| Trading Metrics calculated at close of trading on 17-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2001 |
17-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,764.72 |
9,809.42 |
44.70 |
0.5% |
10,047.00 |
| High |
9,848.45 |
9,930.93 |
82.48 |
0.8% |
10,075.60 |
| Low |
9,736.42 |
9,798.84 |
62.42 |
0.6% |
9,736.42 |
| Close |
9,811.15 |
9,891.97 |
80.82 |
0.8% |
9,811.15 |
| Range |
112.03 |
132.09 |
20.06 |
17.9% |
339.18 |
| ATR |
141.87 |
141.17 |
-0.70 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,270.18 |
10,213.17 |
9,964.62 |
|
| R3 |
10,138.09 |
10,081.08 |
9,928.29 |
|
| R2 |
10,006.00 |
10,006.00 |
9,916.19 |
|
| R1 |
9,948.99 |
9,948.99 |
9,904.08 |
9,977.50 |
| PP |
9,873.91 |
9,873.91 |
9,873.91 |
9,888.17 |
| S1 |
9,816.90 |
9,816.90 |
9,879.86 |
9,845.41 |
| S2 |
9,741.82 |
9,741.82 |
9,867.75 |
|
| S3 |
9,609.73 |
9,684.81 |
9,855.65 |
|
| S4 |
9,477.64 |
9,552.72 |
9,819.32 |
|
|
| 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 |
10,015.90 |
9,736.42 |
279.48 |
2.8% |
130.18 |
1.3% |
56% |
False |
False |
|
| 10 |
10,169.40 |
9,736.42 |
432.98 |
4.4% |
139.32 |
1.4% |
36% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
129.58 |
1.3% |
42% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.7% |
151.31 |
1.5% |
76% |
False |
False |
|
| 60 |
10,169.40 |
8,242.32 |
1,927.08 |
19.5% |
161.76 |
1.6% |
86% |
False |
False |
|
| 80 |
10,441.40 |
8,062.34 |
2,379.06 |
24.1% |
181.52 |
1.8% |
77% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.8% |
173.50 |
1.8% |
72% |
False |
False |
|
| 120 |
10,724.70 |
8,062.34 |
2,662.36 |
26.9% |
169.00 |
1.7% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,492.31 |
|
2.618 |
10,276.74 |
|
1.618 |
10,144.65 |
|
1.000 |
10,063.02 |
|
0.618 |
10,012.56 |
|
HIGH |
9,930.93 |
|
0.618 |
9,880.47 |
|
0.500 |
9,864.89 |
|
0.382 |
9,849.30 |
|
LOW |
9,798.84 |
|
0.618 |
9,717.21 |
|
1.000 |
9,666.75 |
|
1.618 |
9,585.12 |
|
2.618 |
9,453.03 |
|
4.250 |
9,237.46 |
|
|
| Fisher Pivots for day following 17-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,882.94 |
9,872.54 |
| PP |
9,873.91 |
9,853.11 |
| S1 |
9,864.89 |
9,833.68 |
|