Trading Metrics calculated at close of trading on 03-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2001 |
03-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
8,836.69 |
8,946.02 |
109.33 |
1.2% |
8,242.32 |
High |
8,950.59 |
9,148.35 |
197.76 |
2.2% |
8,856.55 |
Low |
8,798.43 |
8,860.84 |
62.41 |
0.7% |
8,242.32 |
Close |
8,950.59 |
9,123.78 |
173.19 |
1.9% |
8,847.56 |
Range |
152.16 |
287.51 |
135.35 |
89.0% |
614.23 |
ATR |
228.97 |
233.15 |
4.18 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,906.85 |
9,802.83 |
9,281.91 |
|
R3 |
9,619.34 |
9,515.32 |
9,202.85 |
|
R2 |
9,331.83 |
9,331.83 |
9,176.49 |
|
R1 |
9,227.81 |
9,227.81 |
9,150.14 |
9,279.82 |
PP |
9,044.32 |
9,044.32 |
9,044.32 |
9,070.33 |
S1 |
8,940.30 |
8,940.30 |
9,097.42 |
8,992.31 |
S2 |
8,756.81 |
8,756.81 |
9,071.07 |
|
S3 |
8,469.30 |
8,652.79 |
9,044.71 |
|
S4 |
8,181.79 |
8,365.28 |
8,965.65 |
|
|
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 |
9,148.35 |
8,471.97 |
676.38 |
7.4% |
189.04 |
2.1% |
96% |
True |
False |
|
10 |
9,148.35 |
8,062.34 |
1,086.01 |
11.9% |
248.17 |
2.7% |
98% |
True |
False |
|
20 |
10,182.40 |
8,062.34 |
2,120.06 |
23.2% |
266.78 |
2.9% |
50% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
27.9% |
204.25 |
2.2% |
42% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.7% |
186.15 |
2.0% |
41% |
False |
False |
|
80 |
11,179.70 |
8,062.34 |
3,117.36 |
34.2% |
175.53 |
1.9% |
34% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.0% |
168.98 |
1.9% |
32% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.0% |
171.76 |
1.9% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,370.27 |
2.618 |
9,901.05 |
1.618 |
9,613.54 |
1.000 |
9,435.86 |
0.618 |
9,326.03 |
HIGH |
9,148.35 |
0.618 |
9,038.52 |
0.500 |
9,004.60 |
0.382 |
8,970.67 |
LOW |
8,860.84 |
0.618 |
8,683.16 |
1.000 |
8,573.33 |
1.618 |
8,395.65 |
2.618 |
8,108.14 |
4.250 |
7,638.92 |
|
|
Fisher Pivots for day following 03-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,084.05 |
9,062.60 |
PP |
9,044.32 |
9,001.42 |
S1 |
9,004.60 |
8,940.25 |
|