Trading Metrics calculated at close of trading on 05-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2001 |
05-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,127.24 |
9,058.83 |
-68.41 |
-0.7% |
8,845.97 |
High |
9,187.37 |
9,131.74 |
-55.63 |
-0.6% |
9,187.37 |
Low |
9,045.38 |
8,951.07 |
-94.31 |
-1.0% |
8,732.14 |
Close |
9,060.88 |
9,119.77 |
58.89 |
0.6% |
9,119.77 |
Range |
141.99 |
180.67 |
38.68 |
27.2% |
455.23 |
ATR |
226.64 |
223.36 |
-3.28 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,609.54 |
9,545.32 |
9,219.14 |
|
R3 |
9,428.87 |
9,364.65 |
9,169.45 |
|
R2 |
9,248.20 |
9,248.20 |
9,152.89 |
|
R1 |
9,183.98 |
9,183.98 |
9,136.33 |
9,216.09 |
PP |
9,067.53 |
9,067.53 |
9,067.53 |
9,083.58 |
S1 |
9,003.31 |
9,003.31 |
9,103.21 |
9,035.42 |
S2 |
8,886.86 |
8,886.86 |
9,086.65 |
|
S3 |
8,706.19 |
8,822.64 |
9,070.09 |
|
S4 |
8,525.52 |
8,641.97 |
9,020.40 |
|
|
Weekly Pivots for week ending 05-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,378.78 |
10,204.51 |
9,370.15 |
|
R3 |
9,923.55 |
9,749.28 |
9,244.96 |
|
R2 |
9,468.32 |
9,468.32 |
9,203.23 |
|
R1 |
9,294.05 |
9,294.05 |
9,161.50 |
9,381.19 |
PP |
9,013.09 |
9,013.09 |
9,013.09 |
9,056.66 |
S1 |
8,838.82 |
8,838.82 |
9,078.04 |
8,925.96 |
S2 |
8,557.86 |
8,557.86 |
9,036.31 |
|
S3 |
8,102.63 |
8,383.59 |
8,994.58 |
|
S4 |
7,647.40 |
7,928.36 |
8,869.39 |
|
|
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 |
8,732.14 |
455.23 |
5.0% |
176.17 |
1.9% |
85% |
False |
False |
|
10 |
9,187.37 |
8,242.32 |
945.05 |
10.4% |
205.52 |
2.3% |
93% |
False |
False |
|
20 |
10,182.40 |
8,062.34 |
2,120.06 |
23.2% |
263.01 |
2.9% |
50% |
False |
False |
|
40 |
10,504.10 |
8,062.34 |
2,441.76 |
26.8% |
206.97 |
2.3% |
43% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.7% |
185.47 |
2.0% |
40% |
False |
False |
|
80 |
11,096.50 |
8,062.34 |
3,034.16 |
33.3% |
176.92 |
1.9% |
35% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.0% |
169.81 |
1.9% |
32% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.0% |
170.57 |
1.9% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,899.59 |
2.618 |
9,604.73 |
1.618 |
9,424.06 |
1.000 |
9,312.41 |
0.618 |
9,243.39 |
HIGH |
9,131.74 |
0.618 |
9,062.72 |
0.500 |
9,041.41 |
0.382 |
9,020.09 |
LOW |
8,951.07 |
0.618 |
8,839.42 |
1.000 |
8,770.40 |
1.618 |
8,658.75 |
2.618 |
8,478.08 |
4.250 |
8,183.22 |
|
|
Fisher Pivots for day following 05-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,093.65 |
9,087.88 |
PP |
9,067.53 |
9,055.99 |
S1 |
9,041.41 |
9,024.11 |
|