| Trading Metrics calculated at close of trading on 20-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2001 |
20-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
9,994.59 |
10,064.10 |
69.51 |
0.7% |
10,047.00 |
| High |
10,088.30 |
10,076.00 |
-12.30 |
-0.1% |
10,075.60 |
| Low |
9,919.79 |
9,985.18 |
65.39 |
0.7% |
9,736.42 |
| Close |
10,070.50 |
9,985.18 |
-85.32 |
-0.8% |
9,811.15 |
| Range |
168.51 |
90.82 |
-77.69 |
-46.1% |
339.18 |
| ATR |
141.94 |
138.29 |
-3.65 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,287.91 |
10,227.37 |
10,035.13 |
|
| R3 |
10,197.09 |
10,136.55 |
10,010.16 |
|
| R2 |
10,106.27 |
10,106.27 |
10,001.83 |
|
| R1 |
10,045.73 |
10,045.73 |
9,993.51 |
10,030.59 |
| PP |
10,015.45 |
10,015.45 |
10,015.45 |
10,007.89 |
| S1 |
9,954.91 |
9,954.91 |
9,976.85 |
9,939.77 |
| S2 |
9,924.63 |
9,924.63 |
9,968.53 |
|
| S3 |
9,833.81 |
9,864.09 |
9,960.20 |
|
| S4 |
9,742.99 |
9,773.27 |
9,935.23 |
|
|
| 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 |
10,088.30 |
9,736.42 |
351.88 |
3.5% |
125.23 |
1.3% |
71% |
False |
False |
|
| 10 |
10,099.20 |
9,736.42 |
362.78 |
3.6% |
128.39 |
1.3% |
69% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
134.33 |
1.3% |
61% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.6% |
149.01 |
1.5% |
84% |
False |
False |
|
| 60 |
10,169.40 |
8,471.97 |
1,697.43 |
17.0% |
155.00 |
1.6% |
89% |
False |
False |
|
| 80 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
180.01 |
1.8% |
81% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.5% |
171.72 |
1.7% |
75% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.2% |
168.29 |
1.7% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,461.99 |
|
2.618 |
10,313.77 |
|
1.618 |
10,222.95 |
|
1.000 |
10,166.82 |
|
0.618 |
10,132.13 |
|
HIGH |
10,076.00 |
|
0.618 |
10,041.31 |
|
0.500 |
10,030.59 |
|
0.382 |
10,019.87 |
|
LOW |
9,985.18 |
|
0.618 |
9,929.05 |
|
1.000 |
9,894.36 |
|
1.618 |
9,838.23 |
|
2.618 |
9,747.41 |
|
4.250 |
9,599.20 |
|
|
| Fisher Pivots for day following 20-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,030.59 |
9,990.45 |
| PP |
10,015.45 |
9,988.69 |
| S1 |
10,000.32 |
9,986.94 |
|