Trading Metrics calculated at close of trading on 10-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2001 |
10-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,066.56 |
9,052.30 |
-14.26 |
-0.2% |
8,845.97 |
High |
9,086.97 |
9,252.90 |
165.93 |
1.8% |
9,187.37 |
Low |
9,004.14 |
9,000.14 |
-4.00 |
0.0% |
8,732.14 |
Close |
9,052.44 |
9,240.86 |
188.42 |
2.1% |
9,119.77 |
Range |
82.83 |
252.76 |
169.93 |
205.2% |
455.23 |
ATR |
207.29 |
210.54 |
3.25 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,922.91 |
9,834.65 |
9,379.88 |
|
R3 |
9,670.15 |
9,581.89 |
9,310.37 |
|
R2 |
9,417.39 |
9,417.39 |
9,287.20 |
|
R1 |
9,329.13 |
9,329.13 |
9,264.03 |
9,373.26 |
PP |
9,164.63 |
9,164.63 |
9,164.63 |
9,186.70 |
S1 |
9,076.37 |
9,076.37 |
9,217.69 |
9,120.50 |
S2 |
8,911.87 |
8,911.87 |
9,194.52 |
|
S3 |
8,659.11 |
8,823.61 |
9,171.35 |
|
S4 |
8,406.35 |
8,570.85 |
9,101.84 |
|
|
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 |
9,252.90 |
8,951.07 |
301.83 |
3.3% |
158.15 |
1.7% |
96% |
True |
False |
|
10 |
9,252.90 |
8,471.97 |
780.93 |
8.5% |
173.60 |
1.9% |
98% |
True |
False |
|
20 |
9,842.08 |
8,062.34 |
1,779.74 |
19.3% |
252.88 |
2.7% |
66% |
False |
False |
|
40 |
10,478.80 |
8,062.34 |
2,416.46 |
26.1% |
207.74 |
2.2% |
49% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.3% |
186.16 |
2.0% |
45% |
False |
False |
|
80 |
11,004.30 |
8,062.34 |
2,941.96 |
31.8% |
177.07 |
1.9% |
40% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
35.6% |
171.14 |
1.9% |
36% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.6% |
169.86 |
1.8% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,327.13 |
2.618 |
9,914.63 |
1.618 |
9,661.87 |
1.000 |
9,505.66 |
0.618 |
9,409.11 |
HIGH |
9,252.90 |
0.618 |
9,156.35 |
0.500 |
9,126.52 |
0.382 |
9,096.69 |
LOW |
9,000.14 |
0.618 |
8,843.93 |
1.000 |
8,747.38 |
1.618 |
8,591.17 |
2.618 |
8,338.41 |
4.250 |
7,925.91 |
|
|
Fisher Pivots for day following 10-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,202.75 |
9,202.75 |
PP |
9,164.63 |
9,164.63 |
S1 |
9,126.52 |
9,126.52 |
|