Trading Metrics calculated at close of trading on 10-Jan-2002 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Jan-2002 |
10-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
10,153.20 |
10,092.50 |
-60.70 |
-0.6% |
10,136.40 |
High |
10,270.90 |
10,101.80 |
-169.10 |
-1.6% |
10,283.70 |
Low |
10,069.50 |
10,032.20 |
-37.30 |
-0.4% |
9,935.70 |
Close |
10,094.10 |
10,067.90 |
-26.20 |
-0.3% |
10,259.70 |
Range |
201.40 |
69.60 |
-131.80 |
-65.4% |
348.00 |
ATR |
123.86 |
119.99 |
-3.88 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 10-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,276.10 |
10,241.60 |
10,106.18 |
|
R3 |
10,206.50 |
10,172.00 |
10,087.04 |
|
R2 |
10,136.90 |
10,136.90 |
10,080.66 |
|
R1 |
10,102.40 |
10,102.40 |
10,074.28 |
10,084.85 |
PP |
10,067.30 |
10,067.30 |
10,067.30 |
10,058.53 |
S1 |
10,032.80 |
10,032.80 |
10,061.52 |
10,015.25 |
S2 |
9,997.70 |
9,997.70 |
10,055.14 |
|
S3 |
9,928.10 |
9,963.20 |
10,048.76 |
|
S4 |
9,858.50 |
9,893.60 |
10,029.62 |
|
|
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 |
10,032.20 |
268.00 |
2.7% |
116.36 |
1.2% |
13% |
False |
True |
|
10 |
10,300.20 |
9,935.70 |
364.50 |
3.6% |
110.14 |
1.1% |
36% |
False |
False |
|
20 |
10,300.20 |
9,736.42 |
563.78 |
5.6% |
112.03 |
1.1% |
59% |
False |
False |
|
40 |
10,300.20 |
9,551.43 |
748.77 |
7.4% |
121.60 |
1.2% |
69% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
12.8% |
140.05 |
1.4% |
82% |
False |
False |
|
80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.2% |
160.25 |
1.6% |
90% |
False |
False |
|
100 |
10,478.80 |
8,062.34 |
2,416.46 |
24.0% |
168.09 |
1.7% |
83% |
False |
False |
|
120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.0% |
163.53 |
1.6% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,397.60 |
2.618 |
10,284.01 |
1.618 |
10,214.41 |
1.000 |
10,171.40 |
0.618 |
10,144.81 |
HIGH |
10,101.80 |
0.618 |
10,075.21 |
0.500 |
10,067.00 |
0.382 |
10,058.79 |
LOW |
10,032.20 |
0.618 |
9,989.19 |
1.000 |
9,962.60 |
1.618 |
9,919.59 |
2.618 |
9,849.99 |
4.250 |
9,736.40 |
|
|
Fisher Pivots for day following 10-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
10,067.60 |
10,151.55 |
PP |
10,067.30 |
10,123.67 |
S1 |
10,067.00 |
10,095.78 |
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