Trading Metrics calculated at close of trading on 15-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2001 |
15-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,376.27 |
1,370.20 |
-6.07 |
-0.4% |
1,249.32 |
High |
1,396.29 |
1,385.97 |
-10.32 |
-0.7% |
1,396.29 |
Low |
1,333.65 |
1,351.81 |
18.16 |
1.4% |
1,235.42 |
Close |
1,393.84 |
1,378.92 |
-14.92 |
-1.1% |
1,393.84 |
Range |
62.64 |
34.16 |
-28.48 |
-45.5% |
160.87 |
ATR |
66.04 |
64.33 |
-1.72 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.71 |
1,460.98 |
1,397.71 |
|
R3 |
1,440.55 |
1,426.82 |
1,388.31 |
|
R2 |
1,406.39 |
1,406.39 |
1,385.18 |
|
R1 |
1,392.66 |
1,392.66 |
1,382.05 |
1,399.53 |
PP |
1,372.23 |
1,372.23 |
1,372.23 |
1,375.67 |
S1 |
1,358.50 |
1,358.50 |
1,375.79 |
1,365.37 |
S2 |
1,338.07 |
1,338.07 |
1,372.66 |
|
S3 |
1,303.91 |
1,324.34 |
1,369.53 |
|
S4 |
1,269.75 |
1,290.18 |
1,360.13 |
|
|
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 |
11.7% |
53.51 |
3.9% |
89% |
False |
False |
|
10 |
1,396.29 |
1,139.21 |
257.08 |
18.6% |
62.26 |
4.5% |
93% |
False |
False |
|
20 |
1,396.29 |
1,088.96 |
307.33 |
22.3% |
63.26 |
4.6% |
94% |
False |
False |
|
40 |
1,672.07 |
1,088.96 |
583.11 |
42.3% |
58.36 |
4.2% |
50% |
False |
False |
|
60 |
1,766.58 |
1,088.96 |
677.62 |
49.1% |
55.47 |
4.0% |
43% |
False |
False |
|
80 |
1,865.39 |
1,088.96 |
776.43 |
56.3% |
56.74 |
4.1% |
37% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
71.4% |
59.67 |
4.3% |
29% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
71.4% |
62.35 |
4.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,531.15 |
2.618 |
1,475.40 |
1.618 |
1,441.24 |
1.000 |
1,420.13 |
0.618 |
1,407.08 |
HIGH |
1,385.97 |
0.618 |
1,372.92 |
0.500 |
1,368.89 |
0.382 |
1,364.86 |
LOW |
1,351.81 |
0.618 |
1,330.70 |
1.000 |
1,317.65 |
1.618 |
1,296.54 |
2.618 |
1,262.38 |
4.250 |
1,206.63 |
|
|
Fisher Pivots for day following 15-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,375.58 |
1,374.21 |
PP |
1,372.23 |
1,369.50 |
S1 |
1,368.89 |
1,364.79 |
|