| Trading Metrics calculated at close of trading on 26-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2001 |
26-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,833.09 |
9,961.58 |
128.49 |
1.3% |
9,870.45 |
| High |
9,961.58 |
9,992.79 |
31.21 |
0.3% |
9,976.73 |
| Low |
9,833.02 |
9,903.81 |
70.79 |
0.7% |
9,796.41 |
| Close |
9,959.71 |
9,982.75 |
23.04 |
0.2% |
9,959.71 |
| Range |
128.56 |
88.98 |
-39.58 |
-30.8% |
180.32 |
| ATR |
153.18 |
148.60 |
-4.59 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,226.72 |
10,193.72 |
10,031.69 |
|
| R3 |
10,137.74 |
10,104.74 |
10,007.22 |
|
| R2 |
10,048.76 |
10,048.76 |
9,999.06 |
|
| R1 |
10,015.76 |
10,015.76 |
9,990.91 |
10,032.26 |
| PP |
9,959.78 |
9,959.78 |
9,959.78 |
9,968.04 |
| S1 |
9,926.78 |
9,926.78 |
9,974.59 |
9,943.28 |
| S2 |
9,870.80 |
9,870.80 |
9,966.44 |
|
| S3 |
9,781.82 |
9,837.80 |
9,958.28 |
|
| S4 |
9,692.84 |
9,748.82 |
9,933.81 |
|
|
| 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 |
9,992.79 |
9,796.41 |
196.38 |
2.0% |
100.91 |
1.0% |
95% |
True |
False |
|
| 10 |
9,992.79 |
9,408.58 |
584.21 |
5.9% |
123.56 |
1.2% |
98% |
True |
False |
|
| 20 |
9,992.79 |
9,014.46 |
978.33 |
9.8% |
151.56 |
1.5% |
99% |
True |
False |
|
| 40 |
9,992.79 |
8,732.14 |
1,260.65 |
12.6% |
161.10 |
1.6% |
99% |
True |
False |
|
| 60 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
194.02 |
1.9% |
81% |
False |
False |
|
| 80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.5% |
180.53 |
1.8% |
75% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.2% |
174.04 |
1.7% |
73% |
False |
False |
|
| 120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.4% |
170.00 |
1.7% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,370.96 |
|
2.618 |
10,225.74 |
|
1.618 |
10,136.76 |
|
1.000 |
10,081.77 |
|
0.618 |
10,047.78 |
|
HIGH |
9,992.79 |
|
0.618 |
9,958.80 |
|
0.500 |
9,948.30 |
|
0.382 |
9,937.80 |
|
LOW |
9,903.81 |
|
0.618 |
9,848.82 |
|
1.000 |
9,814.83 |
|
1.618 |
9,759.84 |
|
2.618 |
9,670.86 |
|
4.250 |
9,525.65 |
|
|
| Fisher Pivots for day following 26-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,971.27 |
9,953.37 |
| PP |
9,959.78 |
9,923.98 |
| S1 |
9,948.30 |
9,894.60 |
|