| Trading Metrics calculated at close of trading on 14-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2001 |
14-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,551.43 |
9,751.13 |
199.70 |
2.1% |
9,326.59 |
| High |
9,755.78 |
9,859.38 |
103.60 |
1.1% |
9,721.75 |
| Low |
9,551.43 |
9,741.41 |
189.98 |
2.0% |
9,326.17 |
| Close |
9,750.95 |
9,823.61 |
72.66 |
0.7% |
9,608.00 |
| Range |
204.35 |
117.97 |
-86.38 |
-42.3% |
395.58 |
| ATR |
183.78 |
179.08 |
-4.70 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,162.04 |
10,110.80 |
9,888.49 |
|
| R3 |
10,044.07 |
9,992.83 |
9,856.05 |
|
| R2 |
9,926.10 |
9,926.10 |
9,845.24 |
|
| R1 |
9,874.86 |
9,874.86 |
9,834.42 |
9,900.48 |
| PP |
9,808.13 |
9,808.13 |
9,808.13 |
9,820.95 |
| S1 |
9,756.89 |
9,756.89 |
9,812.80 |
9,782.51 |
| S2 |
9,690.16 |
9,690.16 |
9,801.98 |
|
| S3 |
9,572.19 |
9,638.92 |
9,791.17 |
|
| S4 |
9,454.22 |
9,520.95 |
9,758.73 |
|
|
| Weekly Pivots for week ending 09-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,738.71 |
10,568.94 |
9,825.57 |
|
| R3 |
10,343.13 |
10,173.36 |
9,716.78 |
|
| R2 |
9,947.55 |
9,947.55 |
9,680.52 |
|
| R1 |
9,777.78 |
9,777.78 |
9,644.26 |
9,862.67 |
| PP |
9,551.97 |
9,551.97 |
9,551.97 |
9,594.42 |
| S1 |
9,382.20 |
9,382.20 |
9,571.74 |
9,467.09 |
| S2 |
9,156.39 |
9,156.39 |
9,535.48 |
|
| S3 |
8,760.81 |
8,986.62 |
9,499.22 |
|
| S4 |
8,365.23 |
8,591.04 |
9,390.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,859.38 |
9,408.58 |
450.80 |
4.6% |
158.77 |
1.6% |
92% |
True |
False |
|
| 10 |
9,859.38 |
9,014.46 |
844.92 |
8.6% |
168.41 |
1.7% |
96% |
True |
False |
|
| 20 |
9,859.38 |
9,014.46 |
844.92 |
8.6% |
174.33 |
1.8% |
96% |
True |
False |
|
| 40 |
9,859.38 |
8,062.34 |
1,797.04 |
18.3% |
191.30 |
1.9% |
98% |
True |
False |
|
| 60 |
10,441.40 |
8,062.34 |
2,379.06 |
24.2% |
200.78 |
2.0% |
74% |
False |
False |
|
| 80 |
10,679.10 |
8,062.34 |
2,616.76 |
26.6% |
184.74 |
1.9% |
67% |
False |
False |
|
| 100 |
10,759.60 |
8,062.34 |
2,697.26 |
27.5% |
177.77 |
1.8% |
65% |
False |
False |
|
| 120 |
11,350.00 |
8,062.34 |
3,287.66 |
33.5% |
171.67 |
1.7% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,360.75 |
|
2.618 |
10,168.23 |
|
1.618 |
10,050.26 |
|
1.000 |
9,977.35 |
|
0.618 |
9,932.29 |
|
HIGH |
9,859.38 |
|
0.618 |
9,814.32 |
|
0.500 |
9,800.40 |
|
0.382 |
9,786.47 |
|
LOW |
9,741.41 |
|
0.618 |
9,668.50 |
|
1.000 |
9,623.44 |
|
1.618 |
9,550.53 |
|
2.618 |
9,432.56 |
|
4.250 |
9,240.04 |
|
|
| Fisher Pivots for day following 14-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,815.87 |
9,760.40 |
| PP |
9,808.13 |
9,697.19 |
| S1 |
9,800.40 |
9,633.98 |
|