Trading Metrics calculated at close of trading on 21-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2001 |
21-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,968.64 |
9,894.19 |
-74.45 |
-0.7% |
9,606.13 |
High |
9,976.73 |
9,894.19 |
-82.54 |
-0.8% |
9,908.79 |
Low |
9,893.49 |
9,796.41 |
-97.08 |
-1.0% |
9,408.58 |
Close |
9,901.38 |
9,834.68 |
-66.70 |
-0.7% |
9,866.99 |
Range |
83.24 |
97.78 |
14.54 |
17.5% |
500.21 |
ATR |
158.93 |
155.08 |
-3.85 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,135.10 |
10,082.67 |
9,888.46 |
|
R3 |
10,037.32 |
9,984.89 |
9,861.57 |
|
R2 |
9,939.54 |
9,939.54 |
9,852.61 |
|
R1 |
9,887.11 |
9,887.11 |
9,843.64 |
9,864.44 |
PP |
9,841.76 |
9,841.76 |
9,841.76 |
9,830.42 |
S1 |
9,789.33 |
9,789.33 |
9,825.72 |
9,766.66 |
S2 |
9,743.98 |
9,743.98 |
9,816.75 |
|
S3 |
9,646.20 |
9,691.55 |
9,807.79 |
|
S4 |
9,548.42 |
9,593.77 |
9,780.90 |
|
|
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 |
9,792.47 |
184.26 |
1.9% |
99.63 |
1.0% |
23% |
False |
False |
|
10 |
9,976.73 |
9,408.58 |
568.15 |
5.8% |
129.20 |
1.3% |
75% |
False |
False |
|
20 |
9,976.73 |
9,014.46 |
962.27 |
9.8% |
163.68 |
1.7% |
85% |
False |
False |
|
40 |
9,976.73 |
8,471.97 |
1,504.76 |
15.3% |
165.34 |
1.7% |
91% |
False |
False |
|
60 |
10,441.40 |
8,062.34 |
2,379.06 |
24.2% |
195.23 |
2.0% |
74% |
False |
False |
|
80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.9% |
181.06 |
1.8% |
70% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.6% |
175.09 |
1.8% |
68% |
False |
False |
|
120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.9% |
170.61 |
1.7% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,309.76 |
2.618 |
10,150.18 |
1.618 |
10,052.40 |
1.000 |
9,991.97 |
0.618 |
9,954.62 |
HIGH |
9,894.19 |
0.618 |
9,856.84 |
0.500 |
9,845.30 |
0.382 |
9,833.76 |
LOW |
9,796.41 |
0.618 |
9,735.98 |
1.000 |
9,698.63 |
1.618 |
9,638.20 |
2.618 |
9,540.42 |
4.250 |
9,380.85 |
|
|
Fisher Pivots for day following 21-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,845.30 |
9,886.57 |
PP |
9,841.76 |
9,869.27 |
S1 |
9,838.22 |
9,851.98 |
|