Trading Metrics calculated at close of trading on 12-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2001 |
12-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,333.87 |
1,376.27 |
42.40 |
3.2% |
1,249.32 |
High |
1,389.87 |
1,396.29 |
6.42 |
0.5% |
1,396.29 |
Low |
1,333.28 |
1,333.65 |
0.37 |
0.0% |
1,235.42 |
Close |
1,389.87 |
1,393.84 |
3.97 |
0.3% |
1,393.84 |
Range |
56.59 |
62.64 |
6.05 |
10.7% |
160.87 |
ATR |
66.31 |
66.04 |
-0.26 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.51 |
1,540.82 |
1,428.29 |
|
R3 |
1,499.87 |
1,478.18 |
1,411.07 |
|
R2 |
1,437.23 |
1,437.23 |
1,405.32 |
|
R1 |
1,415.54 |
1,415.54 |
1,399.58 |
1,426.39 |
PP |
1,374.59 |
1,374.59 |
1,374.59 |
1,380.02 |
S1 |
1,352.90 |
1,352.90 |
1,388.10 |
1,363.75 |
S2 |
1,311.95 |
1,311.95 |
1,382.36 |
|
S3 |
1,249.31 |
1,290.26 |
1,376.61 |
|
S4 |
1,186.67 |
1,227.62 |
1,359.39 |
|
|
Weekly Pivots for week ending 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,824.46 |
1,770.02 |
1,482.32 |
|
R3 |
1,663.59 |
1,609.15 |
1,438.08 |
|
R2 |
1,502.72 |
1,502.72 |
1,423.33 |
|
R1 |
1,448.28 |
1,448.28 |
1,408.59 |
1,475.50 |
PP |
1,341.85 |
1,341.85 |
1,341.85 |
1,355.46 |
S1 |
1,287.41 |
1,287.41 |
1,379.09 |
1,314.63 |
S2 |
1,180.98 |
1,180.98 |
1,364.35 |
|
S3 |
1,020.11 |
1,126.54 |
1,349.60 |
|
S4 |
859.24 |
965.67 |
1,305.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,396.29 |
1,235.42 |
160.87 |
11.5% |
57.59 |
4.1% |
98% |
True |
False |
|
10 |
1,396.29 |
1,131.32 |
264.97 |
19.0% |
62.03 |
4.5% |
99% |
True |
False |
|
20 |
1,396.29 |
1,088.96 |
307.33 |
22.0% |
64.47 |
4.6% |
99% |
True |
False |
|
40 |
1,672.07 |
1,088.96 |
583.11 |
41.8% |
58.58 |
4.2% |
52% |
False |
False |
|
60 |
1,766.58 |
1,088.96 |
677.62 |
48.6% |
56.17 |
4.0% |
45% |
False |
False |
|
80 |
1,865.39 |
1,088.96 |
776.43 |
55.7% |
57.17 |
4.1% |
39% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
70.7% |
59.90 |
4.3% |
31% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
70.7% |
63.10 |
4.5% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.51 |
2.618 |
1,560.28 |
1.618 |
1,497.64 |
1.000 |
1,458.93 |
0.618 |
1,435.00 |
HIGH |
1,396.29 |
0.618 |
1,372.36 |
0.500 |
1,364.97 |
0.382 |
1,357.58 |
LOW |
1,333.65 |
0.618 |
1,294.94 |
1.000 |
1,271.01 |
1.618 |
1,232.30 |
2.618 |
1,169.66 |
4.250 |
1,067.43 |
|
|
Fisher Pivots for day following 12-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,384.22 |
1,367.85 |
PP |
1,374.59 |
1,341.85 |
S1 |
1,364.97 |
1,315.86 |
|