Trading Metrics calculated at close of trading on 09-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2001 |
09-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,115.75 |
9,066.56 |
-49.19 |
-0.5% |
8,845.97 |
High |
9,144.81 |
9,086.97 |
-57.84 |
-0.6% |
9,187.37 |
Low |
9,012.30 |
9,004.14 |
-8.16 |
-0.1% |
8,732.14 |
Close |
9,067.94 |
9,052.44 |
-15.50 |
-0.2% |
9,119.77 |
Range |
132.51 |
82.83 |
-49.68 |
-37.5% |
455.23 |
ATR |
216.87 |
207.29 |
-9.57 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,296.34 |
9,257.22 |
9,098.00 |
|
R3 |
9,213.51 |
9,174.39 |
9,075.22 |
|
R2 |
9,130.68 |
9,130.68 |
9,067.63 |
|
R1 |
9,091.56 |
9,091.56 |
9,060.03 |
9,069.71 |
PP |
9,047.85 |
9,047.85 |
9,047.85 |
9,036.92 |
S1 |
9,008.73 |
9,008.73 |
9,044.85 |
8,986.88 |
S2 |
8,965.02 |
8,965.02 |
9,037.25 |
|
S3 |
8,882.19 |
8,925.90 |
9,029.66 |
|
S4 |
8,799.36 |
8,843.07 |
9,006.88 |
|
|
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 |
8,860.84 |
326.53 |
3.6% |
165.10 |
1.8% |
59% |
False |
False |
|
10 |
9,187.37 |
8,471.97 |
715.40 |
7.9% |
167.43 |
1.8% |
81% |
False |
False |
|
20 |
10,028.40 |
8,062.34 |
1,966.06 |
21.7% |
250.36 |
2.8% |
50% |
False |
False |
|
40 |
10,479.60 |
8,062.34 |
2,417.26 |
26.7% |
206.71 |
2.3% |
41% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.9% |
184.50 |
2.0% |
38% |
False |
False |
|
80 |
11,004.30 |
8,062.34 |
2,941.96 |
32.5% |
176.33 |
1.9% |
34% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
169.40 |
1.9% |
30% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.3% |
168.91 |
1.9% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,439.00 |
2.618 |
9,303.82 |
1.618 |
9,220.99 |
1.000 |
9,169.80 |
0.618 |
9,138.16 |
HIGH |
9,086.97 |
0.618 |
9,055.33 |
0.500 |
9,045.56 |
0.382 |
9,035.78 |
LOW |
9,004.14 |
0.618 |
8,952.95 |
1.000 |
8,921.31 |
1.618 |
8,870.12 |
2.618 |
8,787.29 |
4.250 |
8,652.11 |
|
|
Fisher Pivots for day following 09-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,050.15 |
9,050.94 |
PP |
9,047.85 |
9,049.44 |
S1 |
9,045.56 |
9,047.94 |
|