Trading Metrics calculated at close of trading on 10-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2001 |
10-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
10,099.10 |
10,047.00 |
-52.10 |
-0.5% |
9,848.93 |
High |
10,099.20 |
10,075.60 |
-23.60 |
-0.2% |
10,169.40 |
Low |
10,002.40 |
9,921.45 |
-80.95 |
-0.8% |
9,703.90 |
Close |
10,049.50 |
9,921.45 |
-128.05 |
-1.3% |
10,049.50 |
Range |
96.80 |
154.15 |
57.35 |
59.2% |
465.50 |
ATR |
145.18 |
145.82 |
0.64 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,435.28 |
10,332.52 |
10,006.23 |
|
R3 |
10,281.13 |
10,178.37 |
9,963.84 |
|
R2 |
10,126.98 |
10,126.98 |
9,949.71 |
|
R1 |
10,024.22 |
10,024.22 |
9,935.58 |
9,998.53 |
PP |
9,972.83 |
9,972.83 |
9,972.83 |
9,959.99 |
S1 |
9,870.07 |
9,870.07 |
9,907.32 |
9,844.38 |
S2 |
9,818.68 |
9,818.68 |
9,893.19 |
|
S3 |
9,664.53 |
9,715.92 |
9,879.06 |
|
S4 |
9,510.38 |
9,561.77 |
9,836.67 |
|
|
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 |
9,743.05 |
426.35 |
4.3% |
148.46 |
1.5% |
42% |
False |
False |
|
10 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
143.62 |
1.4% |
48% |
False |
False |
|
20 |
10,169.40 |
9,408.58 |
760.82 |
7.7% |
133.59 |
1.3% |
67% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.6% |
153.16 |
1.5% |
79% |
False |
False |
|
60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.2% |
185.45 |
1.9% |
88% |
False |
False |
|
80 |
10,478.80 |
8,062.34 |
2,416.46 |
24.4% |
181.23 |
1.8% |
77% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.4% |
173.56 |
1.7% |
71% |
False |
False |
|
120 |
10,759.60 |
8,062.34 |
2,697.26 |
27.2% |
169.59 |
1.7% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,730.74 |
2.618 |
10,479.16 |
1.618 |
10,325.01 |
1.000 |
10,229.75 |
0.618 |
10,170.86 |
HIGH |
10,075.60 |
0.618 |
10,016.71 |
0.500 |
9,998.53 |
0.382 |
9,980.34 |
LOW |
9,921.45 |
0.618 |
9,826.19 |
1.000 |
9,767.30 |
1.618 |
9,672.04 |
2.618 |
9,517.89 |
4.250 |
9,266.31 |
|
|
Fisher Pivots for day following 10-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,998.53 |
10,045.43 |
PP |
9,972.83 |
10,004.10 |
S1 |
9,947.14 |
9,962.78 |
|