Day Change Summary |
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Previous |
Current |
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03-Jan-2002 |
04-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
1,618.30 |
1,685.54 |
67.24 |
4.2% |
1,617.35 |
High |
1,667.19 |
1,698.46 |
31.27 |
1.9% |
1,698.46 |
Low |
1,618.30 |
1,645.32 |
27.02 |
1.7% |
1,565.08 |
Close |
1,666.66 |
1,675.03 |
8.37 |
0.5% |
1,675.03 |
Range |
48.89 |
53.14 |
4.25 |
8.7% |
133.38 |
ATR |
45.64 |
46.18 |
0.54 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jan-2002 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.36 |
1,806.83 |
1,704.26 |
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R3 |
1,779.22 |
1,753.69 |
1,689.64 |
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R2 |
1,726.08 |
1,726.08 |
1,684.77 |
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R1 |
1,700.55 |
1,700.55 |
1,679.90 |
1,686.75 |
PP |
1,672.94 |
1,672.94 |
1,672.94 |
1,666.03 |
S1 |
1,647.41 |
1,647.41 |
1,670.16 |
1,633.61 |
S2 |
1,619.80 |
1,619.80 |
1,665.29 |
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S3 |
1,566.66 |
1,594.27 |
1,660.42 |
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S4 |
1,513.52 |
1,541.13 |
1,645.80 |
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Weekly Pivots for week ending 04-Jan-2002 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.33 |
1,994.06 |
1,748.39 |
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R3 |
1,912.95 |
1,860.68 |
1,711.71 |
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R2 |
1,779.57 |
1,779.57 |
1,699.48 |
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R1 |
1,727.30 |
1,727.30 |
1,687.26 |
1,753.44 |
PP |
1,646.19 |
1,646.19 |
1,646.19 |
1,659.26 |
S1 |
1,593.92 |
1,593.92 |
1,662.80 |
1,620.06 |
S2 |
1,512.81 |
1,512.81 |
1,650.58 |
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S3 |
1,379.43 |
1,460.54 |
1,638.35 |
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S4 |
1,246.05 |
1,327.16 |
1,601.67 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,698.46 |
1,565.08 |
133.38 |
8.0% |
42.90 |
2.6% |
82% |
True |
False |
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10 |
1,698.46 |
1,557.18 |
141.28 |
8.4% |
36.77 |
2.2% |
83% |
True |
False |
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20 |
1,734.58 |
1,557.18 |
177.40 |
10.6% |
39.19 |
2.3% |
66% |
False |
False |
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40 |
1,734.58 |
1,463.12 |
271.46 |
16.2% |
44.04 |
2.6% |
78% |
False |
False |
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60 |
1,734.58 |
1,235.42 |
499.16 |
29.8% |
48.40 |
2.9% |
88% |
False |
False |
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80 |
1,734.58 |
1,088.96 |
645.62 |
38.5% |
51.86 |
3.1% |
91% |
False |
False |
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100 |
1,734.58 |
1,088.96 |
645.62 |
38.5% |
52.43 |
3.1% |
91% |
False |
False |
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120 |
1,782.52 |
1,088.96 |
693.56 |
41.4% |
52.06 |
3.1% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,924.31 |
2.618 |
1,837.58 |
1.618 |
1,784.44 |
1.000 |
1,751.60 |
0.618 |
1,731.30 |
HIGH |
1,698.46 |
0.618 |
1,678.16 |
0.500 |
1,671.89 |
0.382 |
1,665.62 |
LOW |
1,645.32 |
0.618 |
1,612.48 |
1.000 |
1,592.18 |
1.618 |
1,559.34 |
2.618 |
1,506.20 |
4.250 |
1,419.48 |
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