Trading Metrics calculated at close of trading on 22-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2002 |
22-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,830.94 |
9,772.34 |
-58.60 |
-0.6% |
9,985.38 |
High |
9,830.94 |
9,842.84 |
11.90 |
0.1% |
9,986.21 |
Low |
9,738.43 |
9,696.57 |
-41.86 |
-0.4% |
9,711.10 |
Close |
9,771.85 |
9,713.80 |
-58.05 |
-0.6% |
9,771.85 |
Range |
92.51 |
146.27 |
53.76 |
58.1% |
275.11 |
ATR |
125.36 |
126.85 |
1.49 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,189.88 |
10,098.11 |
9,794.25 |
|
R3 |
10,043.61 |
9,951.84 |
9,754.02 |
|
R2 |
9,897.34 |
9,897.34 |
9,740.62 |
|
R1 |
9,805.57 |
9,805.57 |
9,727.21 |
9,778.32 |
PP |
9,751.07 |
9,751.07 |
9,751.07 |
9,737.45 |
S1 |
9,659.30 |
9,659.30 |
9,700.39 |
9,632.05 |
S2 |
9,604.80 |
9,604.80 |
9,686.98 |
|
S3 |
9,458.53 |
9,513.03 |
9,673.58 |
|
S4 |
9,312.26 |
9,366.76 |
9,633.35 |
|
|
Weekly Pivots for week ending 18-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,648.38 |
10,485.23 |
9,923.16 |
|
R3 |
10,373.27 |
10,210.12 |
9,847.51 |
|
R2 |
10,098.16 |
10,098.16 |
9,822.29 |
|
R1 |
9,935.01 |
9,935.01 |
9,797.07 |
9,879.03 |
PP |
9,823.05 |
9,823.05 |
9,823.05 |
9,795.07 |
S1 |
9,659.90 |
9,659.90 |
9,746.63 |
9,603.92 |
S2 |
9,547.94 |
9,547.94 |
9,721.41 |
|
S3 |
9,272.83 |
9,384.79 |
9,696.19 |
|
S4 |
8,997.72 |
9,109.68 |
9,620.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,986.21 |
9,696.57 |
289.64 |
3.0% |
142.08 |
1.5% |
6% |
False |
True |
|
10 |
10,270.90 |
9,696.57 |
574.33 |
5.9% |
128.05 |
1.3% |
3% |
False |
True |
|
20 |
10,300.20 |
9,696.57 |
603.63 |
6.2% |
113.82 |
1.2% |
3% |
False |
True |
|
40 |
10,300.20 |
9,691.39 |
608.81 |
6.3% |
124.08 |
1.3% |
4% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
137.28 |
1.4% |
54% |
False |
False |
|
80 |
10,300.20 |
8,471.97 |
1,828.23 |
18.8% |
144.71 |
1.5% |
68% |
False |
False |
|
100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.5% |
166.77 |
1.7% |
69% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.2% |
162.07 |
1.7% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,464.49 |
2.618 |
10,225.77 |
1.618 |
10,079.50 |
1.000 |
9,989.11 |
0.618 |
9,933.23 |
HIGH |
9,842.84 |
0.618 |
9,786.96 |
0.500 |
9,769.71 |
0.382 |
9,752.45 |
LOW |
9,696.57 |
0.618 |
9,606.18 |
1.000 |
9,550.30 |
1.618 |
9,459.91 |
2.618 |
9,313.64 |
4.250 |
9,074.92 |
|
|
Fisher Pivots for day following 22-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,769.71 |
9,777.18 |
PP |
9,751.07 |
9,756.05 |
S1 |
9,732.44 |
9,734.93 |
|