| Trading Metrics calculated at close of trading on 15-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2002 |
15-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,985.38 |
9,892.73 |
-92.65 |
-0.9% |
10,261.30 |
| High |
9,985.38 |
9,986.21 |
0.83 |
0.0% |
10,300.20 |
| Low |
9,889.27 |
9,865.61 |
-23.66 |
-0.2% |
9,985.25 |
| Close |
9,891.42 |
9,924.15 |
32.73 |
0.3% |
9,987.53 |
| Range |
96.11 |
120.60 |
24.49 |
25.5% |
314.95 |
| ATR |
117.98 |
118.17 |
0.19 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,287.12 |
10,226.24 |
9,990.48 |
|
| R3 |
10,166.52 |
10,105.64 |
9,957.32 |
|
| R2 |
10,045.92 |
10,045.92 |
9,946.26 |
|
| R1 |
9,985.04 |
9,985.04 |
9,935.21 |
10,015.48 |
| PP |
9,925.32 |
9,925.32 |
9,925.32 |
9,940.55 |
| S1 |
9,864.44 |
9,864.44 |
9,913.10 |
9,894.88 |
| S2 |
9,804.72 |
9,804.72 |
9,902.04 |
|
| S3 |
9,684.12 |
9,743.84 |
9,890.99 |
|
| S4 |
9,563.52 |
9,623.24 |
9,857.82 |
|
|
| Weekly Pivots for week ending 11-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,035.84 |
10,826.64 |
10,160.75 |
|
| R3 |
10,720.89 |
10,511.69 |
10,074.14 |
|
| R2 |
10,405.94 |
10,405.94 |
10,045.27 |
|
| R1 |
10,196.74 |
10,196.74 |
10,016.40 |
10,143.87 |
| PP |
10,090.99 |
10,090.99 |
10,090.99 |
10,064.56 |
| S1 |
9,881.79 |
9,881.79 |
9,958.66 |
9,828.92 |
| S2 |
9,776.04 |
9,776.04 |
9,929.79 |
|
| S3 |
9,461.09 |
9,566.84 |
9,900.92 |
|
| S4 |
9,146.14 |
9,251.89 |
9,814.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,270.90 |
9,865.61 |
405.29 |
4.1% |
120.17 |
1.2% |
14% |
False |
True |
|
| 10 |
10,300.20 |
9,865.61 |
434.59 |
4.4% |
117.20 |
1.2% |
13% |
False |
True |
|
| 20 |
10,300.20 |
9,798.84 |
501.36 |
5.1% |
110.04 |
1.1% |
25% |
False |
False |
|
| 40 |
10,300.20 |
9,691.39 |
608.81 |
6.1% |
119.42 |
1.2% |
38% |
False |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
137.64 |
1.4% |
71% |
False |
False |
|
| 80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.5% |
151.88 |
1.5% |
83% |
False |
False |
|
| 100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.0% |
167.95 |
1.7% |
78% |
False |
False |
|
| 120 |
10,609.70 |
8,062.34 |
2,547.36 |
25.7% |
162.46 |
1.6% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,498.76 |
|
2.618 |
10,301.94 |
|
1.618 |
10,181.34 |
|
1.000 |
10,106.81 |
|
0.618 |
10,060.74 |
|
HIGH |
9,986.21 |
|
0.618 |
9,940.14 |
|
0.500 |
9,925.91 |
|
0.382 |
9,911.68 |
|
LOW |
9,865.61 |
|
0.618 |
9,791.08 |
|
1.000 |
9,745.01 |
|
1.618 |
9,670.48 |
|
2.618 |
9,549.88 |
|
4.250 |
9,353.06 |
|
|
| Fisher Pivots for day following 15-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,925.91 |
9,982.01 |
| PP |
9,925.32 |
9,962.72 |
| S1 |
9,924.74 |
9,943.44 |
|