Trading Metrics calculated at close of trading on 04-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2001 |
04-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
8,946.02 |
9,127.24 |
181.22 |
2.0% |
8,242.32 |
High |
9,148.35 |
9,187.37 |
39.02 |
0.4% |
8,856.55 |
Low |
8,860.84 |
9,045.38 |
184.54 |
2.1% |
8,242.32 |
Close |
9,123.78 |
9,060.88 |
-62.90 |
-0.7% |
8,847.56 |
Range |
287.51 |
141.99 |
-145.52 |
-50.6% |
614.23 |
ATR |
233.15 |
226.64 |
-6.51 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,523.85 |
9,434.35 |
9,138.97 |
|
R3 |
9,381.86 |
9,292.36 |
9,099.93 |
|
R2 |
9,239.87 |
9,239.87 |
9,086.91 |
|
R1 |
9,150.37 |
9,150.37 |
9,073.90 |
9,124.13 |
PP |
9,097.88 |
9,097.88 |
9,097.88 |
9,084.75 |
S1 |
9,008.38 |
9,008.38 |
9,047.86 |
8,982.14 |
S2 |
8,955.89 |
8,955.89 |
9,034.85 |
|
S3 |
8,813.90 |
8,866.39 |
9,021.83 |
|
S4 |
8,671.91 |
8,724.40 |
8,982.79 |
|
|
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 |
9,187.37 |
8,679.00 |
508.37 |
5.6% |
175.55 |
1.9% |
75% |
True |
False |
|
10 |
9,187.37 |
8,062.34 |
1,125.03 |
12.4% |
225.06 |
2.5% |
89% |
True |
False |
|
20 |
10,182.40 |
8,062.34 |
2,120.06 |
23.4% |
261.46 |
2.9% |
47% |
False |
False |
|
40 |
10,550.60 |
8,062.34 |
2,488.26 |
27.5% |
205.39 |
2.3% |
40% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.9% |
186.74 |
2.1% |
38% |
False |
False |
|
80 |
11,100.00 |
8,062.34 |
3,037.66 |
33.5% |
175.80 |
1.9% |
33% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
169.13 |
1.9% |
30% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
171.61 |
1.9% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,790.83 |
2.618 |
9,559.10 |
1.618 |
9,417.11 |
1.000 |
9,329.36 |
0.618 |
9,275.12 |
HIGH |
9,187.37 |
0.618 |
9,133.13 |
0.500 |
9,116.38 |
0.382 |
9,099.62 |
LOW |
9,045.38 |
0.618 |
8,957.63 |
1.000 |
8,903.39 |
1.618 |
8,815.64 |
2.618 |
8,673.65 |
4.250 |
8,441.92 |
|
|
Fisher Pivots for day following 04-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,116.38 |
9,038.22 |
PP |
9,097.88 |
9,015.56 |
S1 |
9,079.38 |
8,992.90 |
|