| Trading Metrics calculated at close of trading on 09-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2002 |
09-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
10,195.80 |
10,153.20 |
-42.60 |
-0.4% |
10,136.40 |
| High |
10,211.20 |
10,270.90 |
59.70 |
0.6% |
10,283.70 |
| Low |
10,121.40 |
10,069.50 |
-51.90 |
-0.5% |
9,935.70 |
| Close |
10,150.50 |
10,094.10 |
-56.40 |
-0.6% |
10,259.70 |
| Range |
89.80 |
201.40 |
111.60 |
124.3% |
348.00 |
| ATR |
117.90 |
123.86 |
5.96 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,749.03 |
10,622.97 |
10,204.87 |
|
| R3 |
10,547.63 |
10,421.57 |
10,149.49 |
|
| R2 |
10,346.23 |
10,346.23 |
10,131.02 |
|
| R1 |
10,220.17 |
10,220.17 |
10,112.56 |
10,182.50 |
| PP |
10,144.83 |
10,144.83 |
10,144.83 |
10,126.00 |
| S1 |
10,018.77 |
10,018.77 |
10,075.64 |
9,981.10 |
| S2 |
9,943.43 |
9,943.43 |
10,057.18 |
|
| S3 |
9,742.03 |
9,817.37 |
10,038.72 |
|
| S4 |
9,540.63 |
9,615.97 |
9,983.33 |
|
|
| 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 |
10,052.00 |
248.20 |
2.5% |
126.84 |
1.3% |
17% |
False |
False |
|
| 10 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
116.60 |
1.2% |
43% |
False |
False |
|
| 20 |
10,300.20 |
9,736.42 |
563.78 |
5.6% |
116.01 |
1.1% |
63% |
False |
False |
|
| 40 |
10,300.20 |
9,408.58 |
891.62 |
8.8% |
124.80 |
1.2% |
77% |
False |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
12.7% |
140.78 |
1.4% |
84% |
False |
False |
|
| 80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.2% |
168.09 |
1.7% |
91% |
False |
False |
|
| 100 |
10,478.80 |
8,062.34 |
2,416.46 |
23.9% |
168.18 |
1.7% |
84% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.9% |
163.97 |
1.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,126.85 |
|
2.618 |
10,798.17 |
|
1.618 |
10,596.77 |
|
1.000 |
10,472.30 |
|
0.618 |
10,395.37 |
|
HIGH |
10,270.90 |
|
0.618 |
10,193.97 |
|
0.500 |
10,170.20 |
|
0.382 |
10,146.43 |
|
LOW |
10,069.50 |
|
0.618 |
9,945.03 |
|
1.000 |
9,868.10 |
|
1.618 |
9,743.63 |
|
2.618 |
9,542.23 |
|
4.250 |
9,213.55 |
|
|
| Fisher Pivots for day following 09-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,170.20 |
10,184.85 |
| PP |
10,144.83 |
10,154.60 |
| S1 |
10,119.47 |
10,124.35 |
|