| Trading Metrics calculated at close of trading on 19-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2001 |
19-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,871.51 |
9,870.45 |
-1.06 |
0.0% |
9,606.13 |
| High |
9,908.79 |
9,976.46 |
67.67 |
0.7% |
9,908.79 |
| Low |
9,792.47 |
9,870.45 |
77.98 |
0.8% |
9,408.58 |
| Close |
9,866.99 |
9,976.46 |
109.47 |
1.1% |
9,866.99 |
| Range |
116.32 |
106.01 |
-10.31 |
-8.9% |
500.21 |
| ATR |
169.01 |
164.75 |
-4.25 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,259.15 |
10,223.82 |
10,034.77 |
|
| R3 |
10,153.14 |
10,117.81 |
10,005.61 |
|
| R2 |
10,047.13 |
10,047.13 |
9,995.90 |
|
| R1 |
10,011.80 |
10,011.80 |
9,986.18 |
10,029.47 |
| PP |
9,941.12 |
9,941.12 |
9,941.12 |
9,949.96 |
| S1 |
9,905.79 |
9,905.79 |
9,966.74 |
9,923.46 |
| S2 |
9,835.11 |
9,835.11 |
9,957.02 |
|
| S3 |
9,729.10 |
9,799.78 |
9,947.31 |
|
| S4 |
9,623.09 |
9,693.77 |
9,918.15 |
|
|
| Weekly Pivots for week ending 16-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,228.75 |
11,048.08 |
10,142.11 |
|
| R3 |
10,728.54 |
10,547.87 |
10,004.55 |
|
| R2 |
10,228.33 |
10,228.33 |
9,958.70 |
|
| R1 |
10,047.66 |
10,047.66 |
9,912.84 |
10,138.00 |
| PP |
9,728.12 |
9,728.12 |
9,728.12 |
9,773.29 |
| S1 |
9,547.45 |
9,547.45 |
9,821.14 |
9,637.79 |
| S2 |
9,227.91 |
9,227.91 |
9,775.28 |
|
| S3 |
8,727.70 |
9,047.24 |
9,729.43 |
|
| S4 |
8,227.49 |
8,547.03 |
9,591.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,976.46 |
9,551.43 |
425.03 |
4.3% |
127.89 |
1.3% |
100% |
True |
False |
|
| 10 |
9,976.46 |
9,386.51 |
589.95 |
5.9% |
144.68 |
1.5% |
100% |
True |
False |
|
| 20 |
9,976.46 |
9,014.46 |
962.00 |
9.6% |
167.08 |
1.7% |
100% |
True |
False |
|
| 40 |
9,976.46 |
8,471.97 |
1,504.49 |
15.1% |
170.32 |
1.7% |
100% |
True |
False |
|
| 60 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
198.77 |
2.0% |
80% |
False |
False |
|
| 80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.5% |
183.61 |
1.8% |
75% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.2% |
176.43 |
1.8% |
73% |
False |
False |
|
| 120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.4% |
170.98 |
1.7% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,427.00 |
|
2.618 |
10,253.99 |
|
1.618 |
10,147.98 |
|
1.000 |
10,082.47 |
|
0.618 |
10,041.97 |
|
HIGH |
9,976.46 |
|
0.618 |
9,935.96 |
|
0.500 |
9,923.46 |
|
0.382 |
9,910.95 |
|
LOW |
9,870.45 |
|
0.618 |
9,804.94 |
|
1.000 |
9,764.44 |
|
1.618 |
9,698.93 |
|
2.618 |
9,592.92 |
|
4.250 |
9,419.91 |
|
|
| Fisher Pivots for day following 19-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,958.79 |
9,945.80 |
| PP |
9,941.12 |
9,915.13 |
| S1 |
9,923.46 |
9,884.47 |
|