Trading Metrics calculated at close of trading on 28-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2002 |
28-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,793.23 |
9,843.05 |
49.82 |
0.5% |
9,772.34 |
High |
9,897.85 |
9,894.53 |
-3.32 |
0.0% |
9,897.85 |
Low |
9,755.11 |
9,798.56 |
43.45 |
0.4% |
9,680.51 |
Close |
9,840.08 |
9,865.75 |
25.67 |
0.3% |
9,840.08 |
Range |
142.74 |
95.97 |
-46.77 |
-32.8% |
217.34 |
ATR |
125.84 |
123.71 |
-2.13 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,140.86 |
10,099.27 |
9,918.53 |
|
R3 |
10,044.89 |
10,003.30 |
9,892.14 |
|
R2 |
9,948.92 |
9,948.92 |
9,883.34 |
|
R1 |
9,907.33 |
9,907.33 |
9,874.55 |
9,928.13 |
PP |
9,852.95 |
9,852.95 |
9,852.95 |
9,863.34 |
S1 |
9,811.36 |
9,811.36 |
9,856.95 |
9,832.16 |
S2 |
9,756.98 |
9,756.98 |
9,848.16 |
|
S3 |
9,661.01 |
9,715.39 |
9,839.36 |
|
S4 |
9,565.04 |
9,619.42 |
9,812.97 |
|
|
Weekly Pivots for week ending 25-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,458.17 |
10,366.46 |
9,959.62 |
|
R3 |
10,240.83 |
10,149.12 |
9,899.85 |
|
R2 |
10,023.49 |
10,023.49 |
9,879.93 |
|
R1 |
9,931.78 |
9,931.78 |
9,860.00 |
9,977.64 |
PP |
9,806.15 |
9,806.15 |
9,806.15 |
9,829.07 |
S1 |
9,714.44 |
9,714.44 |
9,820.16 |
9,760.30 |
S2 |
9,588.81 |
9,588.81 |
9,800.23 |
|
S3 |
9,371.47 |
9,497.10 |
9,780.31 |
|
S4 |
9,154.13 |
9,279.76 |
9,720.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,897.85 |
9,680.51 |
217.34 |
2.2% |
120.12 |
1.2% |
85% |
False |
False |
|
10 |
9,986.21 |
9,680.51 |
305.70 |
3.1% |
126.08 |
1.3% |
61% |
False |
False |
|
20 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
120.45 |
1.2% |
30% |
False |
False |
|
40 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
121.94 |
1.2% |
30% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
129.31 |
1.3% |
66% |
False |
False |
|
80 |
10,300.20 |
8,860.84 |
1,439.36 |
14.6% |
142.17 |
1.4% |
70% |
False |
False |
|
100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.7% |
166.13 |
1.7% |
81% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
25.8% |
161.43 |
1.6% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,302.40 |
2.618 |
10,145.78 |
1.618 |
10,049.81 |
1.000 |
9,990.50 |
0.618 |
9,953.84 |
HIGH |
9,894.53 |
0.618 |
9,857.87 |
0.500 |
9,846.55 |
0.382 |
9,835.22 |
LOW |
9,798.56 |
0.618 |
9,739.25 |
1.000 |
9,702.59 |
1.618 |
9,643.28 |
2.618 |
9,547.31 |
4.250 |
9,390.69 |
|
|
Fisher Pivots for day following 28-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,859.35 |
9,849.18 |
PP |
9,852.95 |
9,832.60 |
S1 |
9,846.55 |
9,816.03 |
|