Trading Metrics calculated at close of trading on 03-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2001 |
03-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,150.79 |
1,144.76 |
-6.03 |
-0.5% |
1,166.72 |
High |
1,179.07 |
1,267.51 |
88.44 |
7.5% |
1,255.94 |
Low |
1,141.62 |
1,139.21 |
-2.41 |
-0.2% |
1,101.39 |
Close |
1,159.37 |
1,249.41 |
90.04 |
7.8% |
1,168.37 |
Range |
37.45 |
128.30 |
90.85 |
242.6% |
154.55 |
ATR |
62.12 |
66.85 |
4.73 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.61 |
1,554.81 |
1,319.98 |
|
R3 |
1,475.31 |
1,426.51 |
1,284.69 |
|
R2 |
1,347.01 |
1,347.01 |
1,272.93 |
|
R1 |
1,298.21 |
1,298.21 |
1,261.17 |
1,322.61 |
PP |
1,218.71 |
1,218.71 |
1,218.71 |
1,230.91 |
S1 |
1,169.91 |
1,169.91 |
1,237.65 |
1,194.31 |
S2 |
1,090.41 |
1,090.41 |
1,225.89 |
|
S3 |
962.11 |
1,041.61 |
1,214.13 |
|
S4 |
833.81 |
913.31 |
1,178.85 |
|
|
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 |
1,267.51 |
1,101.39 |
166.12 |
13.3% |
71.94 |
5.8% |
89% |
True |
False |
|
10 |
1,267.51 |
1,088.96 |
178.55 |
14.3% |
63.98 |
5.1% |
90% |
True |
False |
|
20 |
1,502.67 |
1,088.96 |
413.71 |
33.1% |
62.83 |
5.0% |
39% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
54.2% |
56.00 |
4.5% |
24% |
False |
False |
|
60 |
1,812.26 |
1,088.96 |
723.30 |
57.9% |
56.21 |
4.5% |
22% |
False |
False |
|
80 |
1,963.83 |
1,088.96 |
874.87 |
70.0% |
58.21 |
4.7% |
18% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
78.8% |
60.69 |
4.9% |
16% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
78.8% |
65.12 |
5.2% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,812.79 |
2.618 |
1,603.40 |
1.618 |
1,475.10 |
1.000 |
1,395.81 |
0.618 |
1,346.80 |
HIGH |
1,267.51 |
0.618 |
1,218.50 |
0.500 |
1,203.36 |
0.382 |
1,188.22 |
LOW |
1,139.21 |
0.618 |
1,059.92 |
1.000 |
1,010.91 |
1.618 |
931.62 |
2.618 |
803.32 |
4.250 |
593.94 |
|
|
Fisher Pivots for day following 03-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,234.06 |
1,232.75 |
PP |
1,218.71 |
1,216.08 |
S1 |
1,203.36 |
1,199.42 |
|