Trading Metrics calculated at close of trading on 01-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2001 |
01-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,158.07 |
1,161.74 |
3.67 |
0.3% |
1,166.72 |
High |
1,255.94 |
1,163.17 |
-92.77 |
-7.4% |
1,255.94 |
Low |
1,145.76 |
1,131.32 |
-14.44 |
-1.3% |
1,101.39 |
Close |
1,168.37 |
1,151.24 |
-17.13 |
-1.5% |
1,168.37 |
Range |
110.18 |
31.85 |
-78.33 |
-71.1% |
154.55 |
ATR |
66.09 |
64.02 |
-2.07 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.13 |
1,229.53 |
1,168.76 |
|
R3 |
1,212.28 |
1,197.68 |
1,160.00 |
|
R2 |
1,180.43 |
1,180.43 |
1,157.08 |
|
R1 |
1,165.83 |
1,165.83 |
1,154.16 |
1,157.21 |
PP |
1,148.58 |
1,148.58 |
1,148.58 |
1,144.26 |
S1 |
1,133.98 |
1,133.98 |
1,148.32 |
1,125.36 |
S2 |
1,116.73 |
1,116.73 |
1,145.40 |
|
S3 |
1,084.88 |
1,102.13 |
1,142.48 |
|
S4 |
1,053.03 |
1,070.28 |
1,133.72 |
|
|
Weekly Pivots for week ending 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,638.88 |
1,558.18 |
1,253.37 |
|
R3 |
1,484.33 |
1,403.63 |
1,210.87 |
|
R2 |
1,329.78 |
1,329.78 |
1,196.70 |
|
R1 |
1,249.08 |
1,249.08 |
1,182.54 |
1,289.43 |
PP |
1,175.23 |
1,175.23 |
1,175.23 |
1,195.41 |
S1 |
1,094.53 |
1,094.53 |
1,154.20 |
1,134.88 |
S2 |
1,020.68 |
1,020.68 |
1,140.04 |
|
S3 |
866.13 |
939.98 |
1,125.87 |
|
S4 |
711.58 |
785.43 |
1,083.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.94 |
1,101.39 |
154.55 |
13.4% |
62.81 |
5.5% |
32% |
False |
False |
|
10 |
1,282.73 |
1,088.96 |
193.77 |
16.8% |
64.27 |
5.6% |
32% |
False |
False |
|
20 |
1,581.82 |
1,088.96 |
492.86 |
42.8% |
59.86 |
5.2% |
13% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
58.9% |
54.08 |
4.7% |
9% |
False |
False |
|
60 |
1,864.20 |
1,088.96 |
775.24 |
67.3% |
54.83 |
4.8% |
8% |
False |
False |
|
80 |
1,963.83 |
1,088.96 |
874.87 |
76.0% |
57.83 |
5.0% |
7% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
85.6% |
60.81 |
5.3% |
6% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
85.6% |
64.96 |
5.6% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.53 |
2.618 |
1,246.55 |
1.618 |
1,214.70 |
1.000 |
1,195.02 |
0.618 |
1,182.85 |
HIGH |
1,163.17 |
0.618 |
1,151.00 |
0.500 |
1,147.25 |
0.382 |
1,143.49 |
LOW |
1,131.32 |
0.618 |
1,111.64 |
1.000 |
1,099.47 |
1.618 |
1,079.79 |
2.618 |
1,047.94 |
4.250 |
995.96 |
|
|
Fisher Pivots for day following 01-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,149.91 |
1,178.67 |
PP |
1,148.58 |
1,169.52 |
S1 |
1,147.25 |
1,160.38 |
|