| Trading Metrics calculated at close of trading on 26-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2001 |
26-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
10,036.60 |
10,035.50 |
-1.10 |
0.0% |
9,809.42 |
| High |
10,072.90 |
10,169.10 |
96.20 |
1.0% |
10,088.30 |
| Low |
10,034.40 |
10,034.90 |
0.50 |
0.0% |
9,798.84 |
| Close |
10,035.30 |
10,088.10 |
52.80 |
0.5% |
10,035.30 |
| Range |
38.50 |
134.20 |
95.70 |
248.6% |
289.46 |
| ATR |
127.58 |
128.05 |
0.47 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,499.97 |
10,428.23 |
10,161.91 |
|
| R3 |
10,365.77 |
10,294.03 |
10,125.01 |
|
| R2 |
10,231.57 |
10,231.57 |
10,112.70 |
|
| R1 |
10,159.83 |
10,159.83 |
10,100.40 |
10,195.70 |
| PP |
10,097.37 |
10,097.37 |
10,097.37 |
10,115.30 |
| S1 |
10,025.63 |
10,025.63 |
10,075.80 |
10,061.50 |
| S2 |
9,963.17 |
9,963.17 |
10,063.50 |
|
| S3 |
9,828.97 |
9,891.43 |
10,051.20 |
|
| S4 |
9,694.77 |
9,757.23 |
10,014.29 |
|
|
| 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 |
10,169.10 |
9,919.79 |
249.31 |
2.5% |
102.94 |
1.0% |
68% |
True |
False |
|
| 10 |
10,169.10 |
9,736.42 |
432.68 |
4.3% |
113.93 |
1.1% |
81% |
True |
False |
|
| 20 |
10,169.40 |
9,691.39 |
478.01 |
4.7% |
128.15 |
1.3% |
83% |
False |
False |
|
| 40 |
10,169.40 |
9,014.46 |
1,154.94 |
11.4% |
137.05 |
1.4% |
93% |
False |
False |
|
| 60 |
10,169.40 |
8,798.43 |
1,370.97 |
13.6% |
150.83 |
1.5% |
94% |
False |
False |
|
| 80 |
10,382.80 |
8,062.34 |
2,320.46 |
23.0% |
178.83 |
1.8% |
87% |
False |
False |
|
| 100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.3% |
170.88 |
1.7% |
80% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.9% |
166.79 |
1.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,739.45 |
|
2.618 |
10,520.44 |
|
1.618 |
10,386.24 |
|
1.000 |
10,303.30 |
|
0.618 |
10,252.04 |
|
HIGH |
10,169.10 |
|
0.618 |
10,117.84 |
|
0.500 |
10,102.00 |
|
0.382 |
10,086.16 |
|
LOW |
10,034.90 |
|
0.618 |
9,951.96 |
|
1.000 |
9,900.70 |
|
1.618 |
9,817.76 |
|
2.618 |
9,683.56 |
|
4.250 |
9,464.55 |
|
|
| Fisher Pivots for day following 26-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,102.00 |
10,084.72 |
| PP |
10,097.37 |
10,081.35 |
| S1 |
10,092.73 |
10,077.97 |
|