Trading Metrics calculated at close of trading on 15-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2001 |
15-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,409.07 |
9,340.84 |
-68.23 |
-0.7% |
9,115.75 |
High |
9,409.07 |
9,352.05 |
-57.02 |
-0.6% |
9,432.04 |
Low |
9,193.73 |
9,238.78 |
45.05 |
0.5% |
9,000.14 |
Close |
9,344.16 |
9,347.62 |
3.46 |
0.0% |
9,344.16 |
Range |
215.34 |
113.27 |
-102.07 |
-47.4% |
431.90 |
ATR |
209.70 |
202.81 |
-6.89 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,652.63 |
9,613.39 |
9,409.92 |
|
R3 |
9,539.36 |
9,500.12 |
9,378.77 |
|
R2 |
9,426.09 |
9,426.09 |
9,368.39 |
|
R1 |
9,386.85 |
9,386.85 |
9,358.00 |
9,406.47 |
PP |
9,312.82 |
9,312.82 |
9,312.82 |
9,322.63 |
S1 |
9,273.58 |
9,273.58 |
9,337.24 |
9,293.20 |
S2 |
9,199.55 |
9,199.55 |
9,326.85 |
|
S3 |
9,086.28 |
9,160.31 |
9,316.47 |
|
S4 |
8,973.01 |
9,047.04 |
9,285.32 |
|
|
Weekly Pivots for week ending 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,554.48 |
10,381.22 |
9,581.71 |
|
R3 |
10,122.58 |
9,949.32 |
9,462.93 |
|
R2 |
9,690.68 |
9,690.68 |
9,423.34 |
|
R1 |
9,517.42 |
9,517.42 |
9,383.75 |
9,604.05 |
PP |
9,258.78 |
9,258.78 |
9,258.78 |
9,302.10 |
S1 |
9,085.52 |
9,085.52 |
9,304.57 |
9,172.15 |
S2 |
8,826.88 |
8,826.88 |
9,264.98 |
|
S3 |
8,394.98 |
8,653.62 |
9,225.39 |
|
S4 |
7,963.08 |
8,221.72 |
9,106.62 |
|
|
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 |
9,000.14 |
431.90 |
4.6% |
170.72 |
1.8% |
80% |
False |
False |
|
10 |
9,432.04 |
8,798.43 |
633.61 |
6.8% |
174.85 |
1.9% |
87% |
False |
False |
|
20 |
9,432.04 |
8,062.34 |
1,369.70 |
14.7% |
220.84 |
2.4% |
94% |
False |
False |
|
40 |
10,478.80 |
8,062.34 |
2,416.46 |
25.9% |
210.15 |
2.2% |
53% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.0% |
187.02 |
2.0% |
49% |
False |
False |
|
80 |
10,759.60 |
8,062.34 |
2,697.26 |
28.9% |
177.34 |
1.9% |
48% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
169.62 |
1.8% |
39% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
168.04 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,833.45 |
2.618 |
9,648.59 |
1.618 |
9,535.32 |
1.000 |
9,465.32 |
0.618 |
9,422.05 |
HIGH |
9,352.05 |
0.618 |
9,308.78 |
0.500 |
9,295.42 |
0.382 |
9,282.05 |
LOW |
9,238.78 |
0.618 |
9,168.78 |
1.000 |
9,125.51 |
1.618 |
9,055.51 |
2.618 |
8,942.24 |
4.250 |
8,757.38 |
|
|
Fisher Pivots for day following 15-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,330.22 |
9,336.04 |
PP |
9,312.82 |
9,324.46 |
S1 |
9,295.42 |
9,312.89 |
|