Trading Metrics calculated at close of trading on 23-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2001 |
23-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,203.91 |
9,379.17 |
175.26 |
1.9% |
9,340.84 |
High |
9,392.81 |
9,439.21 |
46.40 |
0.5% |
9,489.33 |
Low |
9,167.45 |
9,300.37 |
132.92 |
1.4% |
9,080.81 |
Close |
9,377.03 |
9,340.08 |
-36.95 |
-0.4% |
9,204.11 |
Range |
225.36 |
138.84 |
-86.52 |
-38.4% |
408.52 |
ATR |
192.32 |
188.50 |
-3.82 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,776.41 |
9,697.08 |
9,416.44 |
|
R3 |
9,637.57 |
9,558.24 |
9,378.26 |
|
R2 |
9,498.73 |
9,498.73 |
9,365.53 |
|
R1 |
9,419.40 |
9,419.40 |
9,352.81 |
9,389.65 |
PP |
9,359.89 |
9,359.89 |
9,359.89 |
9,345.01 |
S1 |
9,280.56 |
9,280.56 |
9,327.35 |
9,250.81 |
S2 |
9,221.05 |
9,221.05 |
9,314.63 |
|
S3 |
9,082.21 |
9,141.72 |
9,301.90 |
|
S4 |
8,943.37 |
9,002.88 |
9,263.72 |
|
|
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% |
172.69 |
1.8% |
63% |
False |
False |
|
10 |
9,489.33 |
9,000.14 |
489.19 |
5.2% |
174.67 |
1.9% |
69% |
False |
False |
|
20 |
9,489.33 |
8,471.97 |
1,017.36 |
10.9% |
171.05 |
1.8% |
85% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.5% |
212.52 |
2.3% |
54% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.3% |
187.76 |
2.0% |
50% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.0% |
178.30 |
1.9% |
49% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
33.6% |
171.85 |
1.8% |
41% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
168.51 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,029.28 |
2.618 |
9,802.69 |
1.618 |
9,663.85 |
1.000 |
9,578.05 |
0.618 |
9,525.01 |
HIGH |
9,439.21 |
0.618 |
9,386.17 |
0.500 |
9,369.79 |
0.382 |
9,353.41 |
LOW |
9,300.37 |
0.618 |
9,214.57 |
1.000 |
9,161.53 |
1.618 |
9,075.73 |
2.618 |
8,936.89 |
4.250 |
8,710.30 |
|
|
Fisher Pivots for day following 23-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,369.79 |
9,313.39 |
PP |
9,359.89 |
9,286.70 |
S1 |
9,349.98 |
9,260.01 |
|