Trading Metrics calculated at close of trading on 18-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2002 |
18-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,712.21 |
9,830.94 |
118.73 |
1.2% |
9,985.38 |
High |
9,857.79 |
9,830.94 |
-26.85 |
-0.3% |
9,986.21 |
Low |
9,712.21 |
9,738.43 |
26.22 |
0.3% |
9,711.10 |
Close |
9,850.04 |
9,771.85 |
-78.19 |
-0.8% |
9,771.85 |
Range |
145.58 |
92.51 |
-53.07 |
-36.5% |
275.11 |
ATR |
126.42 |
125.36 |
-1.06 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,057.94 |
10,007.40 |
9,822.73 |
|
R3 |
9,965.43 |
9,914.89 |
9,797.29 |
|
R2 |
9,872.92 |
9,872.92 |
9,788.81 |
|
R1 |
9,822.38 |
9,822.38 |
9,780.33 |
9,801.40 |
PP |
9,780.41 |
9,780.41 |
9,780.41 |
9,769.91 |
S1 |
9,729.87 |
9,729.87 |
9,763.37 |
9,708.89 |
S2 |
9,687.90 |
9,687.90 |
9,754.89 |
|
S3 |
9,595.39 |
9,637.36 |
9,746.41 |
|
S4 |
9,502.88 |
9,544.85 |
9,720.97 |
|
|
Weekly Pivots for week ending 18-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,648.38 |
10,485.23 |
9,923.16 |
|
R3 |
10,373.27 |
10,210.12 |
9,847.51 |
|
R2 |
10,098.16 |
10,098.16 |
9,822.29 |
|
R1 |
9,935.01 |
9,935.01 |
9,797.07 |
9,879.03 |
PP |
9,823.05 |
9,823.05 |
9,823.05 |
9,795.07 |
S1 |
9,659.90 |
9,659.90 |
9,746.63 |
9,603.92 |
S2 |
9,547.94 |
9,547.94 |
9,721.41 |
|
S3 |
9,272.83 |
9,384.79 |
9,696.19 |
|
S4 |
8,997.72 |
9,109.68 |
9,620.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,986.21 |
9,711.10 |
275.11 |
2.8% |
132.05 |
1.4% |
22% |
False |
False |
|
10 |
10,300.20 |
9,711.10 |
589.10 |
6.0% |
124.63 |
1.3% |
10% |
False |
False |
|
20 |
10,300.20 |
9,711.10 |
589.10 |
6.0% |
111.05 |
1.1% |
10% |
False |
False |
|
40 |
10,300.20 |
9,691.39 |
608.81 |
6.2% |
122.87 |
1.3% |
13% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
136.68 |
1.4% |
59% |
False |
False |
|
80 |
10,300.20 |
8,471.97 |
1,828.23 |
18.7% |
145.27 |
1.5% |
71% |
False |
False |
|
100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.3% |
167.01 |
1.7% |
72% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.1% |
162.22 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,224.11 |
2.618 |
10,073.13 |
1.618 |
9,980.62 |
1.000 |
9,923.45 |
0.618 |
9,888.11 |
HIGH |
9,830.94 |
0.618 |
9,795.60 |
0.500 |
9,784.69 |
0.382 |
9,773.77 |
LOW |
9,738.43 |
0.618 |
9,681.26 |
1.000 |
9,645.92 |
1.618 |
9,588.75 |
2.618 |
9,496.24 |
4.250 |
9,345.26 |
|
|
Fisher Pivots for day following 18-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,784.69 |
9,813.82 |
PP |
9,780.41 |
9,799.83 |
S1 |
9,776.13 |
9,785.84 |
|