| Trading Metrics calculated at close of trading on 15-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2001 |
15-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,751.13 |
9,824.65 |
73.52 |
0.8% |
9,326.59 |
| High |
9,859.38 |
9,903.04 |
43.66 |
0.4% |
9,721.75 |
| Low |
9,741.41 |
9,808.25 |
66.84 |
0.7% |
9,326.17 |
| Close |
9,823.61 |
9,872.39 |
48.78 |
0.5% |
9,608.00 |
| Range |
117.97 |
94.79 |
-23.18 |
-19.6% |
395.58 |
| ATR |
179.08 |
173.06 |
-6.02 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,145.60 |
10,103.78 |
9,924.52 |
|
| R3 |
10,050.81 |
10,008.99 |
9,898.46 |
|
| R2 |
9,956.02 |
9,956.02 |
9,889.77 |
|
| R1 |
9,914.20 |
9,914.20 |
9,881.08 |
9,935.11 |
| PP |
9,861.23 |
9,861.23 |
9,861.23 |
9,871.68 |
| S1 |
9,819.41 |
9,819.41 |
9,863.70 |
9,840.32 |
| S2 |
9,766.44 |
9,766.44 |
9,855.01 |
|
| S3 |
9,671.65 |
9,724.62 |
9,846.32 |
|
| S4 |
9,576.86 |
9,629.83 |
9,820.26 |
|
|
| 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 |
9,903.04 |
9,408.58 |
494.46 |
5.0% |
145.06 |
1.5% |
94% |
True |
False |
|
| 10 |
9,903.04 |
9,209.65 |
693.39 |
7.0% |
150.89 |
1.5% |
96% |
True |
False |
|
| 20 |
9,903.04 |
9,014.46 |
888.58 |
9.0% |
174.09 |
1.8% |
97% |
True |
False |
|
| 40 |
9,903.04 |
8,062.34 |
1,840.70 |
18.6% |
184.34 |
1.9% |
98% |
True |
False |
|
| 60 |
10,441.40 |
8,062.34 |
2,379.06 |
24.1% |
200.30 |
2.0% |
76% |
False |
False |
|
| 80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.8% |
183.98 |
1.9% |
71% |
False |
False |
|
| 100 |
10,759.60 |
8,062.34 |
2,697.26 |
27.3% |
177.34 |
1.8% |
67% |
False |
False |
|
| 120 |
11,262.30 |
8,062.34 |
3,199.96 |
32.4% |
171.54 |
1.7% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,305.90 |
|
2.618 |
10,151.20 |
|
1.618 |
10,056.41 |
|
1.000 |
9,997.83 |
|
0.618 |
9,961.62 |
|
HIGH |
9,903.04 |
|
0.618 |
9,866.83 |
|
0.500 |
9,855.65 |
|
0.382 |
9,844.46 |
|
LOW |
9,808.25 |
|
0.618 |
9,749.67 |
|
1.000 |
9,713.46 |
|
1.618 |
9,654.88 |
|
2.618 |
9,560.09 |
|
4.250 |
9,405.39 |
|
|
| Fisher Pivots for day following 15-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,866.81 |
9,824.01 |
| PP |
9,861.23 |
9,775.62 |
| S1 |
9,855.65 |
9,727.24 |
|