Trading Metrics calculated at close of trading on 02-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2001 |
02-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
8,845.97 |
8,836.69 |
-9.28 |
-0.1% |
8,242.32 |
High |
8,850.67 |
8,950.59 |
99.92 |
1.1% |
8,856.55 |
Low |
8,732.14 |
8,798.43 |
66.29 |
0.8% |
8,242.32 |
Close |
8,836.83 |
8,950.59 |
113.76 |
1.3% |
8,847.56 |
Range |
118.53 |
152.16 |
33.63 |
28.4% |
614.23 |
ATR |
234.88 |
228.97 |
-5.91 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,356.35 |
9,305.63 |
9,034.28 |
|
R3 |
9,204.19 |
9,153.47 |
8,992.43 |
|
R2 |
9,052.03 |
9,052.03 |
8,978.49 |
|
R1 |
9,001.31 |
9,001.31 |
8,964.54 |
9,026.67 |
PP |
8,899.87 |
8,899.87 |
8,899.87 |
8,912.55 |
S1 |
8,849.15 |
8,849.15 |
8,936.64 |
8,874.51 |
S2 |
8,747.71 |
8,747.71 |
8,922.69 |
|
S3 |
8,595.55 |
8,696.99 |
8,908.75 |
|
S4 |
8,443.39 |
8,544.83 |
8,866.90 |
|
|
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 |
8,950.59 |
8,471.97 |
478.62 |
5.3% |
169.76 |
1.9% |
100% |
True |
False |
|
10 |
8,950.59 |
8,062.34 |
888.25 |
9.9% |
265.95 |
3.0% |
100% |
True |
False |
|
20 |
10,267.70 |
8,062.34 |
2,205.36 |
24.6% |
262.01 |
2.9% |
40% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
28.5% |
199.96 |
2.2% |
35% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
29.2% |
182.42 |
2.0% |
34% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
35.0% |
173.85 |
1.9% |
28% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.7% |
167.12 |
1.9% |
27% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.7% |
171.16 |
1.9% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,597.27 |
2.618 |
9,348.94 |
1.618 |
9,196.78 |
1.000 |
9,102.75 |
0.618 |
9,044.62 |
HIGH |
8,950.59 |
0.618 |
8,892.46 |
0.500 |
8,874.51 |
0.382 |
8,856.56 |
LOW |
8,798.43 |
0.618 |
8,704.40 |
1.000 |
8,646.27 |
1.618 |
8,552.24 |
2.618 |
8,400.08 |
4.250 |
8,151.75 |
|
|
Fisher Pivots for day following 02-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
8,925.23 |
8,905.33 |
PP |
8,899.87 |
8,860.06 |
S1 |
8,874.51 |
8,814.80 |
|