Trading Metrics calculated at close of trading on 17-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2001 |
17-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,346.31 |
9,389.76 |
43.45 |
0.5% |
9,115.75 |
High |
9,411.14 |
9,489.33 |
78.19 |
0.8% |
9,432.04 |
Low |
9,298.70 |
9,226.95 |
-71.75 |
-0.8% |
9,000.14 |
Close |
9,384.23 |
9,232.97 |
-151.26 |
-1.6% |
9,344.16 |
Range |
112.44 |
262.38 |
149.94 |
133.4% |
431.90 |
ATR |
196.35 |
201.07 |
4.72 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,103.56 |
9,930.64 |
9,377.28 |
|
R3 |
9,841.18 |
9,668.26 |
9,305.12 |
|
R2 |
9,578.80 |
9,578.80 |
9,281.07 |
|
R1 |
9,405.88 |
9,405.88 |
9,257.02 |
9,361.15 |
PP |
9,316.42 |
9,316.42 |
9,316.42 |
9,294.05 |
S1 |
9,143.50 |
9,143.50 |
9,208.92 |
9,098.77 |
S2 |
9,054.04 |
9,054.04 |
9,184.87 |
|
S3 |
8,791.66 |
8,881.12 |
9,160.82 |
|
S4 |
8,529.28 |
8,618.74 |
9,088.66 |
|
|
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 |
9,489.33 |
9,193.73 |
295.60 |
3.2% |
178.57 |
1.9% |
13% |
True |
False |
|
10 |
9,489.33 |
8,951.07 |
538.26 |
5.8% |
168.36 |
1.8% |
52% |
True |
False |
|
20 |
9,489.33 |
8,062.34 |
1,426.99 |
15.5% |
208.27 |
2.3% |
82% |
True |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.8% |
214.00 |
2.3% |
49% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.3% |
188.21 |
2.0% |
45% |
False |
False |
|
80 |
10,759.60 |
8,062.34 |
2,697.26 |
29.2% |
178.63 |
1.9% |
43% |
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% |
168.86 |
1.8% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,604.45 |
2.618 |
10,176.24 |
1.618 |
9,913.86 |
1.000 |
9,751.71 |
0.618 |
9,651.48 |
HIGH |
9,489.33 |
0.618 |
9,389.10 |
0.500 |
9,358.14 |
0.382 |
9,327.18 |
LOW |
9,226.95 |
0.618 |
9,064.80 |
1.000 |
8,964.57 |
1.618 |
8,802.42 |
2.618 |
8,540.04 |
4.250 |
8,111.84 |
|
|
Fisher Pivots for day following 17-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,358.14 |
9,358.14 |
PP |
9,316.42 |
9,316.42 |
S1 |
9,274.69 |
9,274.69 |
|