Trading Metrics calculated at close of trading on 03-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2001 |
03-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,828.80 |
9,848.93 |
20.13 |
0.2% |
9,961.58 |
High |
9,891.58 |
9,848.93 |
-42.65 |
-0.4% |
9,992.79 |
Low |
9,802.91 |
9,703.90 |
-99.01 |
-1.0% |
9,691.39 |
Close |
9,851.56 |
9,763.96 |
-87.60 |
-0.9% |
9,851.56 |
Range |
88.67 |
145.03 |
56.36 |
63.6% |
301.40 |
ATR |
145.43 |
145.59 |
0.16 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,207.35 |
10,130.69 |
9,843.73 |
|
R3 |
10,062.32 |
9,985.66 |
9,803.84 |
|
R2 |
9,917.29 |
9,917.29 |
9,790.55 |
|
R1 |
9,840.63 |
9,840.63 |
9,777.25 |
9,806.45 |
PP |
9,772.26 |
9,772.26 |
9,772.26 |
9,755.17 |
S1 |
9,695.60 |
9,695.60 |
9,750.67 |
9,661.42 |
S2 |
9,627.23 |
9,627.23 |
9,737.37 |
|
S3 |
9,482.20 |
9,550.57 |
9,724.08 |
|
S4 |
9,337.17 |
9,405.54 |
9,684.19 |
|
|
Weekly Pivots for week ending 30-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,749.45 |
10,601.90 |
10,017.33 |
|
R3 |
10,448.05 |
10,300.50 |
9,934.45 |
|
R2 |
10,146.65 |
10,146.65 |
9,906.82 |
|
R1 |
9,999.10 |
9,999.10 |
9,879.19 |
9,922.18 |
PP |
9,845.25 |
9,845.25 |
9,845.25 |
9,806.78 |
S1 |
9,697.70 |
9,697.70 |
9,823.93 |
9,620.78 |
S2 |
9,543.85 |
9,543.85 |
9,796.30 |
|
S3 |
9,242.45 |
9,396.30 |
9,768.68 |
|
S4 |
8,941.05 |
9,094.90 |
9,685.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,992.72 |
9,691.39 |
301.33 |
3.1% |
138.78 |
1.4% |
24% |
False |
False |
|
10 |
9,992.79 |
9,691.39 |
301.40 |
3.1% |
119.85 |
1.2% |
24% |
False |
False |
|
20 |
9,992.79 |
9,326.17 |
666.62 |
6.8% |
134.48 |
1.4% |
66% |
False |
False |
|
40 |
9,992.79 |
9,000.14 |
992.65 |
10.2% |
156.43 |
1.6% |
77% |
False |
False |
|
60 |
10,182.40 |
8,062.34 |
2,120.06 |
21.7% |
191.96 |
2.0% |
80% |
False |
False |
|
80 |
10,504.10 |
8,062.34 |
2,441.76 |
25.0% |
181.70 |
1.9% |
70% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.8% |
173.86 |
1.8% |
65% |
False |
False |
|
120 |
11,096.50 |
8,062.34 |
3,034.16 |
31.1% |
170.09 |
1.7% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,465.31 |
2.618 |
10,228.62 |
1.618 |
10,083.59 |
1.000 |
9,993.96 |
0.618 |
9,938.56 |
HIGH |
9,848.93 |
0.618 |
9,793.53 |
0.500 |
9,776.42 |
0.382 |
9,759.30 |
LOW |
9,703.90 |
0.618 |
9,614.27 |
1.000 |
9,558.87 |
1.618 |
9,469.24 |
2.618 |
9,324.21 |
4.250 |
9,087.52 |
|
|
Fisher Pivots for day following 03-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,776.42 |
9,791.49 |
PP |
9,772.26 |
9,782.31 |
S1 |
9,768.11 |
9,773.14 |
|