Trading Metrics calculated at close of trading on 19-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2001 |
19-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,893.22 |
9,994.59 |
101.37 |
1.0% |
10,047.00 |
High |
10,015.30 |
10,088.30 |
73.00 |
0.7% |
10,075.60 |
Low |
9,892.59 |
9,919.79 |
27.20 |
0.3% |
9,736.42 |
Close |
9,998.39 |
10,070.50 |
72.11 |
0.7% |
9,811.15 |
Range |
122.71 |
168.51 |
45.80 |
37.3% |
339.18 |
ATR |
139.89 |
141.94 |
2.04 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,531.73 |
10,469.62 |
10,163.18 |
|
R3 |
10,363.22 |
10,301.11 |
10,116.84 |
|
R2 |
10,194.71 |
10,194.71 |
10,101.39 |
|
R1 |
10,132.60 |
10,132.60 |
10,085.95 |
10,163.66 |
PP |
10,026.20 |
10,026.20 |
10,026.20 |
10,041.72 |
S1 |
9,964.09 |
9,964.09 |
10,055.05 |
9,995.15 |
S2 |
9,857.69 |
9,857.69 |
10,039.61 |
|
S3 |
9,689.18 |
9,795.58 |
10,024.16 |
|
S4 |
9,520.67 |
9,627.07 |
9,977.82 |
|
|
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 |
10,088.30 |
9,736.42 |
351.88 |
3.5% |
135.89 |
1.3% |
95% |
True |
False |
|
10 |
10,169.40 |
9,736.42 |
432.98 |
4.3% |
128.27 |
1.3% |
77% |
False |
False |
|
20 |
10,169.40 |
9,691.39 |
478.01 |
4.7% |
134.68 |
1.3% |
79% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.5% |
149.49 |
1.5% |
91% |
False |
False |
|
60 |
10,169.40 |
8,471.97 |
1,697.43 |
16.9% |
156.68 |
1.6% |
94% |
False |
False |
|
80 |
10,441.40 |
8,062.34 |
2,379.06 |
23.6% |
181.00 |
1.8% |
84% |
False |
False |
|
100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.3% |
172.45 |
1.7% |
79% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.0% |
168.70 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,804.47 |
2.618 |
10,529.46 |
1.618 |
10,360.95 |
1.000 |
10,256.81 |
0.618 |
10,192.44 |
HIGH |
10,088.30 |
0.618 |
10,023.93 |
0.500 |
10,004.05 |
0.382 |
9,984.16 |
LOW |
9,919.79 |
0.618 |
9,815.65 |
1.000 |
9,751.28 |
1.618 |
9,647.14 |
2.618 |
9,478.63 |
4.250 |
9,203.62 |
|
|
Fisher Pivots for day following 19-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
10,048.35 |
10,028.19 |
PP |
10,026.20 |
9,985.88 |
S1 |
10,004.05 |
9,943.57 |
|