Trading Metrics calculated at close of trading on 01-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2001 |
01-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
8,679.07 |
8,845.97 |
166.90 |
1.9% |
8,242.32 |
High |
8,856.55 |
8,850.67 |
-5.88 |
-0.1% |
8,856.55 |
Low |
8,679.00 |
8,732.14 |
53.14 |
0.6% |
8,242.32 |
Close |
8,847.56 |
8,836.83 |
-10.73 |
-0.1% |
8,847.56 |
Range |
177.55 |
118.53 |
-59.02 |
-33.2% |
614.23 |
ATR |
243.83 |
234.88 |
-8.95 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,162.14 |
9,118.01 |
8,902.02 |
|
R3 |
9,043.61 |
8,999.48 |
8,869.43 |
|
R2 |
8,925.08 |
8,925.08 |
8,858.56 |
|
R1 |
8,880.95 |
8,880.95 |
8,847.70 |
8,843.75 |
PP |
8,806.55 |
8,806.55 |
8,806.55 |
8,787.95 |
S1 |
8,762.42 |
8,762.42 |
8,825.96 |
8,725.22 |
S2 |
8,688.02 |
8,688.02 |
8,815.10 |
|
S3 |
8,569.49 |
8,643.89 |
8,804.23 |
|
S4 |
8,450.96 |
8,525.36 |
8,771.64 |
|
|
Weekly Pivots for week ending 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,491.50 |
10,283.76 |
9,185.39 |
|
R3 |
9,877.27 |
9,669.53 |
9,016.47 |
|
R2 |
9,263.04 |
9,263.04 |
8,960.17 |
|
R1 |
9,055.30 |
9,055.30 |
8,903.86 |
9,159.17 |
PP |
8,648.81 |
8,648.81 |
8,648.81 |
8,700.75 |
S1 |
8,441.07 |
8,441.07 |
8,791.26 |
8,544.94 |
S2 |
8,034.58 |
8,034.58 |
8,734.95 |
|
S3 |
7,420.35 |
7,826.84 |
8,678.65 |
|
S4 |
6,806.12 |
7,212.61 |
8,509.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,856.55 |
8,471.97 |
384.58 |
4.4% |
177.16 |
2.0% |
95% |
False |
False |
|
10 |
9,022.06 |
8,062.34 |
959.72 |
10.9% |
266.83 |
3.0% |
81% |
False |
False |
|
20 |
10,382.80 |
8,062.34 |
2,320.46 |
26.3% |
262.83 |
3.0% |
33% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
28.8% |
200.95 |
2.3% |
30% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
29.6% |
182.74 |
2.1% |
30% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
35.5% |
173.61 |
2.0% |
25% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
37.2% |
168.45 |
1.9% |
24% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
37.2% |
173.25 |
2.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,354.42 |
2.618 |
9,160.98 |
1.618 |
9,042.45 |
1.000 |
8,969.20 |
0.618 |
8,923.92 |
HIGH |
8,850.67 |
0.618 |
8,805.39 |
0.500 |
8,791.41 |
0.382 |
8,777.42 |
LOW |
8,732.14 |
0.618 |
8,658.89 |
1.000 |
8,613.61 |
1.618 |
8,540.36 |
2.618 |
8,421.83 |
4.250 |
8,228.39 |
|
|
Fisher Pivots for day following 01-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
8,821.69 |
8,779.31 |
PP |
8,806.55 |
8,721.78 |
S1 |
8,791.41 |
8,664.26 |
|