| Trading Metrics calculated at close of trading on 17-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2002 |
17-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,916.54 |
9,712.21 |
-204.33 |
-2.1% |
10,261.30 |
| High |
9,916.54 |
9,857.79 |
-58.75 |
-0.6% |
10,300.20 |
| Low |
9,711.10 |
9,712.21 |
1.11 |
0.0% |
9,985.25 |
| Close |
9,712.27 |
9,850.04 |
137.77 |
1.4% |
9,987.53 |
| Range |
205.44 |
145.58 |
-59.86 |
-29.1% |
314.95 |
| ATR |
124.95 |
126.42 |
1.47 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,243.42 |
10,192.31 |
9,930.11 |
|
| R3 |
10,097.84 |
10,046.73 |
9,890.07 |
|
| R2 |
9,952.26 |
9,952.26 |
9,876.73 |
|
| R1 |
9,901.15 |
9,901.15 |
9,863.38 |
9,926.71 |
| PP |
9,806.68 |
9,806.68 |
9,806.68 |
9,819.46 |
| S1 |
9,755.57 |
9,755.57 |
9,836.70 |
9,781.13 |
| S2 |
9,661.10 |
9,661.10 |
9,823.35 |
|
| S3 |
9,515.52 |
9,609.99 |
9,810.01 |
|
| S4 |
9,369.94 |
9,464.41 |
9,769.97 |
|
|
| 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 |
10,098.40 |
9,711.10 |
387.30 |
3.9% |
136.18 |
1.4% |
36% |
False |
False |
|
| 10 |
10,300.20 |
9,711.10 |
589.10 |
6.0% |
126.27 |
1.3% |
24% |
False |
False |
|
| 20 |
10,300.20 |
9,711.10 |
589.10 |
6.0% |
114.85 |
1.2% |
24% |
False |
False |
|
| 40 |
10,300.20 |
9,691.39 |
608.81 |
6.2% |
122.63 |
1.2% |
26% |
False |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.1% |
137.45 |
1.4% |
65% |
False |
False |
|
| 80 |
10,300.20 |
8,471.97 |
1,828.23 |
18.6% |
146.48 |
1.5% |
75% |
False |
False |
|
| 100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.2% |
168.31 |
1.7% |
75% |
False |
False |
|
| 120 |
10,609.70 |
8,062.34 |
2,547.36 |
25.9% |
163.28 |
1.7% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,476.51 |
|
2.618 |
10,238.92 |
|
1.618 |
10,093.34 |
|
1.000 |
10,003.37 |
|
0.618 |
9,947.76 |
|
HIGH |
9,857.79 |
|
0.618 |
9,802.18 |
|
0.500 |
9,785.00 |
|
0.382 |
9,767.82 |
|
LOW |
9,712.21 |
|
0.618 |
9,622.24 |
|
1.000 |
9,566.63 |
|
1.618 |
9,476.66 |
|
2.618 |
9,331.08 |
|
4.250 |
9,093.50 |
|
|
| Fisher Pivots for day following 17-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,828.36 |
9,849.58 |
| PP |
9,806.68 |
9,849.12 |
| S1 |
9,785.00 |
9,848.66 |
|