| Trading Metrics calculated at close of trading on 30-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2001 |
30-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
9,543.37 |
9,264.52 |
-278.85 |
-2.9% |
9,203.91 |
| High |
9,543.37 |
9,264.52 |
-278.85 |
-2.9% |
9,598.17 |
| Low |
9,269.50 |
9,065.59 |
-203.91 |
-2.2% |
9,167.45 |
| Close |
9,269.50 |
9,121.98 |
-147.52 |
-1.6% |
9,545.17 |
| Range |
273.87 |
198.93 |
-74.94 |
-27.4% |
430.72 |
| ATR |
195.29 |
195.90 |
0.62 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,747.49 |
9,633.66 |
9,231.39 |
|
| R3 |
9,548.56 |
9,434.73 |
9,176.69 |
|
| R2 |
9,349.63 |
9,349.63 |
9,158.45 |
|
| R1 |
9,235.80 |
9,235.80 |
9,140.22 |
9,193.25 |
| PP |
9,150.70 |
9,150.70 |
9,150.70 |
9,129.42 |
| S1 |
9,036.87 |
9,036.87 |
9,103.74 |
8,994.32 |
| S2 |
8,951.77 |
8,951.77 |
9,085.51 |
|
| S3 |
8,752.84 |
8,837.94 |
9,067.27 |
|
| S4 |
8,553.91 |
8,639.01 |
9,012.57 |
|
|
| 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 |
9,065.59 |
532.58 |
5.8% |
208.56 |
2.3% |
11% |
False |
True |
|
| 10 |
9,598.17 |
9,065.59 |
532.58 |
5.8% |
190.63 |
2.1% |
11% |
False |
True |
|
| 20 |
9,598.17 |
8,860.84 |
737.33 |
8.1% |
180.75 |
2.0% |
35% |
False |
False |
|
| 40 |
10,267.70 |
8,062.34 |
2,205.36 |
24.2% |
221.38 |
2.4% |
48% |
False |
False |
|
| 60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.9% |
193.55 |
2.1% |
42% |
False |
False |
|
| 80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.7% |
182.00 |
2.0% |
40% |
False |
False |
|
| 100 |
11,196.50 |
8,062.34 |
3,134.16 |
34.4% |
175.23 |
1.9% |
34% |
False |
False |
|
| 120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.0% |
169.39 |
1.9% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,109.97 |
|
2.618 |
9,785.32 |
|
1.618 |
9,586.39 |
|
1.000 |
9,463.45 |
|
0.618 |
9,387.46 |
|
HIGH |
9,264.52 |
|
0.618 |
9,188.53 |
|
0.500 |
9,165.06 |
|
0.382 |
9,141.58 |
|
LOW |
9,065.59 |
|
0.618 |
8,942.65 |
|
1.000 |
8,866.66 |
|
1.618 |
8,743.72 |
|
2.618 |
8,544.79 |
|
4.250 |
8,220.14 |
|
|
| Fisher Pivots for day following 30-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,165.06 |
9,331.88 |
| PP |
9,150.70 |
9,261.91 |
| S1 |
9,136.34 |
9,191.95 |
|