| Trading Metrics calculated at close of trading on 20-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2001 |
20-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,870.45 |
9,968.64 |
98.19 |
1.0% |
9,606.13 |
| High |
9,976.46 |
9,976.73 |
0.27 |
0.0% |
9,908.79 |
| Low |
9,870.45 |
9,893.49 |
23.04 |
0.2% |
9,408.58 |
| Close |
9,976.46 |
9,901.38 |
-75.08 |
-0.8% |
9,866.99 |
| Range |
106.01 |
83.24 |
-22.77 |
-21.5% |
500.21 |
| ATR |
164.75 |
158.93 |
-5.82 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,173.59 |
10,120.72 |
9,947.16 |
|
| R3 |
10,090.35 |
10,037.48 |
9,924.27 |
|
| R2 |
10,007.11 |
10,007.11 |
9,916.64 |
|
| R1 |
9,954.24 |
9,954.24 |
9,909.01 |
9,939.06 |
| PP |
9,923.87 |
9,923.87 |
9,923.87 |
9,916.27 |
| S1 |
9,871.00 |
9,871.00 |
9,893.75 |
9,855.82 |
| S2 |
9,840.63 |
9,840.63 |
9,886.12 |
|
| S3 |
9,757.39 |
9,787.76 |
9,878.49 |
|
| S4 |
9,674.15 |
9,704.52 |
9,855.60 |
|
|
| 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 |
9,976.73 |
9,741.41 |
235.32 |
2.4% |
103.67 |
1.0% |
68% |
True |
False |
|
| 10 |
9,976.73 |
9,408.58 |
568.15 |
5.7% |
131.59 |
1.3% |
87% |
True |
False |
|
| 20 |
9,976.73 |
9,014.46 |
962.27 |
9.7% |
164.30 |
1.7% |
92% |
True |
False |
|
| 40 |
9,976.73 |
8,471.97 |
1,504.76 |
15.2% |
167.67 |
1.7% |
95% |
True |
False |
|
| 60 |
10,441.40 |
8,062.34 |
2,379.06 |
24.0% |
196.44 |
2.0% |
77% |
False |
False |
|
| 80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.7% |
181.89 |
1.8% |
72% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.4% |
175.50 |
1.8% |
70% |
False |
False |
|
| 120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.7% |
170.59 |
1.7% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,330.50 |
|
2.618 |
10,194.65 |
|
1.618 |
10,111.41 |
|
1.000 |
10,059.97 |
|
0.618 |
10,028.17 |
|
HIGH |
9,976.73 |
|
0.618 |
9,944.93 |
|
0.500 |
9,935.11 |
|
0.382 |
9,925.29 |
|
LOW |
9,893.49 |
|
0.618 |
9,842.05 |
|
1.000 |
9,810.25 |
|
1.618 |
9,758.81 |
|
2.618 |
9,675.57 |
|
4.250 |
9,539.72 |
|
|
| Fisher Pivots for day following 20-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,935.11 |
9,895.79 |
| PP |
9,923.87 |
9,890.19 |
| S1 |
9,912.62 |
9,884.60 |
|