| Trading Metrics calculated at close of trading on 27-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2001 |
27-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
10,035.50 |
10,088.70 |
53.20 |
0.5% |
9,809.42 |
| High |
10,169.10 |
10,147.20 |
-21.90 |
-0.2% |
10,088.30 |
| Low |
10,034.90 |
10,080.90 |
46.00 |
0.5% |
9,798.84 |
| Close |
10,088.10 |
10,131.30 |
43.20 |
0.4% |
10,035.30 |
| Range |
134.20 |
66.30 |
-67.90 |
-50.6% |
289.46 |
| ATR |
128.05 |
123.64 |
-4.41 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,318.70 |
10,291.30 |
10,167.77 |
|
| R3 |
10,252.40 |
10,225.00 |
10,149.53 |
|
| R2 |
10,186.10 |
10,186.10 |
10,143.46 |
|
| R1 |
10,158.70 |
10,158.70 |
10,137.38 |
10,172.40 |
| PP |
10,119.80 |
10,119.80 |
10,119.80 |
10,126.65 |
| S1 |
10,092.40 |
10,092.40 |
10,125.22 |
10,106.10 |
| S2 |
10,053.50 |
10,053.50 |
10,119.15 |
|
| S3 |
9,987.20 |
10,026.10 |
10,113.07 |
|
| S4 |
9,920.90 |
9,959.80 |
10,094.84 |
|
|
| Weekly Pivots for week ending 21-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,842.53 |
10,728.37 |
10,194.50 |
|
| R3 |
10,553.07 |
10,438.91 |
10,114.90 |
|
| R2 |
10,263.61 |
10,263.61 |
10,088.37 |
|
| R1 |
10,149.45 |
10,149.45 |
10,061.83 |
10,206.53 |
| PP |
9,974.15 |
9,974.15 |
9,974.15 |
10,002.69 |
| S1 |
9,859.99 |
9,859.99 |
10,008.77 |
9,917.07 |
| S2 |
9,684.69 |
9,684.69 |
9,982.23 |
|
| S3 |
9,395.23 |
9,570.53 |
9,955.70 |
|
| S4 |
9,105.77 |
9,281.07 |
9,876.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,169.10 |
9,985.18 |
183.92 |
1.8% |
82.50 |
0.8% |
79% |
False |
False |
|
| 10 |
10,169.10 |
9,736.42 |
432.68 |
4.3% |
109.20 |
1.1% |
91% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.7% |
123.43 |
1.2% |
92% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.4% |
133.73 |
1.3% |
97% |
False |
False |
|
| 60 |
10,169.40 |
8,860.84 |
1,308.56 |
12.9% |
149.40 |
1.5% |
97% |
False |
False |
|
| 80 |
10,267.70 |
8,062.34 |
2,205.36 |
21.8% |
177.55 |
1.8% |
94% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.1% |
169.62 |
1.7% |
81% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.8% |
165.91 |
1.6% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,428.98 |
|
2.618 |
10,320.77 |
|
1.618 |
10,254.47 |
|
1.000 |
10,213.50 |
|
0.618 |
10,188.17 |
|
HIGH |
10,147.20 |
|
0.618 |
10,121.87 |
|
0.500 |
10,114.05 |
|
0.382 |
10,106.23 |
|
LOW |
10,080.90 |
|
0.618 |
10,039.93 |
|
1.000 |
10,014.60 |
|
1.618 |
9,973.63 |
|
2.618 |
9,907.33 |
|
4.250 |
9,799.13 |
|
|
| Fisher Pivots for day following 27-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,125.55 |
10,121.45 |
| PP |
10,119.80 |
10,111.60 |
| S1 |
10,114.05 |
10,101.75 |
|