Trading Metrics calculated at close of trading on 08-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2002 |
08-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
10,261.30 |
10,195.80 |
-65.50 |
-0.6% |
10,136.40 |
High |
10,300.20 |
10,211.20 |
-89.00 |
-0.9% |
10,283.70 |
Low |
10,188.10 |
10,121.40 |
-66.70 |
-0.7% |
9,935.70 |
Close |
10,197.00 |
10,150.50 |
-46.50 |
-0.5% |
10,259.70 |
Range |
112.10 |
89.80 |
-22.30 |
-19.9% |
348.00 |
ATR |
120.06 |
117.90 |
-2.16 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 08-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,430.43 |
10,380.27 |
10,199.89 |
|
R3 |
10,340.63 |
10,290.47 |
10,175.20 |
|
R2 |
10,250.83 |
10,250.83 |
10,166.96 |
|
R1 |
10,200.67 |
10,200.67 |
10,158.73 |
10,180.85 |
PP |
10,161.03 |
10,161.03 |
10,161.03 |
10,151.13 |
S1 |
10,110.87 |
10,110.87 |
10,142.27 |
10,091.05 |
S2 |
10,071.23 |
10,071.23 |
10,134.04 |
|
S3 |
9,981.43 |
10,021.07 |
10,125.81 |
|
S4 |
9,891.63 |
9,931.27 |
10,101.11 |
|
|
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 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
114.22 |
1.1% |
59% |
False |
False |
|
10 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
100.31 |
1.0% |
59% |
False |
False |
|
20 |
10,300.20 |
9,736.42 |
563.78 |
5.6% |
113.64 |
1.1% |
73% |
False |
False |
|
40 |
10,300.20 |
9,408.58 |
891.62 |
8.8% |
122.53 |
1.2% |
83% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
12.7% |
141.01 |
1.4% |
88% |
False |
False |
|
80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.0% |
167.80 |
1.7% |
93% |
False |
False |
|
100 |
10,478.80 |
8,062.34 |
2,416.46 |
23.8% |
168.53 |
1.7% |
86% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
25.8% |
163.27 |
1.6% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,592.85 |
2.618 |
10,446.30 |
1.618 |
10,356.50 |
1.000 |
10,301.00 |
0.618 |
10,266.70 |
HIGH |
10,211.20 |
0.618 |
10,176.90 |
0.500 |
10,166.30 |
0.382 |
10,155.70 |
LOW |
10,121.40 |
0.618 |
10,065.90 |
1.000 |
10,031.60 |
1.618 |
9,976.10 |
2.618 |
9,886.30 |
4.250 |
9,739.75 |
|
|
Fisher Pivots for day following 08-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
10,166.30 |
10,210.80 |
PP |
10,161.03 |
10,190.70 |
S1 |
10,155.77 |
10,170.60 |
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