Trading Metrics calculated at close of trading on 04-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2001 |
04-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,848.93 |
9,765.55 |
-83.38 |
-0.8% |
9,961.58 |
High |
9,848.93 |
9,893.84 |
44.91 |
0.5% |
9,992.79 |
Low |
9,703.90 |
9,743.05 |
39.15 |
0.4% |
9,691.39 |
Close |
9,763.96 |
9,893.84 |
129.88 |
1.3% |
9,851.56 |
Range |
145.03 |
150.79 |
5.76 |
4.0% |
301.40 |
ATR |
145.59 |
145.96 |
0.37 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,295.95 |
10,245.68 |
9,976.77 |
|
R3 |
10,145.16 |
10,094.89 |
9,935.31 |
|
R2 |
9,994.37 |
9,994.37 |
9,921.48 |
|
R1 |
9,944.10 |
9,944.10 |
9,907.66 |
9,969.24 |
PP |
9,843.58 |
9,843.58 |
9,843.58 |
9,856.14 |
S1 |
9,793.31 |
9,793.31 |
9,880.02 |
9,818.45 |
S2 |
9,692.79 |
9,692.79 |
9,866.20 |
|
S3 |
9,542.00 |
9,642.52 |
9,852.37 |
|
S4 |
9,391.21 |
9,491.73 |
9,810.91 |
|
|
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 |
9,893.84 |
9,691.39 |
202.45 |
2.0% |
136.62 |
1.4% |
100% |
True |
False |
|
10 |
9,992.79 |
9,691.39 |
301.40 |
3.0% |
124.32 |
1.3% |
67% |
False |
False |
|
20 |
9,992.79 |
9,386.51 |
606.28 |
6.1% |
134.50 |
1.4% |
84% |
False |
False |
|
40 |
9,992.79 |
9,000.14 |
992.65 |
10.0% |
156.89 |
1.6% |
90% |
False |
False |
|
60 |
10,066.70 |
8,062.34 |
2,004.36 |
20.3% |
189.68 |
1.9% |
91% |
False |
False |
|
80 |
10,479.60 |
8,062.34 |
2,417.26 |
24.4% |
181.97 |
1.8% |
76% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.4% |
174.35 |
1.8% |
70% |
False |
False |
|
120 |
11,004.30 |
8,062.34 |
2,941.96 |
29.7% |
170.03 |
1.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,534.70 |
2.618 |
10,288.61 |
1.618 |
10,137.82 |
1.000 |
10,044.63 |
0.618 |
9,987.03 |
HIGH |
9,893.84 |
0.618 |
9,836.24 |
0.500 |
9,818.45 |
0.382 |
9,800.65 |
LOW |
9,743.05 |
0.618 |
9,649.86 |
1.000 |
9,592.26 |
1.618 |
9,499.07 |
2.618 |
9,348.28 |
4.250 |
9,102.19 |
|
|
Fisher Pivots for day following 04-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,868.71 |
9,862.18 |
PP |
9,843.58 |
9,830.53 |
S1 |
9,818.45 |
9,798.87 |
|