Trading Metrics calculated at close of trading on 23-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2001 |
23-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,894.19 |
9,833.09 |
-61.10 |
-0.6% |
9,870.45 |
High |
9,894.19 |
9,961.58 |
67.39 |
0.7% |
9,976.73 |
Low |
9,796.41 |
9,833.02 |
36.61 |
0.4% |
9,796.41 |
Close |
9,834.68 |
9,959.71 |
125.03 |
1.3% |
9,959.71 |
Range |
97.78 |
128.56 |
30.78 |
31.5% |
180.32 |
ATR |
155.08 |
153.18 |
-1.89 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,303.78 |
10,260.31 |
10,030.42 |
|
R3 |
10,175.22 |
10,131.75 |
9,995.06 |
|
R2 |
10,046.66 |
10,046.66 |
9,983.28 |
|
R1 |
10,003.19 |
10,003.19 |
9,971.49 |
10,024.93 |
PP |
9,918.10 |
9,918.10 |
9,918.10 |
9,928.97 |
S1 |
9,874.63 |
9,874.63 |
9,947.93 |
9,896.37 |
S2 |
9,789.54 |
9,789.54 |
9,936.14 |
|
S3 |
9,660.98 |
9,746.07 |
9,924.36 |
|
S4 |
9,532.42 |
9,617.51 |
9,889.00 |
|
|
Weekly Pivots for week ending 23-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,451.91 |
10,386.13 |
10,058.89 |
|
R3 |
10,271.59 |
10,205.81 |
10,009.30 |
|
R2 |
10,091.27 |
10,091.27 |
9,992.77 |
|
R1 |
10,025.49 |
10,025.49 |
9,976.24 |
10,058.38 |
PP |
9,910.95 |
9,910.95 |
9,910.95 |
9,927.40 |
S1 |
9,845.17 |
9,845.17 |
9,943.18 |
9,878.06 |
S2 |
9,730.63 |
9,730.63 |
9,926.65 |
|
S3 |
9,550.31 |
9,664.85 |
9,910.12 |
|
S4 |
9,369.99 |
9,484.53 |
9,860.53 |
|
|
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% |
106.38 |
1.1% |
91% |
False |
False |
|
10 |
9,976.73 |
9,408.58 |
568.15 |
5.7% |
125.72 |
1.3% |
97% |
False |
False |
|
20 |
9,976.73 |
9,014.46 |
962.27 |
9.7% |
155.86 |
1.6% |
98% |
False |
False |
|
40 |
9,976.73 |
8,679.00 |
1,297.73 |
13.0% |
163.32 |
1.6% |
99% |
False |
False |
|
60 |
10,441.40 |
8,062.34 |
2,379.06 |
23.9% |
196.15 |
2.0% |
80% |
False |
False |
|
80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.6% |
180.48 |
1.8% |
74% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.3% |
175.14 |
1.8% |
73% |
False |
False |
|
120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.5% |
170.20 |
1.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,507.96 |
2.618 |
10,298.15 |
1.618 |
10,169.59 |
1.000 |
10,090.14 |
0.618 |
10,041.03 |
HIGH |
9,961.58 |
0.618 |
9,912.47 |
0.500 |
9,897.30 |
0.382 |
9,882.13 |
LOW |
9,833.02 |
0.618 |
9,753.57 |
1.000 |
9,704.46 |
1.618 |
9,625.01 |
2.618 |
9,496.45 |
4.250 |
9,286.64 |
|
|
Fisher Pivots for day following 23-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,938.91 |
9,935.33 |
PP |
9,918.10 |
9,910.95 |
S1 |
9,897.30 |
9,886.57 |
|