| Trading Metrics calculated at close of trading on 21-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2001 |
21-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
10,064.10 |
9,986.84 |
-77.26 |
-0.8% |
9,809.42 |
| High |
10,076.00 |
10,069.50 |
-6.50 |
-0.1% |
10,088.30 |
| Low |
9,985.18 |
9,986.84 |
1.66 |
0.0% |
9,798.84 |
| Close |
9,985.18 |
10,035.30 |
50.12 |
0.5% |
10,035.30 |
| Range |
90.82 |
82.66 |
-8.16 |
-9.0% |
289.46 |
| ATR |
138.29 |
134.43 |
-3.85 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,278.53 |
10,239.57 |
10,080.76 |
|
| R3 |
10,195.87 |
10,156.91 |
10,058.03 |
|
| R2 |
10,113.21 |
10,113.21 |
10,050.45 |
|
| R1 |
10,074.25 |
10,074.25 |
10,042.88 |
10,093.73 |
| PP |
10,030.55 |
10,030.55 |
10,030.55 |
10,040.29 |
| S1 |
9,991.59 |
9,991.59 |
10,027.72 |
10,011.07 |
| S2 |
9,947.89 |
9,947.89 |
10,020.15 |
|
| S3 |
9,865.23 |
9,908.93 |
10,012.57 |
|
| S4 |
9,782.57 |
9,826.27 |
9,989.84 |
|
|
| Weekly Pivots for week ending 21-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,842.53 |
10,728.37 |
10,194.50 |
|
| R3 |
10,553.07 |
10,438.91 |
10,114.90 |
|
| R2 |
10,263.61 |
10,263.61 |
10,088.37 |
|
| R1 |
10,149.45 |
10,149.45 |
10,061.83 |
10,206.53 |
| PP |
9,974.15 |
9,974.15 |
9,974.15 |
10,002.69 |
| S1 |
9,859.99 |
9,859.99 |
10,008.77 |
9,917.07 |
| S2 |
9,684.69 |
9,684.69 |
9,982.23 |
|
| S3 |
9,395.23 |
9,570.53 |
9,955.70 |
|
| S4 |
9,105.77 |
9,281.07 |
9,876.10 |
|
|
| 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 |
9,798.84 |
289.46 |
2.9% |
119.36 |
1.2% |
82% |
False |
False |
|
| 10 |
10,088.30 |
9,736.42 |
351.88 |
3.5% |
126.98 |
1.3% |
85% |
False |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.8% |
132.04 |
1.3% |
72% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.5% |
143.95 |
1.4% |
88% |
False |
False |
|
| 60 |
10,169.40 |
8,679.00 |
1,490.40 |
14.9% |
152.89 |
1.5% |
91% |
False |
False |
|
| 80 |
10,441.40 |
8,062.34 |
2,379.06 |
23.7% |
180.12 |
1.8% |
83% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.4% |
170.79 |
1.7% |
77% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.1% |
167.96 |
1.7% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,420.81 |
|
2.618 |
10,285.90 |
|
1.618 |
10,203.24 |
|
1.000 |
10,152.16 |
|
0.618 |
10,120.58 |
|
HIGH |
10,069.50 |
|
0.618 |
10,037.92 |
|
0.500 |
10,028.17 |
|
0.382 |
10,018.42 |
|
LOW |
9,986.84 |
|
0.618 |
9,935.76 |
|
1.000 |
9,904.18 |
|
1.618 |
9,853.10 |
|
2.618 |
9,770.44 |
|
4.250 |
9,635.54 |
|
|
| Fisher Pivots for day following 21-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,032.92 |
10,024.88 |
| PP |
10,030.55 |
10,014.46 |
| S1 |
10,028.17 |
10,004.05 |
|