| Trading Metrics calculated at close of trading on 26-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2001 |
26-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
9,342.29 |
9,462.28 |
119.99 |
1.3% |
9,203.91 |
| High |
9,462.90 |
9,598.17 |
135.27 |
1.4% |
9,598.17 |
| Low |
9,177.89 |
9,423.32 |
245.43 |
2.7% |
9,167.45 |
| Close |
9,462.90 |
9,545.17 |
82.27 |
0.9% |
9,545.17 |
| Range |
285.01 |
174.85 |
-110.16 |
-38.7% |
430.72 |
| ATR |
190.20 |
189.10 |
-1.10 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,046.77 |
9,970.82 |
9,641.34 |
|
| R3 |
9,871.92 |
9,795.97 |
9,593.25 |
|
| R2 |
9,697.07 |
9,697.07 |
9,577.23 |
|
| R1 |
9,621.12 |
9,621.12 |
9,561.20 |
9,659.10 |
| PP |
9,522.22 |
9,522.22 |
9,522.22 |
9,541.21 |
| S1 |
9,446.27 |
9,446.27 |
9,529.14 |
9,484.25 |
| S2 |
9,347.37 |
9,347.37 |
9,513.11 |
|
| S3 |
9,172.52 |
9,271.42 |
9,497.09 |
|
| S4 |
8,997.67 |
9,096.57 |
9,449.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,729.09 |
10,567.85 |
9,782.07 |
|
| R3 |
10,298.37 |
10,137.13 |
9,663.62 |
|
| R2 |
9,867.65 |
9,867.65 |
9,624.14 |
|
| R1 |
9,706.41 |
9,706.41 |
9,584.65 |
9,787.03 |
| PP |
9,436.93 |
9,436.93 |
9,436.93 |
9,477.24 |
| S1 |
9,275.69 |
9,275.69 |
9,505.69 |
9,356.31 |
| S2 |
9,006.21 |
9,006.21 |
9,466.20 |
|
| S3 |
8,575.49 |
8,844.97 |
9,426.72 |
|
| S4 |
8,144.77 |
8,414.25 |
9,308.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,598.17 |
9,167.45 |
430.72 |
4.5% |
186.84 |
2.0% |
88% |
True |
False |
|
| 10 |
9,598.17 |
9,080.81 |
517.36 |
5.4% |
165.92 |
1.7% |
90% |
True |
False |
|
| 20 |
9,598.17 |
8,732.14 |
866.03 |
9.1% |
170.64 |
1.8% |
94% |
True |
False |
|
| 40 |
10,441.40 |
8,062.34 |
2,379.06 |
24.9% |
215.25 |
2.3% |
62% |
False |
False |
|
| 60 |
10,609.70 |
8,062.34 |
2,547.36 |
26.7% |
190.19 |
2.0% |
58% |
False |
False |
|
| 80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.4% |
179.66 |
1.9% |
57% |
False |
False |
|
| 100 |
11,196.50 |
8,062.34 |
3,134.16 |
32.8% |
173.69 |
1.8% |
47% |
False |
False |
|
| 120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.4% |
169.07 |
1.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,341.28 |
|
2.618 |
10,055.93 |
|
1.618 |
9,881.08 |
|
1.000 |
9,773.02 |
|
0.618 |
9,706.23 |
|
HIGH |
9,598.17 |
|
0.618 |
9,531.38 |
|
0.500 |
9,510.75 |
|
0.382 |
9,490.11 |
|
LOW |
9,423.32 |
|
0.618 |
9,315.26 |
|
1.000 |
9,248.47 |
|
1.618 |
9,140.41 |
|
2.618 |
8,965.56 |
|
4.250 |
8,680.21 |
|
|
| Fisher Pivots for day following 26-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,533.70 |
9,492.79 |
| PP |
9,522.22 |
9,440.41 |
| S1 |
9,510.75 |
9,388.03 |
|