Trading Metrics calculated at close of trading on 04-Jan-2002 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Jan-2002 |
04-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
10,073.90 |
10,176.80 |
102.90 |
1.0% |
10,136.40 |
High |
10,174.00 |
10,283.70 |
109.70 |
1.1% |
10,283.70 |
Low |
10,052.00 |
10,174.80 |
122.80 |
1.2% |
9,935.70 |
Close |
10,172.10 |
10,259.70 |
87.60 |
0.9% |
10,259.70 |
Range |
122.00 |
108.90 |
-13.10 |
-10.7% |
348.00 |
ATR |
121.37 |
120.67 |
-0.70 |
-0.6% |
0.00 |
Volume |
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|
|
|
|
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Daily Pivots for day following 04-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,566.10 |
10,521.80 |
10,319.60 |
|
R3 |
10,457.20 |
10,412.90 |
10,289.65 |
|
R2 |
10,348.30 |
10,348.30 |
10,279.67 |
|
R1 |
10,304.00 |
10,304.00 |
10,269.68 |
10,326.15 |
PP |
10,239.40 |
10,239.40 |
10,239.40 |
10,250.48 |
S1 |
10,195.10 |
10,195.10 |
10,249.72 |
10,217.25 |
S2 |
10,130.50 |
10,130.50 |
10,239.74 |
|
S3 |
10,021.60 |
10,086.20 |
10,229.75 |
|
S4 |
9,912.70 |
9,977.30 |
10,199.81 |
|
|
Weekly Pivots for week ending 04-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,203.70 |
11,079.70 |
10,451.10 |
|
R3 |
10,855.70 |
10,731.70 |
10,355.40 |
|
R2 |
10,507.70 |
10,507.70 |
10,323.50 |
|
R1 |
10,383.70 |
10,383.70 |
10,291.60 |
10,445.70 |
PP |
10,159.70 |
10,159.70 |
10,159.70 |
10,190.70 |
S1 |
10,035.70 |
10,035.70 |
10,227.80 |
10,097.70 |
S2 |
9,811.70 |
9,811.70 |
10,195.90 |
|
S3 |
9,463.70 |
9,687.70 |
10,164.00 |
|
S4 |
9,115.70 |
9,339.70 |
10,068.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,283.70 |
9,935.70 |
348.00 |
3.4% |
112.44 |
1.1% |
93% |
True |
False |
|
10 |
10,283.70 |
9,935.70 |
348.00 |
3.4% |
97.47 |
1.0% |
93% |
True |
False |
|
20 |
10,283.70 |
9,736.42 |
547.28 |
5.3% |
112.87 |
1.1% |
96% |
True |
False |
|
40 |
10,283.70 |
9,408.58 |
875.12 |
8.5% |
124.61 |
1.2% |
97% |
True |
False |
|
60 |
10,283.70 |
9,000.14 |
1,283.56 |
12.5% |
145.02 |
1.4% |
98% |
True |
False |
|
80 |
10,283.70 |
8,062.34 |
2,221.36 |
21.7% |
171.35 |
1.7% |
99% |
True |
False |
|
100 |
10,479.60 |
8,062.34 |
2,417.26 |
23.6% |
169.69 |
1.7% |
91% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.5% |
164.76 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,746.53 |
2.618 |
10,568.80 |
1.618 |
10,459.90 |
1.000 |
10,392.60 |
0.618 |
10,351.00 |
HIGH |
10,283.70 |
0.618 |
10,242.10 |
0.500 |
10,229.25 |
0.382 |
10,216.40 |
LOW |
10,174.80 |
0.618 |
10,107.50 |
1.000 |
10,065.90 |
1.618 |
9,998.60 |
2.618 |
9,889.70 |
4.250 |
9,711.98 |
|
|
Fisher Pivots for day following 04-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
10,249.55 |
10,209.70 |
PP |
10,239.40 |
10,159.70 |
S1 |
10,229.25 |
10,109.70 |
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