Trading Metrics calculated at close of trading on 08-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2001 |
08-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,248.18 |
1,249.32 |
1.14 |
0.1% |
1,161.74 |
High |
1,280.12 |
1,297.49 |
17.37 |
1.4% |
1,313.64 |
Low |
1,216.07 |
1,242.94 |
26.87 |
2.2% |
1,131.32 |
Close |
1,271.73 |
1,279.63 |
7.90 |
0.6% |
1,271.73 |
Range |
64.05 |
54.55 |
-9.50 |
-14.8% |
182.32 |
ATR |
66.90 |
66.02 |
-0.88 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.00 |
1,412.87 |
1,309.63 |
|
R3 |
1,382.45 |
1,358.32 |
1,294.63 |
|
R2 |
1,327.90 |
1,327.90 |
1,289.63 |
|
R1 |
1,303.77 |
1,303.77 |
1,284.63 |
1,315.84 |
PP |
1,273.35 |
1,273.35 |
1,273.35 |
1,279.39 |
S1 |
1,249.22 |
1,249.22 |
1,274.63 |
1,261.29 |
S2 |
1,218.80 |
1,218.80 |
1,269.63 |
|
S3 |
1,164.25 |
1,194.67 |
1,264.63 |
|
S4 |
1,109.70 |
1,140.12 |
1,249.63 |
|
|
Weekly Pivots for week ending 05-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.86 |
1,711.11 |
1,372.01 |
|
R3 |
1,603.54 |
1,528.79 |
1,321.87 |
|
R2 |
1,421.22 |
1,421.22 |
1,305.16 |
|
R1 |
1,346.47 |
1,346.47 |
1,288.44 |
1,383.85 |
PP |
1,238.90 |
1,238.90 |
1,238.90 |
1,257.58 |
S1 |
1,164.15 |
1,164.15 |
1,255.02 |
1,201.53 |
S2 |
1,056.58 |
1,056.58 |
1,238.30 |
|
S3 |
874.26 |
981.83 |
1,221.59 |
|
S4 |
691.94 |
799.51 |
1,171.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,313.64 |
1,139.21 |
174.43 |
13.6% |
71.00 |
5.5% |
81% |
False |
False |
|
10 |
1,313.64 |
1,101.39 |
212.25 |
16.6% |
66.91 |
5.2% |
84% |
False |
False |
|
20 |
1,440.33 |
1,088.96 |
351.37 |
27.5% |
63.48 |
5.0% |
54% |
False |
False |
|
40 |
1,717.11 |
1,088.96 |
628.15 |
49.1% |
58.21 |
4.5% |
30% |
False |
False |
|
60 |
1,782.52 |
1,088.96 |
693.56 |
54.2% |
56.57 |
4.4% |
27% |
False |
False |
|
80 |
1,885.17 |
1,088.96 |
796.21 |
62.2% |
58.05 |
4.5% |
24% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
77.0% |
60.57 |
4.7% |
19% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
77.0% |
64.68 |
5.1% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,529.33 |
2.618 |
1,440.30 |
1.618 |
1,385.75 |
1.000 |
1,352.04 |
0.618 |
1,331.20 |
HIGH |
1,297.49 |
0.618 |
1,276.65 |
0.500 |
1,270.22 |
0.382 |
1,263.78 |
LOW |
1,242.94 |
0.618 |
1,209.23 |
1.000 |
1,188.39 |
1.618 |
1,154.68 |
2.618 |
1,100.13 |
4.250 |
1,011.10 |
|
|
Fisher Pivots for day following 08-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,276.49 |
1,274.71 |
PP |
1,273.35 |
1,269.78 |
S1 |
1,270.22 |
1,264.86 |
|