Trading Metrics calculated at close of trading on 28-Dec-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2001 |
28-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
10,088.70 |
10,133.90 |
45.20 |
0.4% |
10,036.60 |
High |
10,147.20 |
10,184.50 |
37.30 |
0.4% |
10,184.50 |
Low |
10,080.90 |
10,109.90 |
29.00 |
0.3% |
10,034.40 |
Close |
10,131.30 |
10,137.00 |
5.70 |
0.1% |
10,137.00 |
Range |
66.30 |
74.60 |
8.30 |
12.5% |
150.10 |
ATR |
123.64 |
120.14 |
-3.50 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,367.60 |
10,326.90 |
10,178.03 |
|
R3 |
10,293.00 |
10,252.30 |
10,157.52 |
|
R2 |
10,218.40 |
10,218.40 |
10,150.68 |
|
R1 |
10,177.70 |
10,177.70 |
10,143.84 |
10,198.05 |
PP |
10,143.80 |
10,143.80 |
10,143.80 |
10,153.98 |
S1 |
10,103.10 |
10,103.10 |
10,130.16 |
10,123.45 |
S2 |
10,069.20 |
10,069.20 |
10,123.32 |
|
S3 |
9,994.60 |
10,028.50 |
10,116.49 |
|
S4 |
9,920.00 |
9,953.90 |
10,095.97 |
|
|
Weekly Pivots for week ending 28-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,568.93 |
10,503.07 |
10,219.56 |
|
R3 |
10,418.83 |
10,352.97 |
10,178.28 |
|
R2 |
10,268.73 |
10,268.73 |
10,164.52 |
|
R1 |
10,202.87 |
10,202.87 |
10,150.76 |
10,235.80 |
PP |
10,118.63 |
10,118.63 |
10,118.63 |
10,135.10 |
S1 |
10,052.77 |
10,052.77 |
10,123.24 |
10,085.70 |
S2 |
9,968.53 |
9,968.53 |
10,109.48 |
|
S3 |
9,818.43 |
9,902.67 |
10,095.72 |
|
S4 |
9,668.33 |
9,752.57 |
10,054.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,184.50 |
9,986.84 |
197.66 |
1.9% |
79.25 |
0.8% |
76% |
True |
False |
|
10 |
10,184.50 |
9,736.42 |
448.08 |
4.4% |
102.24 |
1.0% |
89% |
True |
False |
|
20 |
10,184.50 |
9,703.90 |
480.60 |
4.7% |
120.26 |
1.2% |
90% |
True |
False |
|
40 |
10,184.50 |
9,014.46 |
1,170.04 |
11.5% |
131.63 |
1.3% |
96% |
True |
False |
|
60 |
10,184.50 |
8,951.07 |
1,233.43 |
12.2% |
145.86 |
1.4% |
96% |
True |
False |
|
80 |
10,184.50 |
8,062.34 |
2,122.16 |
20.9% |
176.09 |
1.7% |
98% |
True |
False |
|
100 |
10,609.70 |
8,062.34 |
2,547.36 |
25.1% |
169.21 |
1.7% |
81% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.8% |
166.00 |
1.6% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,501.55 |
2.618 |
10,379.80 |
1.618 |
10,305.20 |
1.000 |
10,259.10 |
0.618 |
10,230.60 |
HIGH |
10,184.50 |
0.618 |
10,156.00 |
0.500 |
10,147.20 |
0.382 |
10,138.40 |
LOW |
10,109.90 |
0.618 |
10,063.80 |
1.000 |
10,035.30 |
1.618 |
9,989.20 |
2.618 |
9,914.60 |
4.250 |
9,792.85 |
|
|
Fisher Pivots for day following 28-Dec-2001 |
Pivot |
1 day |
3 day |
R1 |
10,147.20 |
10,127.90 |
PP |
10,143.80 |
10,118.80 |
S1 |
10,140.40 |
10,109.70 |
|