Trading Metrics calculated at close of trading on 03-Jan-2002 |
Day Change Summary |
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Previous |
Current |
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|
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02-Jan-2002 |
03-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
10,021.70 |
10,073.90 |
52.20 |
0.5% |
10,036.60 |
High |
10,074.00 |
10,174.00 |
100.00 |
1.0% |
10,184.50 |
Low |
9,935.70 |
10,052.00 |
116.30 |
1.2% |
10,034.40 |
Close |
10,073.40 |
10,172.10 |
98.70 |
1.0% |
10,137.00 |
Range |
138.30 |
122.00 |
-16.30 |
-11.8% |
150.10 |
ATR |
121.32 |
121.37 |
0.05 |
0.0% |
0.00 |
Volume |
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|
|
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Daily Pivots for day following 03-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,498.70 |
10,457.40 |
10,239.20 |
|
R3 |
10,376.70 |
10,335.40 |
10,205.65 |
|
R2 |
10,254.70 |
10,254.70 |
10,194.47 |
|
R1 |
10,213.40 |
10,213.40 |
10,183.28 |
10,234.05 |
PP |
10,132.70 |
10,132.70 |
10,132.70 |
10,143.03 |
S1 |
10,091.40 |
10,091.40 |
10,160.92 |
10,112.05 |
S2 |
10,010.70 |
10,010.70 |
10,149.73 |
|
S3 |
9,888.70 |
9,969.40 |
10,138.55 |
|
S4 |
9,766.70 |
9,847.40 |
10,105.00 |
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|
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 |
9,935.70 |
248.80 |
2.4% |
103.92 |
1.0% |
95% |
False |
False |
|
10 |
10,184.50 |
9,919.79 |
264.71 |
2.6% |
103.43 |
1.0% |
95% |
False |
False |
|
20 |
10,184.50 |
9,736.42 |
448.08 |
4.4% |
119.97 |
1.2% |
97% |
False |
False |
|
40 |
10,184.50 |
9,386.51 |
797.99 |
7.8% |
127.24 |
1.3% |
98% |
False |
False |
|
60 |
10,184.50 |
9,000.14 |
1,184.36 |
11.6% |
144.58 |
1.4% |
99% |
False |
False |
|
80 |
10,184.50 |
8,062.34 |
2,122.16 |
20.9% |
172.25 |
1.7% |
99% |
False |
False |
|
100 |
10,479.60 |
8,062.34 |
2,417.26 |
23.8% |
169.57 |
1.7% |
87% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.7% |
165.29 |
1.6% |
81% |
False |
False |
|
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|
Fibonacci Retracements and Extensions |
4.250 |
10,692.50 |
2.618 |
10,493.40 |
1.618 |
10,371.40 |
1.000 |
10,296.00 |
0.618 |
10,249.40 |
HIGH |
10,174.00 |
0.618 |
10,127.40 |
0.500 |
10,113.00 |
0.382 |
10,098.60 |
LOW |
10,052.00 |
0.618 |
9,976.60 |
1.000 |
9,930.00 |
1.618 |
9,854.60 |
2.618 |
9,732.60 |
4.250 |
9,533.50 |
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|
Fisher Pivots for day following 03-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
10,152.40 |
10,133.02 |
PP |
10,132.70 |
10,093.93 |
S1 |
10,113.00 |
10,054.85 |
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