4% |
61% |
False |
False |
|
20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
130.42 |
1.3% |
64% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.6% |
148.75 |
1.5% |
85% |
False |
False |
|
60 |
10,169.40 |
8,471.97 |
1,697.43 |
17.0% |
157.02 |
1.6% |
90% |
False |
False |
|
80 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
181.68 |
1.8% |
81% |
False |
False |
|
100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.5% |
172.97 |
1.7% |
76% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.2% |
168.76 |
1.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,536.82 |
2.618 |
10,336.55 |
1.618 |
10,213.84 |
1.000 |
10,138.01 |
0.618 |
10,091.13 |
HIGH |
10,015.30 |
0.618 |
9,968.42 |
0.500 |
9,953.95 |
0.382 |
9,939.47 |
LOW |
9,892.59 |
0.618 |
9,816.76 |
1.000 |
9,769.88 |
1.618 |
9,694.05 |
2.618 |
9,571.34 |
4.250 |
9,371.07 |
|
|
Fisher Pivots for day following 18-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,983.58 |
9,957.55 |
PP |
9,968.76 |
9,916.70 |
S1 |
9,953.95 |
9,875.86 |
|