Trading Metrics calculated at close of trading on 19-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2001 |
19-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,230.75 |
9,162.81 |
-67.94 |
-0.7% |
9,340.84 |
High |
9,233.94 |
9,218.02 |
-15.92 |
-0.2% |
9,489.33 |
Low |
9,134.30 |
9,080.81 |
-53.49 |
-0.6% |
9,080.81 |
Close |
9,163.22 |
9,204.11 |
40.89 |
0.4% |
9,204.11 |
Range |
99.64 |
137.21 |
37.57 |
37.7% |
408.52 |
ATR |
193.83 |
189.78 |
-4.04 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,579.28 |
9,528.90 |
9,279.58 |
|
R3 |
9,442.07 |
9,391.69 |
9,241.84 |
|
R2 |
9,304.86 |
9,304.86 |
9,229.27 |
|
R1 |
9,254.48 |
9,254.48 |
9,216.69 |
9,279.67 |
PP |
9,167.65 |
9,167.65 |
9,167.65 |
9,180.24 |
S1 |
9,117.27 |
9,117.27 |
9,191.53 |
9,142.46 |
S2 |
9,030.44 |
9,030.44 |
9,178.95 |
|
S3 |
8,893.23 |
8,980.06 |
9,166.38 |
|
S4 |
8,756.02 |
8,842.85 |
9,128.64 |
|
|
Weekly Pivots for week ending 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,483.64 |
10,252.40 |
9,428.80 |
|
R3 |
10,075.12 |
9,843.88 |
9,316.45 |
|
R2 |
9,666.60 |
9,666.60 |
9,279.01 |
|
R1 |
9,435.36 |
9,435.36 |
9,241.56 |
9,346.72 |
PP |
9,258.08 |
9,258.08 |
9,258.08 |
9,213.77 |
S1 |
9,026.84 |
9,026.84 |
9,166.66 |
8,938.20 |
S2 |
8,849.56 |
8,849.56 |
9,129.21 |
|
S3 |
8,441.04 |
8,618.32 |
9,091.77 |
|
S4 |
8,032.52 |
8,209.80 |
8,979.42 |
|
|
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 |
9,080.81 |
408.52 |
4.4% |
144.99 |
1.6% |
30% |
False |
True |
|
10 |
9,489.33 |
9,000.14 |
489.19 |
5.3% |
159.78 |
1.7% |
42% |
False |
False |
|
20 |
9,489.33 |
8,242.32 |
1,247.01 |
13.5% |
182.65 |
2.0% |
77% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.8% |
211.72 |
2.3% |
48% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.7% |
188.29 |
2.0% |
45% |
False |
False |
|
80 |
10,724.70 |
8,062.34 |
2,662.36 |
28.9% |
177.84 |
1.9% |
43% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
34.1% |
170.79 |
1.9% |
36% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.7% |
167.63 |
1.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,801.16 |
2.618 |
9,577.24 |
1.618 |
9,440.03 |
1.000 |
9,355.23 |
0.618 |
9,302.82 |
HIGH |
9,218.02 |
0.618 |
9,165.61 |
0.500 |
9,149.42 |
0.382 |
9,133.22 |
LOW |
9,080.81 |
0.618 |
8,996.01 |
1.000 |
8,943.60 |
1.618 |
8,858.80 |
2.618 |
8,721.59 |
4.250 |
8,497.67 |
|
|
Fisher Pivots for day following 19-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,185.88 |
9,285.07 |
PP |
9,167.65 |
9,258.08 |
S1 |
9,149.42 |
9,231.10 |
|