| Trading Metrics calculated at close of trading on 12-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2001 |
12-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,925.60 |
9,887.27 |
-38.33 |
-0.4% |
9,848.93 |
| High |
10,015.90 |
9,919.72 |
-96.18 |
-1.0% |
10,169.40 |
| Low |
9,866.85 |
9,806.10 |
-60.75 |
-0.6% |
9,703.90 |
| Close |
9,888.37 |
9,894.81 |
6.44 |
0.1% |
10,049.50 |
| Range |
149.05 |
113.62 |
-35.43 |
-23.8% |
465.50 |
| ATR |
146.05 |
143.73 |
-2.32 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,214.40 |
10,168.23 |
9,957.30 |
|
| R3 |
10,100.78 |
10,054.61 |
9,926.06 |
|
| R2 |
9,987.16 |
9,987.16 |
9,915.64 |
|
| R1 |
9,940.99 |
9,940.99 |
9,905.23 |
9,964.08 |
| PP |
9,873.54 |
9,873.54 |
9,873.54 |
9,885.09 |
| S1 |
9,827.37 |
9,827.37 |
9,884.39 |
9,850.46 |
| S2 |
9,759.92 |
9,759.92 |
9,873.98 |
|
| S3 |
9,646.30 |
9,713.75 |
9,863.56 |
|
| S4 |
9,532.68 |
9,600.13 |
9,832.32 |
|
|
| 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 |
9,806.10 |
363.30 |
3.7% |
120.64 |
1.2% |
24% |
False |
True |
|
| 10 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
137.67 |
1.4% |
43% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
126.63 |
1.3% |
43% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.7% |
154.09 |
1.6% |
76% |
False |
False |
|
| 60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.3% |
175.53 |
1.8% |
87% |
False |
False |
|
| 80 |
10,469.70 |
8,062.34 |
2,407.36 |
24.3% |
182.38 |
1.8% |
76% |
False |
False |
|
| 100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.4% |
173.07 |
1.7% |
70% |
False |
False |
|
| 120 |
10,759.60 |
8,062.34 |
2,697.26 |
27.3% |
169.74 |
1.7% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,402.61 |
|
2.618 |
10,217.18 |
|
1.618 |
10,103.56 |
|
1.000 |
10,033.34 |
|
0.618 |
9,989.94 |
|
HIGH |
9,919.72 |
|
0.618 |
9,876.32 |
|
0.500 |
9,862.91 |
|
0.382 |
9,849.50 |
|
LOW |
9,806.10 |
|
0.618 |
9,735.88 |
|
1.000 |
9,692.48 |
|
1.618 |
9,622.26 |
|
2.618 |
9,508.64 |
|
4.250 |
9,323.22 |
|
|
| Fisher Pivots for day following 12-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,884.18 |
9,940.85 |
| PP |
9,873.54 |
9,925.50 |
| S1 |
9,862.91 |
9,910.16 |
|