Trading Metrics calculated at close of trading on 09-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2001 |
09-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,249.32 |
1,278.99 |
29.67 |
2.4% |
1,161.74 |
High |
1,297.49 |
1,284.92 |
-12.57 |
-1.0% |
1,313.64 |
Low |
1,242.94 |
1,240.79 |
-2.15 |
-0.2% |
1,131.32 |
Close |
1,279.63 |
1,244.56 |
-35.07 |
-2.7% |
1,271.73 |
Range |
54.55 |
44.13 |
-10.42 |
-19.1% |
182.32 |
ATR |
66.02 |
64.45 |
-1.56 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.15 |
1,360.98 |
1,268.83 |
|
R3 |
1,345.02 |
1,316.85 |
1,256.70 |
|
R2 |
1,300.89 |
1,300.89 |
1,252.65 |
|
R1 |
1,272.72 |
1,272.72 |
1,248.61 |
1,264.74 |
PP |
1,256.76 |
1,256.76 |
1,256.76 |
1,252.77 |
S1 |
1,228.59 |
1,228.59 |
1,240.51 |
1,220.61 |
S2 |
1,212.63 |
1,212.63 |
1,236.47 |
|
S3 |
1,168.50 |
1,184.46 |
1,232.42 |
|
S4 |
1,124.37 |
1,140.33 |
1,220.29 |
|
|
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 |
14.0% |
72.34 |
5.8% |
60% |
False |
False |
|
10 |
1,313.64 |
1,101.39 |
212.25 |
17.1% |
65.57 |
5.3% |
67% |
False |
False |
|
20 |
1,418.66 |
1,088.96 |
329.70 |
26.5% |
62.23 |
5.0% |
47% |
False |
False |
|
40 |
1,710.52 |
1,088.96 |
621.56 |
49.9% |
58.49 |
4.7% |
25% |
False |
False |
|
60 |
1,782.52 |
1,088.96 |
693.56 |
55.7% |
55.73 |
4.5% |
22% |
False |
False |
|
80 |
1,875.29 |
1,088.96 |
786.33 |
63.2% |
57.87 |
4.6% |
20% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
79.1% |
60.50 |
4.9% |
16% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
79.1% |
64.14 |
5.2% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.47 |
2.618 |
1,400.45 |
1.618 |
1,356.32 |
1.000 |
1,329.05 |
0.618 |
1,312.19 |
HIGH |
1,284.92 |
0.618 |
1,268.06 |
0.500 |
1,262.86 |
0.382 |
1,257.65 |
LOW |
1,240.79 |
0.618 |
1,213.52 |
1.000 |
1,196.66 |
1.618 |
1,169.39 |
2.618 |
1,125.26 |
4.250 |
1,053.24 |
|
|
Fisher Pivots for day following 09-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,262.86 |
1,256.78 |
PP |
1,256.76 |
1,252.71 |
S1 |
1,250.66 |
1,248.63 |
|