Trading Metrics calculated at close of trading on 25-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2001 |
25-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,341.40 |
9,342.29 |
0.89 |
0.0% |
9,340.84 |
High |
9,388.86 |
9,462.90 |
74.04 |
0.8% |
9,489.33 |
Low |
9,278.70 |
9,177.89 |
-100.81 |
-1.1% |
9,080.81 |
Close |
9,345.62 |
9,462.90 |
117.28 |
1.3% |
9,204.11 |
Range |
110.16 |
285.01 |
174.85 |
158.7% |
408.52 |
ATR |
182.91 |
190.20 |
7.29 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,222.93 |
10,127.92 |
9,619.66 |
|
R3 |
9,937.92 |
9,842.91 |
9,541.28 |
|
R2 |
9,652.91 |
9,652.91 |
9,515.15 |
|
R1 |
9,557.90 |
9,557.90 |
9,489.03 |
9,605.41 |
PP |
9,367.90 |
9,367.90 |
9,367.90 |
9,391.65 |
S1 |
9,272.89 |
9,272.89 |
9,436.77 |
9,320.40 |
S2 |
9,082.89 |
9,082.89 |
9,410.65 |
|
S3 |
8,797.88 |
8,987.88 |
9,384.52 |
|
S4 |
8,512.87 |
8,702.87 |
9,306.14 |
|
|
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 |
9,462.90 |
9,080.81 |
382.09 |
4.0% |
179.32 |
1.9% |
100% |
True |
False |
|
10 |
9,489.33 |
9,080.81 |
408.52 |
4.3% |
169.97 |
1.8% |
94% |
False |
False |
|
20 |
9,489.33 |
8,679.00 |
810.33 |
8.6% |
170.78 |
1.8% |
97% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.1% |
216.30 |
2.3% |
59% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
26.9% |
188.69 |
2.0% |
55% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.7% |
179.96 |
1.9% |
54% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
33.1% |
173.07 |
1.8% |
45% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.7% |
168.75 |
1.8% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,674.19 |
2.618 |
10,209.06 |
1.618 |
9,924.05 |
1.000 |
9,747.91 |
0.618 |
9,639.04 |
HIGH |
9,462.90 |
0.618 |
9,354.03 |
0.500 |
9,320.40 |
0.382 |
9,286.76 |
LOW |
9,177.89 |
0.618 |
9,001.75 |
1.000 |
8,892.88 |
1.618 |
8,716.74 |
2.618 |
8,431.73 |
4.250 |
7,966.60 |
|
|
Fisher Pivots for day following 25-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,415.40 |
9,415.40 |
PP |
9,367.90 |
9,367.90 |
S1 |
9,320.40 |
9,320.40 |
|