| Trading Metrics calculated at close of trading on 05-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2001 |
05-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,765.55 |
9,891.35 |
125.80 |
1.3% |
9,961.58 |
| High |
9,893.84 |
10,142.30 |
248.46 |
2.5% |
9,992.79 |
| Low |
9,743.05 |
9,891.35 |
148.30 |
1.5% |
9,691.39 |
| Close |
9,893.84 |
10,114.30 |
220.46 |
2.2% |
9,851.56 |
| Range |
150.79 |
250.95 |
100.16 |
66.4% |
301.40 |
| ATR |
145.96 |
153.46 |
7.50 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,802.17 |
10,709.18 |
10,252.32 |
|
| R3 |
10,551.22 |
10,458.23 |
10,183.31 |
|
| R2 |
10,300.27 |
10,300.27 |
10,160.31 |
|
| R1 |
10,207.28 |
10,207.28 |
10,137.30 |
10,253.78 |
| PP |
10,049.32 |
10,049.32 |
10,049.32 |
10,072.56 |
| S1 |
9,956.33 |
9,956.33 |
10,091.30 |
10,002.83 |
| S2 |
9,798.37 |
9,798.37 |
10,068.29 |
|
| S3 |
9,547.42 |
9,705.38 |
10,045.29 |
|
| S4 |
9,296.47 |
9,454.43 |
9,976.28 |
|
|
| 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 |
10,142.30 |
9,691.39 |
450.91 |
4.5% |
154.69 |
1.5% |
94% |
True |
False |
|
| 10 |
10,142.30 |
9,691.39 |
450.91 |
4.5% |
141.10 |
1.4% |
94% |
True |
False |
|
| 20 |
10,142.30 |
9,408.58 |
733.72 |
7.3% |
136.34 |
1.3% |
96% |
True |
False |
|
| 40 |
10,142.30 |
9,000.14 |
1,142.16 |
11.3% |
161.09 |
1.6% |
98% |
True |
False |
|
| 60 |
10,142.30 |
8,062.34 |
2,079.96 |
20.6% |
190.85 |
1.9% |
99% |
True |
False |
|
| 80 |
10,479.60 |
8,062.34 |
2,417.26 |
23.9% |
183.90 |
1.8% |
85% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
25.9% |
175.14 |
1.7% |
78% |
False |
False |
|
| 120 |
11,004.30 |
8,062.34 |
2,941.96 |
29.1% |
171.25 |
1.7% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,208.84 |
|
2.618 |
10,799.29 |
|
1.618 |
10,548.34 |
|
1.000 |
10,393.25 |
|
0.618 |
10,297.39 |
|
HIGH |
10,142.30 |
|
0.618 |
10,046.44 |
|
0.500 |
10,016.83 |
|
0.382 |
9,987.21 |
|
LOW |
9,891.35 |
|
0.618 |
9,736.26 |
|
1.000 |
9,640.40 |
|
1.618 |
9,485.31 |
|
2.618 |
9,234.36 |
|
4.250 |
8,824.81 |
|
|
| Fisher Pivots for day following 05-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,081.81 |
10,050.57 |
| PP |
10,049.32 |
9,986.83 |
| S1 |
10,016.83 |
9,923.10 |
|