| Trading Metrics calculated at close of trading on 16-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2002 |
16-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,892.73 |
9,916.54 |
23.81 |
0.2% |
10,261.30 |
| High |
9,986.21 |
9,916.54 |
-69.67 |
-0.7% |
10,300.20 |
| Low |
9,865.61 |
9,711.10 |
-154.51 |
-1.6% |
9,985.25 |
| Close |
9,924.15 |
9,712.27 |
-211.88 |
-2.1% |
9,987.53 |
| Range |
120.60 |
205.44 |
84.84 |
70.3% |
314.95 |
| ATR |
118.17 |
124.95 |
6.78 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,396.29 |
10,259.72 |
9,825.26 |
|
| R3 |
10,190.85 |
10,054.28 |
9,768.77 |
|
| R2 |
9,985.41 |
9,985.41 |
9,749.93 |
|
| R1 |
9,848.84 |
9,848.84 |
9,731.10 |
9,814.41 |
| PP |
9,779.97 |
9,779.97 |
9,779.97 |
9,762.75 |
| S1 |
9,643.40 |
9,643.40 |
9,693.44 |
9,608.97 |
| S2 |
9,574.53 |
9,574.53 |
9,674.61 |
|
| S3 |
9,369.09 |
9,437.96 |
9,655.77 |
|
| S4 |
9,163.65 |
9,232.52 |
9,599.28 |
|
|
| 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 |
10,101.80 |
9,711.10 |
390.70 |
4.0% |
120.98 |
1.2% |
0% |
False |
True |
|
| 10 |
10,300.20 |
9,711.10 |
589.10 |
6.1% |
123.91 |
1.3% |
0% |
False |
True |
|
| 20 |
10,300.20 |
9,711.10 |
589.10 |
6.1% |
113.71 |
1.2% |
0% |
False |
True |
|
| 40 |
10,300.20 |
9,691.39 |
608.81 |
6.3% |
121.64 |
1.3% |
3% |
False |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
138.78 |
1.4% |
54% |
False |
False |
|
| 80 |
10,300.20 |
8,242.32 |
2,057.88 |
21.2% |
149.75 |
1.5% |
71% |
False |
False |
|
| 100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.5% |
167.95 |
1.7% |
69% |
False |
False |
|
| 120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.2% |
163.53 |
1.7% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,789.66 |
|
2.618 |
10,454.38 |
|
1.618 |
10,248.94 |
|
1.000 |
10,121.98 |
|
0.618 |
10,043.50 |
|
HIGH |
9,916.54 |
|
0.618 |
9,838.06 |
|
0.500 |
9,813.82 |
|
0.382 |
9,789.58 |
|
LOW |
9,711.10 |
|
0.618 |
9,584.14 |
|
1.000 |
9,505.66 |
|
1.618 |
9,378.70 |
|
2.618 |
9,173.26 |
|
4.250 |
8,837.98 |
|
|
| Fisher Pivots for day following 16-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,813.82 |
9,848.66 |
| PP |
9,779.97 |
9,803.19 |
| S1 |
9,746.12 |
9,757.73 |
|