| Trading Metrics calculated at close of trading on 14-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2001 |
14-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,889.13 |
9,764.72 |
-124.41 |
-1.3% |
10,047.00 |
| High |
9,889.20 |
9,848.45 |
-40.75 |
-0.4% |
10,075.60 |
| Low |
9,745.07 |
9,736.42 |
-8.65 |
-0.1% |
9,736.42 |
| Close |
9,766.45 |
9,811.15 |
44.70 |
0.5% |
9,811.15 |
| Range |
144.13 |
112.03 |
-32.10 |
-22.3% |
339.18 |
| ATR |
144.16 |
141.87 |
-2.30 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,134.76 |
10,084.99 |
9,872.77 |
|
| R3 |
10,022.73 |
9,972.96 |
9,841.96 |
|
| R2 |
9,910.70 |
9,910.70 |
9,831.69 |
|
| R1 |
9,860.93 |
9,860.93 |
9,821.42 |
9,885.82 |
| PP |
9,798.67 |
9,798.67 |
9,798.67 |
9,811.12 |
| S1 |
9,748.90 |
9,748.90 |
9,800.88 |
9,773.79 |
| S2 |
9,686.64 |
9,686.64 |
9,790.61 |
|
| S3 |
9,574.61 |
9,636.87 |
9,780.34 |
|
| S4 |
9,462.58 |
9,524.84 |
9,749.53 |
|
|
| Weekly Pivots for week ending 14-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,891.93 |
10,690.72 |
9,997.70 |
|
| R3 |
10,552.75 |
10,351.54 |
9,904.42 |
|
| R2 |
10,213.57 |
10,213.57 |
9,873.33 |
|
| R1 |
10,012.36 |
10,012.36 |
9,842.24 |
9,943.38 |
| PP |
9,874.39 |
9,874.39 |
9,874.39 |
9,839.90 |
| S1 |
9,673.18 |
9,673.18 |
9,780.06 |
9,604.20 |
| S2 |
9,535.21 |
9,535.21 |
9,748.97 |
|
| S3 |
9,196.03 |
9,334.00 |
9,717.88 |
|
| S4 |
8,856.85 |
8,994.82 |
9,624.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,075.60 |
9,736.42 |
339.18 |
3.5% |
134.60 |
1.4% |
22% |
False |
True |
|
| 10 |
10,169.40 |
9,703.90 |
465.50 |
4.7% |
140.62 |
1.4% |
23% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.9% |
128.80 |
1.3% |
25% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.8% |
151.44 |
1.5% |
69% |
False |
False |
|
| 60 |
10,169.40 |
8,062.34 |
2,107.06 |
21.5% |
165.83 |
1.7% |
83% |
False |
False |
|
| 80 |
10,441.40 |
8,062.34 |
2,379.06 |
24.2% |
182.42 |
1.9% |
74% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
26.0% |
172.95 |
1.8% |
69% |
False |
False |
|
| 120 |
10,759.60 |
8,062.34 |
2,697.26 |
27.5% |
169.25 |
1.7% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,324.58 |
|
2.618 |
10,141.74 |
|
1.618 |
10,029.71 |
|
1.000 |
9,960.48 |
|
0.618 |
9,917.68 |
|
HIGH |
9,848.45 |
|
0.618 |
9,805.65 |
|
0.500 |
9,792.44 |
|
0.382 |
9,779.22 |
|
LOW |
9,736.42 |
|
0.618 |
9,667.19 |
|
1.000 |
9,624.39 |
|
1.618 |
9,555.16 |
|
2.618 |
9,443.13 |
|
4.250 |
9,260.29 |
|
|
| Fisher Pivots for day following 14-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,804.91 |
9,828.07 |
| PP |
9,798.67 |
9,822.43 |
| S1 |
9,792.44 |
9,816.79 |
|