Trading Metrics calculated at close of trading on 27-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2001 |
27-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,961.58 |
9,980.33 |
18.75 |
0.2% |
9,870.45 |
High |
9,992.79 |
9,992.72 |
-0.07 |
0.0% |
9,976.73 |
Low |
9,903.81 |
9,831.15 |
-72.66 |
-0.7% |
9,796.41 |
Close |
9,982.75 |
9,872.60 |
-110.15 |
-1.1% |
9,959.71 |
Range |
88.98 |
161.57 |
72.59 |
81.6% |
180.32 |
ATR |
148.60 |
149.52 |
0.93 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,383.53 |
10,289.64 |
9,961.46 |
|
R3 |
10,221.96 |
10,128.07 |
9,917.03 |
|
R2 |
10,060.39 |
10,060.39 |
9,902.22 |
|
R1 |
9,966.50 |
9,966.50 |
9,887.41 |
9,932.66 |
PP |
9,898.82 |
9,898.82 |
9,898.82 |
9,881.91 |
S1 |
9,804.93 |
9,804.93 |
9,857.79 |
9,771.09 |
S2 |
9,737.25 |
9,737.25 |
9,842.98 |
|
S3 |
9,575.68 |
9,643.36 |
9,828.17 |
|
S4 |
9,414.11 |
9,481.79 |
9,783.74 |
|
|
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% |
112.03 |
1.1% |
39% |
False |
False |
|
10 |
9,992.79 |
9,551.43 |
441.36 |
4.5% |
119.96 |
1.2% |
73% |
False |
False |
|
20 |
9,992.79 |
9,014.46 |
978.33 |
9.9% |
145.95 |
1.5% |
88% |
False |
False |
|
40 |
9,992.79 |
8,798.43 |
1,194.36 |
12.1% |
162.18 |
1.6% |
90% |
False |
False |
|
60 |
10,382.80 |
8,062.34 |
2,320.46 |
23.5% |
195.73 |
2.0% |
78% |
False |
False |
|
80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.8% |
181.57 |
1.8% |
71% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.5% |
174.51 |
1.8% |
69% |
False |
False |
|
120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.7% |
169.80 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,679.39 |
2.618 |
10,415.71 |
1.618 |
10,254.14 |
1.000 |
10,154.29 |
0.618 |
10,092.57 |
HIGH |
9,992.72 |
0.618 |
9,931.00 |
0.500 |
9,911.94 |
0.382 |
9,892.87 |
LOW |
9,831.15 |
0.618 |
9,731.30 |
1.000 |
9,669.58 |
1.618 |
9,569.73 |
2.618 |
9,408.16 |
4.250 |
9,144.48 |
|
|
Fisher Pivots for day following 27-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,911.94 |
9,911.97 |
PP |
9,898.82 |
9,898.85 |
S1 |
9,885.71 |
9,885.72 |
|