| Trading Metrics calculated at close of trading on 14-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2002 |
14-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
10,069.50 |
9,985.38 |
-84.12 |
-0.8% |
10,261.30 |
| High |
10,098.40 |
9,985.38 |
-113.02 |
-1.1% |
10,300.20 |
| Low |
9,985.25 |
9,889.27 |
-95.98 |
-1.0% |
9,985.25 |
| Close |
9,987.53 |
9,891.42 |
-96.11 |
-1.0% |
9,987.53 |
| Range |
113.15 |
96.11 |
-17.04 |
-15.1% |
314.95 |
| ATR |
119.50 |
117.98 |
-1.52 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,210.35 |
10,147.00 |
9,944.28 |
|
| R3 |
10,114.24 |
10,050.89 |
9,917.85 |
|
| R2 |
10,018.13 |
10,018.13 |
9,909.04 |
|
| R1 |
9,954.78 |
9,954.78 |
9,900.23 |
9,938.40 |
| PP |
9,922.02 |
9,922.02 |
9,922.02 |
9,913.84 |
| S1 |
9,858.67 |
9,858.67 |
9,882.61 |
9,842.29 |
| S2 |
9,825.91 |
9,825.91 |
9,873.80 |
|
| S3 |
9,729.80 |
9,762.56 |
9,864.99 |
|
| S4 |
9,633.69 |
9,666.45 |
9,838.56 |
|
|
| Weekly Pivots for week ending 11-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,035.84 |
10,826.64 |
10,160.75 |
|
| R3 |
10,720.89 |
10,511.69 |
10,074.14 |
|
| R2 |
10,405.94 |
10,405.94 |
10,045.27 |
|
| R1 |
10,196.74 |
10,196.74 |
10,016.40 |
10,143.87 |
| PP |
10,090.99 |
10,090.99 |
10,090.99 |
10,064.56 |
| S1 |
9,881.79 |
9,881.79 |
9,958.66 |
9,828.92 |
| S2 |
9,776.04 |
9,776.04 |
9,929.79 |
|
| S3 |
9,461.09 |
9,566.84 |
9,900.92 |
|
| S4 |
9,146.14 |
9,251.89 |
9,814.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,270.90 |
9,889.27 |
381.63 |
3.9% |
114.01 |
1.2% |
1% |
False |
True |
|
| 10 |
10,300.20 |
9,889.27 |
410.93 |
4.2% |
116.98 |
1.2% |
1% |
False |
True |
|
| 20 |
10,300.20 |
9,736.42 |
563.78 |
5.7% |
109.61 |
1.1% |
27% |
False |
False |
|
| 40 |
10,300.20 |
9,691.39 |
608.81 |
6.2% |
118.77 |
1.2% |
33% |
False |
False |
|
| 60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
137.29 |
1.4% |
68% |
False |
False |
|
| 80 |
10,300.20 |
8,062.34 |
2,237.86 |
22.6% |
155.04 |
1.6% |
82% |
False |
False |
|
| 100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.1% |
167.98 |
1.7% |
77% |
False |
False |
|
| 120 |
10,679.10 |
8,062.34 |
2,616.76 |
26.5% |
162.75 |
1.6% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,393.85 |
|
2.618 |
10,237.00 |
|
1.618 |
10,140.89 |
|
1.000 |
10,081.49 |
|
0.618 |
10,044.78 |
|
HIGH |
9,985.38 |
|
0.618 |
9,948.67 |
|
0.500 |
9,937.33 |
|
0.382 |
9,925.98 |
|
LOW |
9,889.27 |
|
0.618 |
9,829.87 |
|
1.000 |
9,793.16 |
|
1.618 |
9,733.76 |
|
2.618 |
9,637.65 |
|
4.250 |
9,480.80 |
|
|
| Fisher Pivots for day following 14-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,937.33 |
9,995.54 |
| PP |
9,922.02 |
9,960.83 |
| S1 |
9,906.72 |
9,926.13 |
|