Trading Metrics calculated at close of trading on 10-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2001 |
10-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,278.99 |
1,239.77 |
-39.22 |
-3.1% |
1,161.74 |
High |
1,284.92 |
1,305.46 |
20.54 |
1.6% |
1,313.64 |
Low |
1,240.79 |
1,235.42 |
-5.37 |
-0.4% |
1,131.32 |
Close |
1,244.56 |
1,304.68 |
60.12 |
4.8% |
1,271.73 |
Range |
44.13 |
70.04 |
25.91 |
58.7% |
182.32 |
ATR |
64.45 |
64.85 |
0.40 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.97 |
1,468.37 |
1,343.20 |
|
R3 |
1,421.93 |
1,398.33 |
1,323.94 |
|
R2 |
1,351.89 |
1,351.89 |
1,317.52 |
|
R1 |
1,328.29 |
1,328.29 |
1,311.10 |
1,340.09 |
PP |
1,281.85 |
1,281.85 |
1,281.85 |
1,287.76 |
S1 |
1,258.25 |
1,258.25 |
1,298.26 |
1,270.05 |
S2 |
1,211.81 |
1,211.81 |
1,291.84 |
|
S3 |
1,141.77 |
1,188.21 |
1,285.42 |
|
S4 |
1,071.73 |
1,118.17 |
1,266.16 |
|
|
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 |
1,216.07 |
97.57 |
7.5% |
60.69 |
4.7% |
91% |
False |
False |
|
10 |
1,313.64 |
1,101.39 |
212.25 |
16.3% |
66.32 |
5.1% |
96% |
False |
False |
|
20 |
1,390.12 |
1,088.96 |
301.16 |
23.1% |
62.83 |
4.8% |
72% |
False |
False |
|
40 |
1,672.07 |
1,088.96 |
583.11 |
44.7% |
57.95 |
4.4% |
37% |
False |
False |
|
60 |
1,782.52 |
1,088.96 |
693.56 |
53.2% |
56.12 |
4.3% |
31% |
False |
False |
|
80 |
1,875.29 |
1,088.96 |
786.33 |
60.3% |
57.56 |
4.4% |
27% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
75.5% |
60.69 |
4.7% |
22% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
75.5% |
64.14 |
4.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.13 |
2.618 |
1,488.82 |
1.618 |
1,418.78 |
1.000 |
1,375.50 |
0.618 |
1,348.74 |
HIGH |
1,305.46 |
0.618 |
1,278.70 |
0.500 |
1,270.44 |
0.382 |
1,262.18 |
LOW |
1,235.42 |
0.618 |
1,192.14 |
1.000 |
1,165.38 |
1.618 |
1,122.10 |
2.618 |
1,052.06 |
4.250 |
937.75 |
|
|
Fisher Pivots for day following 10-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,293.27 |
1,293.27 |
PP |
1,281.85 |
1,281.85 |
S1 |
1,270.44 |
1,270.44 |
|