| Trading Metrics calculated at close of trading on 28-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2001 |
28-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,980.33 |
9,867.06 |
-113.27 |
-1.1% |
9,870.45 |
| High |
9,992.72 |
9,867.20 |
-125.52 |
-1.3% |
9,976.73 |
| Low |
9,831.15 |
9,706.61 |
-124.54 |
-1.3% |
9,796.41 |
| Close |
9,872.60 |
9,711.86 |
-160.74 |
-1.6% |
9,959.71 |
| Range |
161.57 |
160.59 |
-0.98 |
-0.6% |
180.32 |
| ATR |
149.52 |
150.70 |
1.18 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,243.66 |
10,138.35 |
9,800.18 |
|
| R3 |
10,083.07 |
9,977.76 |
9,756.02 |
|
| R2 |
9,922.48 |
9,922.48 |
9,741.30 |
|
| R1 |
9,817.17 |
9,817.17 |
9,726.58 |
9,789.53 |
| PP |
9,761.89 |
9,761.89 |
9,761.89 |
9,748.07 |
| S1 |
9,656.58 |
9,656.58 |
9,697.14 |
9,628.94 |
| S2 |
9,601.30 |
9,601.30 |
9,682.42 |
|
| S3 |
9,440.71 |
9,495.99 |
9,667.70 |
|
| S4 |
9,280.12 |
9,335.40 |
9,623.54 |
|
|
| 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 |
9,706.61 |
286.18 |
2.9% |
127.50 |
1.3% |
2% |
False |
True |
|
| 10 |
9,992.79 |
9,706.61 |
286.18 |
2.9% |
115.58 |
1.2% |
2% |
False |
True |
|
| 20 |
9,992.79 |
9,014.46 |
978.33 |
10.1% |
144.03 |
1.5% |
71% |
False |
False |
|
| 40 |
9,992.79 |
8,860.84 |
1,131.95 |
11.7% |
162.39 |
1.7% |
75% |
False |
False |
|
| 60 |
10,267.70 |
8,062.34 |
2,205.36 |
22.7% |
195.60 |
2.0% |
75% |
False |
False |
|
| 80 |
10,609.70 |
8,062.34 |
2,547.36 |
26.2% |
181.17 |
1.9% |
65% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.9% |
174.41 |
1.8% |
63% |
False |
False |
|
| 120 |
11,196.50 |
8,062.34 |
3,134.16 |
32.3% |
170.03 |
1.8% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,549.71 |
|
2.618 |
10,287.62 |
|
1.618 |
10,127.03 |
|
1.000 |
10,027.79 |
|
0.618 |
9,966.44 |
|
HIGH |
9,867.20 |
|
0.618 |
9,805.85 |
|
0.500 |
9,786.91 |
|
0.382 |
9,767.96 |
|
LOW |
9,706.61 |
|
0.618 |
9,607.37 |
|
1.000 |
9,546.02 |
|
1.618 |
9,446.78 |
|
2.618 |
9,286.19 |
|
4.250 |
9,024.10 |
|
|
| Fisher Pivots for day following 28-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,786.91 |
9,849.70 |
| PP |
9,761.89 |
9,803.75 |
| S1 |
9,736.88 |
9,757.81 |
|