Trading Metrics calculated at close of trading on 29-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2001 |
29-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,867.06 |
9,710.34 |
-156.72 |
-1.6% |
9,870.45 |
High |
9,867.20 |
9,829.42 |
-37.78 |
-0.4% |
9,976.73 |
Low |
9,706.61 |
9,691.39 |
-15.22 |
-0.2% |
9,796.41 |
Close |
9,711.86 |
9,829.42 |
117.56 |
1.2% |
9,959.71 |
Range |
160.59 |
138.03 |
-22.56 |
-14.0% |
180.32 |
ATR |
150.70 |
149.79 |
-0.90 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,197.50 |
10,151.49 |
9,905.34 |
|
R3 |
10,059.47 |
10,013.46 |
9,867.38 |
|
R2 |
9,921.44 |
9,921.44 |
9,854.73 |
|
R1 |
9,875.43 |
9,875.43 |
9,842.07 |
9,898.44 |
PP |
9,783.41 |
9,783.41 |
9,783.41 |
9,794.91 |
S1 |
9,737.40 |
9,737.40 |
9,816.77 |
9,760.41 |
S2 |
9,645.38 |
9,645.38 |
9,804.11 |
|
S3 |
9,507.35 |
9,599.37 |
9,791.46 |
|
S4 |
9,369.32 |
9,461.34 |
9,753.50 |
|
|
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 |
9,691.39 |
301.40 |
3.1% |
135.55 |
1.4% |
46% |
False |
True |
|
10 |
9,992.79 |
9,691.39 |
301.40 |
3.1% |
117.59 |
1.2% |
46% |
False |
True |
|
20 |
9,992.79 |
9,014.46 |
978.33 |
10.0% |
143.00 |
1.5% |
83% |
False |
False |
|
40 |
9,992.79 |
8,951.07 |
1,041.72 |
10.6% |
158.65 |
1.6% |
84% |
False |
False |
|
60 |
10,182.40 |
8,062.34 |
2,120.06 |
21.6% |
194.69 |
2.0% |
83% |
False |
False |
|
80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.9% |
181.45 |
1.8% |
69% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.6% |
175.15 |
1.8% |
68% |
False |
False |
|
120 |
11,179.70 |
8,062.34 |
3,117.36 |
31.7% |
169.90 |
1.7% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,416.05 |
2.618 |
10,190.78 |
1.618 |
10,052.75 |
1.000 |
9,967.45 |
0.618 |
9,914.72 |
HIGH |
9,829.42 |
0.618 |
9,776.69 |
0.500 |
9,760.41 |
0.382 |
9,744.12 |
LOW |
9,691.39 |
0.618 |
9,606.09 |
1.000 |
9,553.36 |
1.618 |
9,468.06 |
2.618 |
9,330.03 |
4.250 |
9,104.76 |
|
|
Fisher Pivots for day following 29-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,806.42 |
9,842.06 |
PP |
9,783.41 |
9,837.84 |
S1 |
9,760.41 |
9,833.63 |
|