Trading Metrics calculated at close of trading on 18-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2001 |
18-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
1,440.63 |
1,315.34 |
-125.29 |
-8.7% |
1,249.32 |
High |
1,440.63 |
1,344.43 |
-96.20 |
-6.7% |
1,396.29 |
Low |
1,314.80 |
1,302.75 |
-12.05 |
-0.9% |
1,235.42 |
Close |
1,314.80 |
1,330.33 |
15.53 |
1.2% |
1,393.84 |
Range |
125.83 |
41.68 |
-84.15 |
-66.9% |
160.87 |
ATR |
66.97 |
65.16 |
-1.81 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.88 |
1,432.28 |
1,353.25 |
|
R3 |
1,409.20 |
1,390.60 |
1,341.79 |
|
R2 |
1,367.52 |
1,367.52 |
1,337.97 |
|
R1 |
1,348.92 |
1,348.92 |
1,334.15 |
1,358.22 |
PP |
1,325.84 |
1,325.84 |
1,325.84 |
1,330.49 |
S1 |
1,307.24 |
1,307.24 |
1,326.51 |
1,316.54 |
S2 |
1,284.16 |
1,284.16 |
1,322.69 |
|
S3 |
1,242.48 |
1,265.56 |
1,318.87 |
|
S4 |
1,200.80 |
1,223.88 |
1,307.41 |
|
|
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 |
1,440.63 |
1,302.75 |
137.88 |
10.4% |
60.43 |
4.5% |
20% |
False |
True |
|
10 |
1,440.63 |
1,216.07 |
224.56 |
16.9% |
59.15 |
4.4% |
51% |
False |
False |
|
20 |
1,440.63 |
1,088.96 |
351.67 |
26.4% |
62.85 |
4.7% |
69% |
False |
False |
|
40 |
1,601.97 |
1,088.96 |
513.01 |
38.6% |
59.25 |
4.5% |
47% |
False |
False |
|
60 |
1,766.58 |
1,088.96 |
677.62 |
50.9% |
55.71 |
4.2% |
36% |
False |
False |
|
80 |
1,865.39 |
1,088.96 |
776.43 |
58.4% |
56.52 |
4.2% |
31% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
74.0% |
59.57 |
4.5% |
25% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
74.0% |
61.87 |
4.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.57 |
2.618 |
1,453.55 |
1.618 |
1,411.87 |
1.000 |
1,386.11 |
0.618 |
1,370.19 |
HIGH |
1,344.43 |
0.618 |
1,328.51 |
0.500 |
1,323.59 |
0.382 |
1,318.67 |
LOW |
1,302.75 |
0.618 |
1,276.99 |
1.000 |
1,261.07 |
1.618 |
1,235.31 |
2.618 |
1,193.63 |
4.250 |
1,125.61 |
|
|
Fisher Pivots for day following 18-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
1,328.08 |
1,371.69 |
PP |
1,325.84 |
1,357.90 |
S1 |
1,323.59 |
1,344.12 |
|