| Trading Metrics calculated at close of trading on 06-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2001 |
06-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,891.35 |
10,113.50 |
222.15 |
2.2% |
9,961.58 |
| High |
10,142.30 |
10,169.40 |
27.10 |
0.3% |
9,992.79 |
| Low |
9,891.35 |
10,079.80 |
188.45 |
1.9% |
9,691.39 |
| Close |
10,114.30 |
10,099.10 |
-15.20 |
-0.2% |
9,851.56 |
| Range |
250.95 |
89.60 |
-161.35 |
-64.3% |
301.40 |
| ATR |
153.46 |
148.90 |
-4.56 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,384.90 |
10,331.60 |
10,148.38 |
|
| R3 |
10,295.30 |
10,242.00 |
10,123.74 |
|
| R2 |
10,205.70 |
10,205.70 |
10,115.53 |
|
| R1 |
10,152.40 |
10,152.40 |
10,107.31 |
10,134.25 |
| PP |
10,116.10 |
10,116.10 |
10,116.10 |
10,107.03 |
| S1 |
10,062.80 |
10,062.80 |
10,090.89 |
10,044.65 |
| S2 |
10,026.50 |
10,026.50 |
10,082.67 |
|
| S3 |
9,936.90 |
9,973.20 |
10,074.46 |
|
| S4 |
9,847.30 |
9,883.60 |
10,049.82 |
|
|
| 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 |
10,169.40 |
9,703.90 |
465.50 |
4.6% |
145.01 |
1.4% |
85% |
True |
False |
|
| 10 |
10,169.40 |
9,691.39 |
478.01 |
4.7% |
140.28 |
1.4% |
85% |
True |
False |
|
| 20 |
10,169.40 |
9,408.58 |
760.82 |
7.5% |
134.74 |
1.3% |
91% |
True |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.4% |
157.01 |
1.6% |
94% |
True |
False |
|
| 60 |
10,169.40 |
8,062.34 |
2,107.06 |
20.9% |
188.97 |
1.9% |
97% |
True |
False |
|
| 80 |
10,478.80 |
8,062.34 |
2,416.46 |
23.9% |
182.38 |
1.8% |
84% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
25.9% |
174.50 |
1.7% |
78% |
False |
False |
|
| 120 |
11,004.30 |
8,062.34 |
2,941.96 |
29.1% |
170.39 |
1.7% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,550.20 |
|
2.618 |
10,403.97 |
|
1.618 |
10,314.37 |
|
1.000 |
10,259.00 |
|
0.618 |
10,224.77 |
|
HIGH |
10,169.40 |
|
0.618 |
10,135.17 |
|
0.500 |
10,124.60 |
|
0.382 |
10,114.03 |
|
LOW |
10,079.80 |
|
0.618 |
10,024.43 |
|
1.000 |
9,990.20 |
|
1.618 |
9,934.83 |
|
2.618 |
9,845.23 |
|
4.250 |
9,699.00 |
|
|
| Fisher Pivots for day following 06-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,124.60 |
10,051.48 |
| PP |
10,116.10 |
10,003.85 |
| S1 |
10,107.60 |
9,956.23 |
|