Trading Metrics calculated at close of trading on 25-Jan-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2002 |
25-Jan-2002 |
Change |
Change % |
Previous Week |
Open |
9,734.21 |
9,793.23 |
59.02 |
0.6% |
9,772.34 |
High |
9,856.97 |
9,897.85 |
40.88 |
0.4% |
9,897.85 |
Low |
9,734.21 |
9,755.11 |
20.90 |
0.2% |
9,680.51 |
Close |
9,796.07 |
9,840.08 |
44.01 |
0.4% |
9,840.08 |
Range |
122.76 |
142.74 |
19.98 |
16.3% |
217.34 |
ATR |
124.54 |
125.84 |
1.30 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,259.23 |
10,192.40 |
9,918.59 |
|
R3 |
10,116.49 |
10,049.66 |
9,879.33 |
|
R2 |
9,973.75 |
9,973.75 |
9,866.25 |
|
R1 |
9,906.92 |
9,906.92 |
9,853.16 |
9,940.34 |
PP |
9,831.01 |
9,831.01 |
9,831.01 |
9,847.72 |
S1 |
9,764.18 |
9,764.18 |
9,827.00 |
9,797.60 |
S2 |
9,688.27 |
9,688.27 |
9,813.91 |
|
S3 |
9,545.53 |
9,621.44 |
9,800.83 |
|
S4 |
9,402.79 |
9,478.70 |
9,761.57 |
|
|
Weekly Pivots for week ending 25-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,458.17 |
10,366.46 |
9,959.62 |
|
R3 |
10,240.83 |
10,149.12 |
9,899.85 |
|
R2 |
10,023.49 |
10,023.49 |
9,879.93 |
|
R1 |
9,931.78 |
9,931.78 |
9,860.00 |
9,977.64 |
PP |
9,806.15 |
9,806.15 |
9,806.15 |
9,829.07 |
S1 |
9,714.44 |
9,714.44 |
9,820.16 |
9,760.30 |
S2 |
9,588.81 |
9,588.81 |
9,800.23 |
|
S3 |
9,371.47 |
9,497.10 |
9,780.31 |
|
S4 |
9,154.13 |
9,279.76 |
9,720.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,897.85 |
9,680.51 |
217.34 |
2.2% |
119.43 |
1.2% |
73% |
True |
False |
|
10 |
10,098.40 |
9,680.51 |
417.89 |
4.2% |
127.80 |
1.3% |
38% |
False |
False |
|
20 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
118.97 |
1.2% |
26% |
False |
False |
|
40 |
10,300.20 |
9,680.51 |
619.69 |
6.3% |
123.56 |
1.3% |
26% |
False |
False |
|
60 |
10,300.20 |
9,014.46 |
1,285.74 |
13.1% |
131.02 |
1.3% |
64% |
False |
False |
|
80 |
10,300.20 |
8,798.43 |
1,501.77 |
15.3% |
142.87 |
1.5% |
69% |
False |
False |
|
100 |
10,382.80 |
8,062.34 |
2,320.46 |
23.6% |
166.86 |
1.7% |
77% |
False |
False |
|
120 |
10,609.70 |
8,062.34 |
2,547.36 |
25.9% |
162.23 |
1.6% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,504.50 |
2.618 |
10,271.54 |
1.618 |
10,128.80 |
1.000 |
10,040.59 |
0.618 |
9,986.06 |
HIGH |
9,897.85 |
0.618 |
9,843.32 |
0.500 |
9,826.48 |
0.382 |
9,809.64 |
LOW |
9,755.11 |
0.618 |
9,666.90 |
1.000 |
9,612.37 |
1.618 |
9,524.16 |
2.618 |
9,381.42 |
4.250 |
9,148.47 |
|
|
Fisher Pivots for day following 25-Jan-2002 |
Pivot |
1 day |
3 day |
R1 |
9,835.55 |
9,823.11 |
PP |
9,831.01 |
9,806.15 |
S1 |
9,826.48 |
9,789.18 |
|