Day Change Summary |
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Previous |
Current |
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16-Oct-2001 |
17-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,390.37 |
1,440.63 |
50.26 |
3.6% |
1,249.32 |
High |
1,406.20 |
1,440.63 |
34.43 |
2.4% |
1,396.29 |
Low |
1,368.34 |
1,314.80 |
-53.54 |
-3.9% |
1,235.42 |
Close |
1,404.81 |
1,314.80 |
-90.01 |
-6.4% |
1,393.84 |
Range |
37.86 |
125.83 |
87.97 |
232.4% |
160.87 |
ATR |
62.44 |
66.97 |
4.53 |
7.3% |
0.00 |
Volume |
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Daily Pivots for day following 17-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.23 |
1,650.35 |
1,384.01 |
|
R3 |
1,608.40 |
1,524.52 |
1,349.40 |
|
R2 |
1,482.57 |
1,482.57 |
1,337.87 |
|
R1 |
1,398.69 |
1,398.69 |
1,326.33 |
1,377.72 |
PP |
1,356.74 |
1,356.74 |
1,356.74 |
1,346.26 |
S1 |
1,272.86 |
1,272.86 |
1,303.27 |
1,251.89 |
S2 |
1,230.91 |
1,230.91 |
1,291.73 |
|
S3 |
1,105.08 |
1,147.03 |
1,280.20 |
|
S4 |
979.25 |
1,021.20 |
1,245.59 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.63 |
1,314.80 |
125.83 |
9.6% |
63.42 |
4.8% |
0% |
True |
True |
|
10 |
1,440.63 |
1,216.07 |
224.56 |
17.1% |
62.05 |
4.7% |
44% |
True |
False |
|
20 |
1,440.63 |
1,088.96 |
351.67 |
26.7% |
63.02 |
4.8% |
64% |
True |
False |
|
40 |
1,601.97 |
1,088.96 |
513.01 |
39.0% |
59.60 |
4.5% |
44% |
False |
False |
|
60 |
1,766.58 |
1,088.96 |
677.62 |
51.5% |
56.09 |
4.3% |
33% |
False |
False |
|
80 |
1,865.39 |
1,088.96 |
776.43 |
59.1% |
56.84 |
4.3% |
29% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
74.9% |
59.63 |
4.5% |
23% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
74.9% |
62.39 |
4.7% |
23% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,975.41 |
2.618 |
1,770.05 |
1.618 |
1,644.22 |
1.000 |
1,566.46 |
0.618 |
1,518.39 |
HIGH |
1,440.63 |
0.618 |
1,392.56 |
0.500 |
1,377.72 |
0.382 |
1,362.87 |
LOW |
1,314.80 |
0.618 |
1,237.04 |
1.000 |
1,188.97 |
1.618 |
1,111.21 |
2.618 |
985.38 |
4.250 |
780.02 |
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