| Trading Metrics calculated at close of trading on 30-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2002 |
30-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,865.54 |
9,619.14 |
-246.40 |
-2.5% |
9,772.34 |
| High |
9,908.16 |
9,775.59 |
-132.57 |
-1.3% |
9,897.85 |
| Low |
9,616.65 |
9,529.46 |
-87.19 |
-0.9% |
9,680.51 |
| Close |
9,618.24 |
9,762.86 |
144.62 |
1.5% |
9,840.08 |
| Range |
291.51 |
246.13 |
-45.38 |
-15.6% |
217.34 |
| ATR |
135.69 |
143.58 |
7.89 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,427.69 |
10,341.41 |
9,898.23 |
|
| R3 |
10,181.56 |
10,095.28 |
9,830.55 |
|
| R2 |
9,935.43 |
9,935.43 |
9,807.98 |
|
| R1 |
9,849.15 |
9,849.15 |
9,785.42 |
9,892.29 |
| PP |
9,689.30 |
9,689.30 |
9,689.30 |
9,710.88 |
| S1 |
9,603.02 |
9,603.02 |
9,740.30 |
9,646.16 |
| S2 |
9,443.17 |
9,443.17 |
9,717.74 |
|
| S3 |
9,197.04 |
9,356.89 |
9,695.17 |
|
| S4 |
8,950.91 |
9,110.76 |
9,627.49 |
|
|
| 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 |
9,908.16 |
9,529.46 |
378.70 |
3.9% |
179.82 |
1.8% |
62% |
False |
True |
|
| 10 |
9,916.54 |
9,529.46 |
387.08 |
4.0% |
158.18 |
1.6% |
60% |
False |
True |
|
| 20 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
137.69 |
1.4% |
30% |
False |
True |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
129.72 |
1.3% |
30% |
False |
True |
|
| 60 |
10,300.20 |
9,209.65 |
1,090.55 |
11.2% |
131.12 |
1.3% |
51% |
False |
False |
|
| 80 |
10,300.20 |
8,951.07 |
1,349.13 |
13.8% |
143.52 |
1.5% |
60% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.9% |
167.11 |
1.7% |
76% |
False |
False |
|
| 120 |
10,550.60 |
8,062.34 |
2,488.26 |
25.5% |
164.14 |
1.7% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,821.64 |
|
2.618 |
10,419.96 |
|
1.618 |
10,173.83 |
|
1.000 |
10,021.72 |
|
0.618 |
9,927.70 |
|
HIGH |
9,775.59 |
|
0.618 |
9,681.57 |
|
0.500 |
9,652.53 |
|
0.382 |
9,623.48 |
|
LOW |
9,529.46 |
|
0.618 |
9,377.35 |
|
1.000 |
9,283.33 |
|
1.618 |
9,131.22 |
|
2.618 |
8,885.09 |
|
4.250 |
8,483.41 |
|
|
| Fisher Pivots for day following 30-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,726.08 |
9,748.18 |
| PP |
9,689.30 |
9,733.49 |
| S1 |
9,652.53 |
9,718.81 |
|