| Trading Metrics calculated at close of trading on 31-Dec-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2001 |
31-Dec-2001 |
Change |
Change % |
Previous Week |
| Open |
10,133.90 |
10,136.40 |
2.50 |
0.0% |
10,036.60 |
| High |
10,184.50 |
10,137.60 |
-46.90 |
-0.5% |
10,184.50 |
| Low |
10,109.90 |
10,019.20 |
-90.70 |
-0.9% |
10,034.40 |
| Close |
10,137.00 |
10,021.50 |
-115.50 |
-1.1% |
10,137.00 |
| Range |
74.60 |
118.40 |
43.80 |
58.7% |
150.10 |
| ATR |
120.14 |
120.01 |
-0.12 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,414.63 |
10,336.47 |
10,086.62 |
|
| R3 |
10,296.23 |
10,218.07 |
10,054.06 |
|
| R2 |
10,177.83 |
10,177.83 |
10,043.21 |
|
| R1 |
10,099.67 |
10,099.67 |
10,032.35 |
10,079.55 |
| PP |
10,059.43 |
10,059.43 |
10,059.43 |
10,049.38 |
| S1 |
9,981.27 |
9,981.27 |
10,010.65 |
9,961.15 |
| S2 |
9,941.03 |
9,941.03 |
9,999.79 |
|
| S3 |
9,822.63 |
9,862.87 |
9,988.94 |
|
| S4 |
9,704.23 |
9,744.47 |
9,956.38 |
|
|
| 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 |
10,019.20 |
165.30 |
1.6% |
86.40 |
0.9% |
1% |
False |
True |
|
| 10 |
10,184.50 |
9,798.84 |
385.66 |
3.8% |
102.88 |
1.0% |
58% |
False |
False |
|
| 20 |
10,184.50 |
9,703.90 |
480.60 |
4.8% |
121.75 |
1.2% |
66% |
False |
False |
|
| 40 |
10,184.50 |
9,209.65 |
974.85 |
9.7% |
127.84 |
1.3% |
83% |
False |
False |
|
| 60 |
10,184.50 |
8,951.07 |
1,233.43 |
12.3% |
145.46 |
1.5% |
87% |
False |
False |
|
| 80 |
10,184.50 |
8,062.34 |
2,122.16 |
21.2% |
174.46 |
1.7% |
92% |
False |
False |
|
| 100 |
10,550.60 |
8,062.34 |
2,488.26 |
24.8% |
169.43 |
1.7% |
79% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.1% |
166.10 |
1.7% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,640.80 |
|
2.618 |
10,447.57 |
|
1.618 |
10,329.17 |
|
1.000 |
10,256.00 |
|
0.618 |
10,210.77 |
|
HIGH |
10,137.60 |
|
0.618 |
10,092.37 |
|
0.500 |
10,078.40 |
|
0.382 |
10,064.43 |
|
LOW |
10,019.20 |
|
0.618 |
9,946.03 |
|
1.000 |
9,900.80 |
|
1.618 |
9,827.63 |
|
2.618 |
9,709.23 |
|
4.250 |
9,516.00 |
|
|
| Fisher Pivots for day following 31-Dec-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,078.40 |
10,101.85 |
| PP |
10,059.43 |
10,075.07 |
| S1 |
10,040.47 |
10,048.28 |
|