| Trading Metrics calculated at close of trading on 02-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2001 |
02-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
10,136.40 |
10,021.70 |
-114.70 |
-1.1% |
10,036.60 |
| High |
10,137.60 |
10,074.00 |
-63.60 |
-0.6% |
10,184.50 |
| Low |
10,019.20 |
9,935.70 |
-83.50 |
-0.8% |
10,034.40 |
| Close |
10,021.50 |
10,073.40 |
51.90 |
0.5% |
10,137.00 |
| Range |
118.40 |
138.30 |
19.90 |
16.8% |
150.10 |
| ATR |
120.01 |
121.32 |
1.31 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,442.60 |
10,396.30 |
10,149.47 |
|
| R3 |
10,304.30 |
10,258.00 |
10,111.43 |
|
| R2 |
10,166.00 |
10,166.00 |
10,098.76 |
|
| R1 |
10,119.70 |
10,119.70 |
10,086.08 |
10,142.85 |
| PP |
10,027.70 |
10,027.70 |
10,027.70 |
10,039.28 |
| S1 |
9,981.40 |
9,981.40 |
10,060.72 |
10,004.55 |
| S2 |
9,889.40 |
9,889.40 |
10,048.05 |
|
| S3 |
9,751.10 |
9,843.10 |
10,035.37 |
|
| S4 |
9,612.80 |
9,704.80 |
9,997.34 |
|
|
| Weekly Pivots for week ending 28-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,568.93 |
10,503.07 |
10,219.56 |
|
| R3 |
10,418.83 |
10,352.97 |
10,178.28 |
|
| R2 |
10,268.73 |
10,268.73 |
10,164.52 |
|
| R1 |
10,202.87 |
10,202.87 |
10,150.76 |
10,235.80 |
| PP |
10,118.63 |
10,118.63 |
10,118.63 |
10,135.10 |
| S1 |
10,052.77 |
10,052.77 |
10,123.24 |
10,085.70 |
| S2 |
9,968.53 |
9,968.53 |
10,109.48 |
|
| S3 |
9,818.43 |
9,902.67 |
10,095.72 |
|
| S4 |
9,668.33 |
9,752.57 |
10,054.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,184.50 |
9,935.70 |
248.80 |
2.5% |
106.36 |
1.1% |
55% |
False |
True |
|
| 10 |
10,184.50 |
9,892.59 |
291.91 |
2.9% |
103.50 |
1.0% |
62% |
False |
False |
|
| 20 |
10,184.50 |
9,736.42 |
448.08 |
4.4% |
121.41 |
1.2% |
75% |
False |
False |
|
| 40 |
10,184.50 |
9,326.17 |
858.33 |
8.5% |
127.94 |
1.3% |
87% |
False |
False |
|
| 60 |
10,184.50 |
9,000.14 |
1,184.36 |
11.8% |
144.76 |
1.4% |
91% |
False |
False |
|
| 80 |
10,184.50 |
8,062.34 |
2,122.16 |
21.1% |
174.32 |
1.7% |
95% |
False |
False |
|
| 100 |
10,504.10 |
8,062.34 |
2,441.76 |
24.2% |
169.64 |
1.7% |
82% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.0% |
165.11 |
1.6% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,661.78 |
|
2.618 |
10,436.07 |
|
1.618 |
10,297.77 |
|
1.000 |
10,212.30 |
|
0.618 |
10,159.47 |
|
HIGH |
10,074.00 |
|
0.618 |
10,021.17 |
|
0.500 |
10,004.85 |
|
0.382 |
9,988.53 |
|
LOW |
9,935.70 |
|
0.618 |
9,850.23 |
|
1.000 |
9,797.40 |
|
1.618 |
9,711.93 |
|
2.618 |
9,573.63 |
|
4.250 |
9,347.93 |
|
|
| Fisher Pivots for day following 02-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,050.55 |
10,068.97 |
| PP |
10,027.70 |
10,064.53 |
| S1 |
10,004.85 |
10,060.10 |
|