Trading Metrics calculated at close of trading on 13-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2001 |
13-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
9,887.27 |
9,889.13 |
1.86 |
0.0% |
9,848.93 |
High |
9,919.72 |
9,889.20 |
-30.52 |
-0.3% |
10,169.40 |
Low |
9,806.10 |
9,745.07 |
-61.03 |
-0.6% |
9,703.90 |
Close |
9,894.81 |
9,766.45 |
-128.36 |
-1.3% |
10,049.50 |
Range |
113.62 |
144.13 |
30.51 |
26.9% |
465.50 |
ATR |
143.73 |
144.16 |
0.43 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,232.63 |
10,143.67 |
9,845.72 |
|
R3 |
10,088.50 |
9,999.54 |
9,806.09 |
|
R2 |
9,944.37 |
9,944.37 |
9,792.87 |
|
R1 |
9,855.41 |
9,855.41 |
9,779.66 |
9,827.83 |
PP |
9,800.24 |
9,800.24 |
9,800.24 |
9,786.45 |
S1 |
9,711.28 |
9,711.28 |
9,753.24 |
9,683.70 |
S2 |
9,656.11 |
9,656.11 |
9,740.03 |
|
S3 |
9,511.98 |
9,567.15 |
9,726.81 |
|
S4 |
9,367.85 |
9,423.02 |
9,687.18 |
|
|
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 |
10,099.20 |
9,745.07 |
354.13 |
3.6% |
131.55 |
1.3% |
6% |
False |
True |
|
10 |
10,169.40 |
9,703.90 |
465.50 |
4.8% |
138.28 |
1.4% |
13% |
False |
False |
|
20 |
10,169.40 |
9,691.39 |
478.01 |
4.9% |
127.93 |
1.3% |
16% |
False |
False |
|
40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.8% |
151.13 |
1.5% |
65% |
False |
False |
|
60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.6% |
170.18 |
1.7% |
81% |
False |
False |
|
80 |
10,441.40 |
8,062.34 |
2,379.06 |
24.4% |
182.57 |
1.9% |
72% |
False |
False |
|
100 |
10,679.10 |
8,062.34 |
2,616.76 |
26.8% |
173.38 |
1.8% |
65% |
False |
False |
|
120 |
10,759.60 |
8,062.34 |
2,697.26 |
27.6% |
169.47 |
1.7% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,501.75 |
2.618 |
10,266.53 |
1.618 |
10,122.40 |
1.000 |
10,033.33 |
0.618 |
9,978.27 |
HIGH |
9,889.20 |
0.618 |
9,834.14 |
0.500 |
9,817.14 |
0.382 |
9,800.13 |
LOW |
9,745.07 |
0.618 |
9,656.00 |
1.000 |
9,600.94 |
1.618 |
9,511.87 |
2.618 |
9,367.74 |
4.250 |
9,132.52 |
|
|
Fisher Pivots for day following 13-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
9,817.14 |
9,880.49 |
PP |
9,800.24 |
9,842.47 |
S1 |
9,783.35 |
9,804.46 |
|