| Trading Metrics calculated at close of trading on 07-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2002 |
07-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
10,176.80 |
10,261.30 |
84.50 |
0.8% |
10,136.40 |
| High |
10,283.70 |
10,300.20 |
16.50 |
0.2% |
10,283.70 |
| Low |
10,174.80 |
10,188.10 |
13.30 |
0.1% |
9,935.70 |
| Close |
10,259.70 |
10,197.00 |
-62.70 |
-0.6% |
10,259.70 |
| Range |
108.90 |
112.10 |
3.20 |
2.9% |
348.00 |
| ATR |
120.67 |
120.06 |
-0.61 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,564.73 |
10,492.97 |
10,258.66 |
|
| R3 |
10,452.63 |
10,380.87 |
10,227.83 |
|
| R2 |
10,340.53 |
10,340.53 |
10,217.55 |
|
| R1 |
10,268.77 |
10,268.77 |
10,207.28 |
10,248.60 |
| PP |
10,228.43 |
10,228.43 |
10,228.43 |
10,218.35 |
| S1 |
10,156.67 |
10,156.67 |
10,186.72 |
10,136.50 |
| S2 |
10,116.33 |
10,116.33 |
10,176.45 |
|
| S3 |
10,004.23 |
10,044.57 |
10,166.17 |
|
| S4 |
9,892.13 |
9,932.47 |
10,135.35 |
|
|
| Weekly Pivots for week ending 04-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,203.70 |
11,079.70 |
10,451.10 |
|
| R3 |
10,855.70 |
10,731.70 |
10,355.40 |
|
| R2 |
10,507.70 |
10,507.70 |
10,323.50 |
|
| R1 |
10,383.70 |
10,383.70 |
10,291.60 |
10,445.70 |
| PP |
10,159.70 |
10,159.70 |
10,159.70 |
10,190.70 |
| S1 |
10,035.70 |
10,035.70 |
10,227.80 |
10,097.70 |
| S2 |
9,811.70 |
9,811.70 |
10,195.90 |
|
| S3 |
9,463.70 |
9,687.70 |
10,164.00 |
|
| S4 |
9,115.70 |
9,339.70 |
10,068.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
119.94 |
1.2% |
72% |
True |
False |
|
| 10 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
99.60 |
1.0% |
72% |
True |
False |
|
| 20 |
10,300.20 |
9,736.42 |
563.78 |
5.5% |
113.99 |
1.1% |
82% |
True |
False |
|
| 40 |
10,300.20 |
9,408.58 |
891.62 |
8.7% |
124.37 |
1.2% |
88% |
True |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
12.6% |
142.67 |
1.4% |
92% |
True |
False |
|
| 80 |
10,300.20 |
8,062.34 |
2,237.86 |
21.9% |
170.22 |
1.7% |
95% |
True |
False |
|
| 100 |
10,478.80 |
8,062.34 |
2,416.46 |
23.7% |
168.70 |
1.7% |
88% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.7% |
164.42 |
1.6% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,776.63 |
|
2.618 |
10,593.68 |
|
1.618 |
10,481.58 |
|
1.000 |
10,412.30 |
|
0.618 |
10,369.48 |
|
HIGH |
10,300.20 |
|
0.618 |
10,257.38 |
|
0.500 |
10,244.15 |
|
0.382 |
10,230.92 |
|
LOW |
10,188.10 |
|
0.618 |
10,118.82 |
|
1.000 |
10,076.00 |
|
1.618 |
10,006.72 |
|
2.618 |
9,894.62 |
|
4.250 |
9,711.68 |
|
|
| Fisher Pivots for day following 07-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,244.15 |
10,190.03 |
| PP |
10,228.43 |
10,183.07 |
| S1 |
10,212.72 |
10,176.10 |
|