Trading Metrics calculated at close of trading on 24-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2002 |
24-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,710.96 |
9,734.21 |
23.25 |
0.2% |
9,985.38 |
High |
9,773.37 |
9,856.97 |
83.60 |
0.9% |
9,986.21 |
Low |
9,680.51 |
9,734.21 |
53.70 |
0.6% |
9,711.10 |
Close |
9,730.96 |
9,796.07 |
65.11 |
0.7% |
9,771.85 |
Range |
92.86 |
122.76 |
29.90 |
32.2% |
275.11 |
ATR |
124.43 |
124.54 |
0.11 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,164.03 |
10,102.81 |
9,863.59 |
|
R3 |
10,041.27 |
9,980.05 |
9,829.83 |
|
R2 |
9,918.51 |
9,918.51 |
9,818.58 |
|
R1 |
9,857.29 |
9,857.29 |
9,807.32 |
9,887.90 |
PP |
9,795.75 |
9,795.75 |
9,795.75 |
9,811.06 |
S1 |
9,734.53 |
9,734.53 |
9,784.82 |
9,765.14 |
S2 |
9,672.99 |
9,672.99 |
9,773.56 |
|
S3 |
9,550.23 |
9,611.77 |
9,762.31 |
|
S4 |
9,427.47 |
9,489.01 |
9,728.55 |
|
|
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 |
9,857.79 |
9,680.51 |
177.28 |
1.8% |
120.00 |
1.2% |
65% |
False |
False |
|
10 |
10,101.80 |
9,680.51 |
421.29 |
4.3% |
120.49 |
1.2% |
27% |
False |
False |
|
20 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
118.54 |
1.2% |
19% |
False |
False |
|
40 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
124.03 |
1.3% |
19% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.1% |
133.21 |
1.4% |
61% |
False |
False |
|
80 |
10,300.20 |
8,732.14 |
1,568.06 |
16.0% |
142.57 |
1.5% |
68% |
False |
False |
|
100 |
10,441.40 |
8,062.34 |
2,379.06 |
24.3% |
166.02 |
1.7% |
73% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
26.0% |
161.70 |
1.7% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,378.70 |
2.618 |
10,178.36 |
1.618 |
10,055.60 |
1.000 |
9,979.73 |
0.618 |
9,932.84 |
HIGH |
9,856.97 |
0.618 |
9,810.08 |
0.500 |
9,795.59 |
0.382 |
9,781.10 |
LOW |
9,734.21 |
0.618 |
9,658.34 |
1.000 |
9,611.45 |
1.618 |
9,535.58 |
2.618 |
9,412.82 |
4.250 |
9,212.48 |
|
|
Fisher Pivots for day following 24-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,795.91 |
9,786.96 |
PP |
9,795.75 |
9,777.85 |
S1 |
9,795.59 |
9,768.74 |
|