Trading Metrics calculated at close of trading on 08-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2001 |
08-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,058.83 |
9,115.75 |
56.92 |
0.6% |
8,845.97 |
High |
9,131.74 |
9,144.81 |
13.07 |
0.1% |
9,187.37 |
Low |
8,951.07 |
9,012.30 |
61.23 |
0.7% |
8,732.14 |
Close |
9,119.77 |
9,067.94 |
-51.83 |
-0.6% |
9,119.77 |
Range |
180.67 |
132.51 |
-48.16 |
-26.7% |
455.23 |
ATR |
223.36 |
216.87 |
-6.49 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,472.55 |
9,402.75 |
9,140.82 |
|
R3 |
9,340.04 |
9,270.24 |
9,104.38 |
|
R2 |
9,207.53 |
9,207.53 |
9,092.23 |
|
R1 |
9,137.73 |
9,137.73 |
9,080.09 |
9,106.38 |
PP |
9,075.02 |
9,075.02 |
9,075.02 |
9,059.34 |
S1 |
9,005.22 |
9,005.22 |
9,055.79 |
8,973.87 |
S2 |
8,942.51 |
8,942.51 |
9,043.65 |
|
S3 |
8,810.00 |
8,872.71 |
9,031.50 |
|
S4 |
8,677.49 |
8,740.20 |
8,995.06 |
|
|
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 |
8,798.43 |
388.94 |
4.3% |
178.97 |
2.0% |
69% |
False |
False |
|
10 |
9,187.37 |
8,471.97 |
715.40 |
7.9% |
178.07 |
2.0% |
83% |
False |
False |
|
20 |
10,066.70 |
8,062.34 |
2,004.36 |
22.1% |
255.26 |
2.8% |
50% |
False |
False |
|
40 |
10,479.60 |
8,062.34 |
2,417.26 |
26.7% |
207.06 |
2.3% |
42% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.9% |
186.00 |
2.1% |
38% |
False |
False |
|
80 |
11,004.30 |
8,062.34 |
2,941.96 |
32.4% |
176.60 |
1.9% |
34% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
170.03 |
1.9% |
31% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
169.83 |
1.9% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,707.98 |
2.618 |
9,491.72 |
1.618 |
9,359.21 |
1.000 |
9,277.32 |
0.618 |
9,226.70 |
HIGH |
9,144.81 |
0.618 |
9,094.19 |
0.500 |
9,078.56 |
0.382 |
9,062.92 |
LOW |
9,012.30 |
0.618 |
8,930.41 |
1.000 |
8,879.79 |
1.618 |
8,797.90 |
2.618 |
8,665.39 |
4.250 |
8,449.13 |
|
|
Fisher Pivots for day following 08-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,078.56 |
9,069.22 |
PP |
9,075.02 |
9,068.79 |
S1 |
9,071.48 |
9,068.37 |
|