Trading Metrics calculated at close of trading on 11-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2001 |
11-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,052.30 |
9,242.63 |
190.33 |
2.1% |
8,845.97 |
High |
9,252.90 |
9,432.04 |
179.14 |
1.9% |
9,187.37 |
Low |
9,000.14 |
9,242.63 |
242.49 |
2.7% |
8,732.14 |
Close |
9,240.86 |
9,410.45 |
169.59 |
1.8% |
9,119.77 |
Range |
252.76 |
189.41 |
-63.35 |
-25.1% |
455.23 |
ATR |
210.54 |
209.16 |
-1.38 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,929.94 |
9,859.60 |
9,514.63 |
|
R3 |
9,740.53 |
9,670.19 |
9,462.54 |
|
R2 |
9,551.12 |
9,551.12 |
9,445.18 |
|
R1 |
9,480.78 |
9,480.78 |
9,427.81 |
9,515.95 |
PP |
9,361.71 |
9,361.71 |
9,361.71 |
9,379.29 |
S1 |
9,291.37 |
9,291.37 |
9,393.09 |
9,326.54 |
S2 |
9,172.30 |
9,172.30 |
9,375.72 |
|
S3 |
8,982.89 |
9,101.96 |
9,358.36 |
|
S4 |
8,793.48 |
8,912.55 |
9,306.27 |
|
|
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 |
9,432.04 |
8,951.07 |
480.97 |
5.1% |
167.64 |
1.8% |
96% |
True |
False |
|
10 |
9,432.04 |
8,679.00 |
753.04 |
8.0% |
171.59 |
1.8% |
97% |
True |
False |
|
20 |
9,671.80 |
8,062.34 |
1,609.46 |
17.1% |
248.17 |
2.6% |
84% |
False |
False |
|
40 |
10,478.80 |
8,062.34 |
2,416.46 |
25.7% |
209.81 |
2.2% |
56% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
27.8% |
185.53 |
2.0% |
52% |
False |
False |
|
80 |
10,868.50 |
8,062.34 |
2,806.16 |
29.8% |
177.72 |
1.9% |
48% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
34.9% |
171.97 |
1.8% |
41% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.9% |
170.24 |
1.8% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,237.03 |
2.618 |
9,927.92 |
1.618 |
9,738.51 |
1.000 |
9,621.45 |
0.618 |
9,549.10 |
HIGH |
9,432.04 |
0.618 |
9,359.69 |
0.500 |
9,337.34 |
0.382 |
9,314.98 |
LOW |
9,242.63 |
0.618 |
9,125.57 |
1.000 |
9,053.22 |
1.618 |
8,936.16 |
2.618 |
8,746.75 |
4.250 |
8,437.64 |
|
|
Fisher Pivots for day following 11-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,386.08 |
9,345.66 |
PP |
9,361.71 |
9,280.88 |
S1 |
9,337.34 |
9,216.09 |
|