| Trading Metrics calculated at close of trading on 07-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2001 |
07-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
10,113.50 |
10,099.10 |
-14.40 |
-0.1% |
9,848.93 |
| High |
10,169.40 |
10,099.20 |
-70.20 |
-0.7% |
10,169.40 |
| Low |
10,079.80 |
10,002.40 |
-77.40 |
-0.8% |
9,703.90 |
| Close |
10,099.10 |
10,049.50 |
-49.60 |
-0.5% |
10,049.50 |
| Range |
89.60 |
96.80 |
7.20 |
8.0% |
465.50 |
| ATR |
148.90 |
145.18 |
-3.72 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,340.77 |
10,291.93 |
10,102.74 |
|
| R3 |
10,243.97 |
10,195.13 |
10,076.12 |
|
| R2 |
10,147.17 |
10,147.17 |
10,067.25 |
|
| R1 |
10,098.33 |
10,098.33 |
10,058.37 |
10,074.35 |
| PP |
10,050.37 |
10,050.37 |
10,050.37 |
10,038.38 |
| S1 |
10,001.53 |
10,001.53 |
10,040.63 |
9,977.55 |
| S2 |
9,953.57 |
9,953.57 |
10,031.75 |
|
| S3 |
9,856.77 |
9,904.73 |
10,022.88 |
|
| S4 |
9,759.97 |
9,807.93 |
9,996.26 |
|
|
| Weekly Pivots for week ending 07-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,370.77 |
11,175.63 |
10,305.53 |
|
| R3 |
10,905.27 |
10,710.13 |
10,177.51 |
|
| R2 |
10,439.77 |
10,439.77 |
10,134.84 |
|
| R1 |
10,244.63 |
10,244.63 |
10,092.17 |
10,342.20 |
| PP |
9,974.27 |
9,974.27 |
9,974.27 |
10,023.05 |
| S1 |
9,779.13 |
9,779.13 |
10,006.83 |
9,876.70 |
| S2 |
9,508.77 |
9,508.77 |
9,964.16 |
|
| S3 |
9,043.27 |
9,313.63 |
9,921.49 |
|
| S4 |
8,577.77 |
8,848.13 |
9,793.48 |
|
|
| 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% |
146.63 |
1.5% |
74% |
False |
False |
|
| 10 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
137.10 |
1.4% |
75% |
False |
False |
|
| 20 |
10,169.40 |
9,408.58 |
760.82 |
7.6% |
131.41 |
1.3% |
84% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.5% |
154.69 |
1.5% |
90% |
False |
False |
|
| 60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.0% |
185.85 |
1.8% |
94% |
False |
False |
|
| 80 |
10,478.80 |
8,062.34 |
2,416.46 |
24.0% |
182.25 |
1.8% |
82% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.0% |
173.20 |
1.7% |
76% |
False |
False |
|
| 120 |
10,868.50 |
8,062.34 |
2,806.16 |
27.9% |
170.04 |
1.7% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,510.60 |
|
2.618 |
10,352.62 |
|
1.618 |
10,255.82 |
|
1.000 |
10,196.00 |
|
0.618 |
10,159.02 |
|
HIGH |
10,099.20 |
|
0.618 |
10,062.22 |
|
0.500 |
10,050.80 |
|
0.382 |
10,039.38 |
|
LOW |
10,002.40 |
|
0.618 |
9,942.58 |
|
1.000 |
9,905.60 |
|
1.618 |
9,845.78 |
|
2.618 |
9,748.98 |
|
4.250 |
9,591.00 |
|
|
| Fisher Pivots for day following 07-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,050.80 |
10,043.13 |
| PP |
10,050.37 |
10,036.75 |
| S1 |
10,049.93 |
10,030.38 |
|