| Trading Metrics calculated at close of trading on 29-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2002 |
29-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,843.05 |
9,865.54 |
22.49 |
0.2% |
9,772.34 |
| High |
9,894.53 |
9,908.16 |
13.63 |
0.1% |
9,897.85 |
| Low |
9,798.56 |
9,616.65 |
-181.91 |
-1.9% |
9,680.51 |
| Close |
9,865.75 |
9,618.24 |
-247.51 |
-2.5% |
9,840.08 |
| Range |
95.97 |
291.51 |
195.54 |
203.8% |
217.34 |
| ATR |
123.71 |
135.69 |
11.99 |
9.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,588.88 |
10,395.07 |
9,778.57 |
|
| R3 |
10,297.37 |
10,103.56 |
9,698.41 |
|
| R2 |
10,005.86 |
10,005.86 |
9,671.68 |
|
| R1 |
9,812.05 |
9,812.05 |
9,644.96 |
9,763.20 |
| PP |
9,714.35 |
9,714.35 |
9,714.35 |
9,689.93 |
| S1 |
9,520.54 |
9,520.54 |
9,591.52 |
9,471.69 |
| S2 |
9,422.84 |
9,422.84 |
9,564.80 |
|
| S3 |
9,131.33 |
9,229.03 |
9,538.07 |
|
| S4 |
8,839.82 |
8,937.52 |
9,457.91 |
|
|
| 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 |
9,908.16 |
9,616.65 |
291.51 |
3.0% |
149.17 |
1.6% |
1% |
True |
True |
|
| 10 |
9,986.21 |
9,616.65 |
369.56 |
3.8% |
145.62 |
1.5% |
0% |
False |
True |
|
| 20 |
10,300.20 |
9,616.65 |
683.55 |
7.1% |
131.30 |
1.4% |
0% |
False |
True |
|
| 40 |
10,300.20 |
9,616.65 |
683.55 |
7.1% |
125.78 |
1.3% |
0% |
False |
True |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.4% |
131.52 |
1.4% |
47% |
False |
False |
|
| 80 |
10,300.20 |
8,951.07 |
1,349.13 |
14.0% |
142.22 |
1.5% |
49% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.3% |
167.13 |
1.7% |
70% |
False |
False |
|
| 120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.5% |
162.89 |
1.7% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,147.08 |
|
2.618 |
10,671.33 |
|
1.618 |
10,379.82 |
|
1.000 |
10,199.67 |
|
0.618 |
10,088.31 |
|
HIGH |
9,908.16 |
|
0.618 |
9,796.80 |
|
0.500 |
9,762.41 |
|
0.382 |
9,728.01 |
|
LOW |
9,616.65 |
|
0.618 |
9,436.50 |
|
1.000 |
9,325.14 |
|
1.618 |
9,144.99 |
|
2.618 |
8,853.48 |
|
4.250 |
8,377.73 |
|
|
| Fisher Pivots for day following 29-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,762.41 |
9,762.41 |
| PP |
9,714.35 |
9,714.35 |
| S1 |
9,666.30 |
9,666.30 |
|