| Trading Metrics calculated at close of trading on 31-Jan-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2002 |
31-Jan-2002 |
Change |
Change % |
Previous Week |
| Open |
9,619.14 |
9,763.20 |
144.06 |
1.5% |
9,772.34 |
| High |
9,775.59 |
9,922.49 |
146.90 |
1.5% |
9,897.85 |
| Low |
9,529.46 |
9,763.20 |
233.74 |
2.5% |
9,680.51 |
| Close |
9,762.86 |
9,920.00 |
157.14 |
1.6% |
9,840.08 |
| Range |
246.13 |
159.29 |
-86.84 |
-35.3% |
217.34 |
| ATR |
143.58 |
144.73 |
1.15 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,346.43 |
10,292.51 |
10,007.61 |
|
| R3 |
10,187.14 |
10,133.22 |
9,963.80 |
|
| R2 |
10,027.85 |
10,027.85 |
9,949.20 |
|
| R1 |
9,973.93 |
9,973.93 |
9,934.60 |
10,000.89 |
| PP |
9,868.56 |
9,868.56 |
9,868.56 |
9,882.05 |
| S1 |
9,814.64 |
9,814.64 |
9,905.40 |
9,841.60 |
| S2 |
9,709.27 |
9,709.27 |
9,890.80 |
|
| S3 |
9,549.98 |
9,655.35 |
9,876.20 |
|
| S4 |
9,390.69 |
9,496.06 |
9,832.39 |
|
|
| 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 |
9,922.49 |
9,529.46 |
393.03 |
4.0% |
187.13 |
1.9% |
99% |
True |
False |
|
| 10 |
9,922.49 |
9,529.46 |
393.03 |
4.0% |
153.56 |
1.5% |
99% |
True |
False |
|
| 20 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
138.74 |
1.4% |
51% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
130.07 |
1.3% |
51% |
False |
False |
|
| 60 |
10,300.20 |
9,326.17 |
974.03 |
9.8% |
131.54 |
1.3% |
61% |
False |
False |
|
| 80 |
10,300.20 |
9,000.14 |
1,300.06 |
13.1% |
143.25 |
1.4% |
71% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.6% |
167.20 |
1.7% |
83% |
False |
False |
|
| 120 |
10,504.10 |
8,062.34 |
2,441.76 |
24.6% |
164.49 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,599.47 |
|
2.618 |
10,339.51 |
|
1.618 |
10,180.22 |
|
1.000 |
10,081.78 |
|
0.618 |
10,020.93 |
|
HIGH |
9,922.49 |
|
0.618 |
9,861.64 |
|
0.500 |
9,842.85 |
|
0.382 |
9,824.05 |
|
LOW |
9,763.20 |
|
0.618 |
9,664.76 |
|
1.000 |
9,603.91 |
|
1.618 |
9,505.47 |
|
2.618 |
9,346.18 |
|
4.250 |
9,086.22 |
|
|
| Fisher Pivots for day following 31-Jan-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,894.28 |
9,855.33 |
| PP |
9,868.56 |
9,790.65 |
| S1 |
9,842.85 |
9,725.98 |
|