Trading Metrics calculated at close of trading on 11-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2001 |
11-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
10,047.00 |
9,925.60 |
-121.40 |
-1.2% |
9,848.93 |
High |
10,075.60 |
10,015.90 |
-59.70 |
-0.6% |
10,169.40 |
Low |
9,921.45 |
9,866.85 |
-54.60 |
-0.6% |
9,703.90 |
Close |
9,921.45 |
9,888.37 |
-33.08 |
-0.3% |
10,049.50 |
Range |
154.15 |
149.05 |
-5.10 |
-3.3% |
465.50 |
ATR |
145.82 |
146.05 |
0.23 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,370.86 |
10,278.66 |
9,970.35 |
|
R3 |
10,221.81 |
10,129.61 |
9,929.36 |
|
R2 |
10,072.76 |
10,072.76 |
9,915.70 |
|
R1 |
9,980.56 |
9,980.56 |
9,902.03 |
9,952.14 |
PP |
9,923.71 |
9,923.71 |
9,923.71 |
9,909.49 |
S1 |
9,831.51 |
9,831.51 |
9,874.71 |
9,803.09 |
S2 |
9,774.66 |
9,774.66 |
9,861.04 |
|
S3 |
9,625.61 |
9,682.46 |
9,847.38 |
|
S4 |
9,476.56 |
9,533.41 |
9,806.39 |
|
|
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 |
9,866.85 |
302.55 |
3.1% |
148.11 |
1.5% |
7% |
False |
True |
|
10 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
142.37 |
1.4% |
41% |
False |
False |
|
20 |
10,169.40 |
9,551.43 |
617.97 |
6.2% |
131.16 |
1.3% |
55% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.7% |
154.06 |
1.6% |
76% |
False |
False |
|
60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.3% |
176.32 |
1.8% |
87% |
False |
False |
|
80 |
10,478.80 |
8,062.34 |
2,416.46 |
24.4% |
182.11 |
1.8% |
76% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.5% |
173.83 |
1.8% |
70% |
False |
False |
|
120 |
10,759.60 |
8,062.34 |
2,697.26 |
27.3% |
169.58 |
1.7% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,649.36 |
2.618 |
10,406.11 |
1.618 |
10,257.06 |
1.000 |
10,164.95 |
0.618 |
10,108.01 |
HIGH |
10,015.90 |
0.618 |
9,958.96 |
0.500 |
9,941.38 |
0.382 |
9,923.79 |
LOW |
9,866.85 |
0.618 |
9,774.74 |
1.000 |
9,717.80 |
1.618 |
9,625.69 |
2.618 |
9,476.64 |
4.250 |
9,233.39 |
|
|
Fisher Pivots for day following 11-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,941.38 |
9,983.03 |
PP |
9,923.71 |
9,951.47 |
S1 |
9,906.04 |
9,919.92 |
|