| Trading Metrics calculated at close of trading on 11-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2001 |
11-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,239.77 |
1,333.87 |
94.10 |
7.6% |
1,161.74 |
| High |
1,305.46 |
1,389.87 |
84.41 |
6.5% |
1,313.64 |
| Low |
1,235.42 |
1,333.28 |
97.86 |
7.9% |
1,131.32 |
| Close |
1,304.68 |
1,389.87 |
85.19 |
6.5% |
1,271.73 |
| Range |
70.04 |
56.59 |
-13.45 |
-19.2% |
182.32 |
| ATR |
64.85 |
66.31 |
1.45 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,540.78 |
1,521.91 |
1,420.99 |
|
| R3 |
1,484.19 |
1,465.32 |
1,405.43 |
|
| R2 |
1,427.60 |
1,427.60 |
1,400.24 |
|
| R1 |
1,408.73 |
1,408.73 |
1,395.06 |
1,418.17 |
| PP |
1,371.01 |
1,371.01 |
1,371.01 |
1,375.72 |
| S1 |
1,352.14 |
1,352.14 |
1,384.68 |
1,361.58 |
| S2 |
1,314.42 |
1,314.42 |
1,379.50 |
|
| S3 |
1,257.83 |
1,295.55 |
1,374.31 |
|
| S4 |
1,201.24 |
1,238.96 |
1,358.75 |
|
|
| 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 |
1,389.87 |
1,216.07 |
173.80 |
12.5% |
57.87 |
4.2% |
100% |
True |
False |
|
| 10 |
1,389.87 |
1,131.32 |
258.55 |
18.6% |
66.78 |
4.8% |
100% |
True |
False |
|
| 20 |
1,389.87 |
1,088.96 |
300.91 |
21.7% |
63.15 |
4.5% |
100% |
True |
False |
|
| 40 |
1,672.07 |
1,088.96 |
583.11 |
42.0% |
58.48 |
4.2% |
52% |
False |
False |
|
| 60 |
1,782.52 |
1,088.96 |
693.56 |
49.9% |
56.12 |
4.0% |
43% |
False |
False |
|
| 80 |
1,865.39 |
1,088.96 |
776.43 |
55.9% |
57.20 |
4.1% |
39% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
70.9% |
60.63 |
4.4% |
31% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
70.9% |
63.86 |
4.6% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,630.38 |
|
2.618 |
1,538.02 |
|
1.618 |
1,481.43 |
|
1.000 |
1,446.46 |
|
0.618 |
1,424.84 |
|
HIGH |
1,389.87 |
|
0.618 |
1,368.25 |
|
0.500 |
1,361.58 |
|
0.382 |
1,354.90 |
|
LOW |
1,333.28 |
|
0.618 |
1,298.31 |
|
1.000 |
1,276.69 |
|
1.618 |
1,241.72 |
|
2.618 |
1,185.13 |
|
4.250 |
1,092.77 |
|
|
| Fisher Pivots for day following 11-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,380.44 |
1,364.13 |
| PP |
1,371.01 |
1,338.39 |
| S1 |
1,361.58 |
1,312.65 |
|