Trading Metrics calculated at close of trading on 23-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2002 |
23-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,772.34 |
9,710.96 |
-61.38 |
-0.6% |
9,985.38 |
High |
9,842.84 |
9,773.37 |
-69.47 |
-0.7% |
9,986.21 |
Low |
9,696.57 |
9,680.51 |
-16.06 |
-0.2% |
9,711.10 |
Close |
9,713.80 |
9,730.96 |
17.16 |
0.2% |
9,771.85 |
Range |
146.27 |
92.86 |
-53.41 |
-36.5% |
275.11 |
ATR |
126.85 |
124.43 |
-2.43 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,006.86 |
9,961.77 |
9,782.03 |
|
R3 |
9,914.00 |
9,868.91 |
9,756.50 |
|
R2 |
9,821.14 |
9,821.14 |
9,747.98 |
|
R1 |
9,776.05 |
9,776.05 |
9,739.47 |
9,798.60 |
PP |
9,728.28 |
9,728.28 |
9,728.28 |
9,739.55 |
S1 |
9,683.19 |
9,683.19 |
9,722.45 |
9,705.74 |
S2 |
9,635.42 |
9,635.42 |
9,713.94 |
|
S3 |
9,542.56 |
9,590.33 |
9,705.42 |
|
S4 |
9,449.70 |
9,497.47 |
9,679.89 |
|
|
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 |
9,916.54 |
9,680.51 |
236.03 |
2.4% |
136.53 |
1.4% |
21% |
False |
True |
|
10 |
10,270.90 |
9,680.51 |
590.39 |
6.1% |
128.35 |
1.3% |
9% |
False |
True |
|
20 |
10,300.20 |
9,680.51 |
619.69 |
6.4% |
114.33 |
1.2% |
8% |
False |
True |
|
40 |
10,300.20 |
9,680.51 |
619.69 |
6.4% |
123.19 |
1.3% |
8% |
False |
True |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
134.08 |
1.4% |
56% |
False |
False |
|
80 |
10,300.20 |
8,679.00 |
1,621.20 |
16.7% |
143.25 |
1.5% |
65% |
False |
False |
|
100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.4% |
166.96 |
1.7% |
70% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.2% |
161.38 |
1.7% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,168.03 |
2.618 |
10,016.48 |
1.618 |
9,923.62 |
1.000 |
9,866.23 |
0.618 |
9,830.76 |
HIGH |
9,773.37 |
0.618 |
9,737.90 |
0.500 |
9,726.94 |
0.382 |
9,715.98 |
LOW |
9,680.51 |
0.618 |
9,623.12 |
1.000 |
9,587.65 |
1.618 |
9,530.26 |
2.618 |
9,437.40 |
4.250 |
9,285.86 |
|
|
Fisher Pivots for day following 23-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,729.62 |
9,761.68 |
PP |
9,728.28 |
9,751.44 |
S1 |
9,726.94 |
9,741.20 |
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