Trading Metrics calculated at close of trading on 29-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2001 |
29-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,462.28 |
9,543.37 |
81.09 |
0.9% |
9,203.91 |
High |
9,598.17 |
9,543.37 |
-54.80 |
-0.6% |
9,598.17 |
Low |
9,423.32 |
9,269.50 |
-153.82 |
-1.6% |
9,167.45 |
Close |
9,545.17 |
9,269.50 |
-275.67 |
-2.9% |
9,545.17 |
Range |
174.85 |
273.87 |
99.02 |
56.6% |
430.72 |
ATR |
189.10 |
195.29 |
6.18 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,182.40 |
9,999.82 |
9,420.13 |
|
R3 |
9,908.53 |
9,725.95 |
9,344.81 |
|
R2 |
9,634.66 |
9,634.66 |
9,319.71 |
|
R1 |
9,452.08 |
9,452.08 |
9,294.60 |
9,406.44 |
PP |
9,360.79 |
9,360.79 |
9,360.79 |
9,337.97 |
S1 |
9,178.21 |
9,178.21 |
9,244.40 |
9,132.57 |
S2 |
9,086.92 |
9,086.92 |
9,219.29 |
|
S3 |
8,813.05 |
8,904.34 |
9,194.19 |
|
S4 |
8,539.18 |
8,630.47 |
9,118.87 |
|
|
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 |
9,177.89 |
420.28 |
4.5% |
196.55 |
2.1% |
22% |
False |
False |
|
10 |
9,598.17 |
9,080.81 |
517.36 |
5.6% |
181.98 |
2.0% |
36% |
False |
False |
|
20 |
9,598.17 |
8,798.43 |
799.74 |
8.6% |
178.41 |
1.9% |
59% |
False |
False |
|
40 |
10,382.80 |
8,062.34 |
2,320.46 |
25.0% |
220.62 |
2.4% |
52% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.5% |
193.44 |
2.1% |
47% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.2% |
181.66 |
2.0% |
46% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
33.8% |
174.57 |
1.9% |
39% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.5% |
170.11 |
1.8% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,707.32 |
2.618 |
10,260.36 |
1.618 |
9,986.49 |
1.000 |
9,817.24 |
0.618 |
9,712.62 |
HIGH |
9,543.37 |
0.618 |
9,438.75 |
0.500 |
9,406.44 |
0.382 |
9,374.12 |
LOW |
9,269.50 |
0.618 |
9,100.25 |
1.000 |
8,995.63 |
1.618 |
8,826.38 |
2.618 |
8,552.51 |
4.250 |
8,105.55 |
|
|
Fisher Pivots for day following 29-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,406.44 |
9,388.03 |
PP |
9,360.79 |
9,348.52 |
S1 |
9,315.15 |
9,309.01 |
|