Trading Metrics calculated at close of trading on 31-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2001 |
31-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,264.52 |
9,123.64 |
-140.88 |
-1.5% |
9,203.91 |
High |
9,264.52 |
9,223.07 |
-41.45 |
-0.4% |
9,598.17 |
Low |
9,065.59 |
9,064.41 |
-1.18 |
0.0% |
9,167.45 |
Close |
9,121.98 |
9,075.14 |
-46.84 |
-0.5% |
9,545.17 |
Range |
198.93 |
158.66 |
-40.27 |
-20.2% |
430.72 |
ATR |
195.90 |
193.24 |
-2.66 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,596.85 |
9,494.66 |
9,162.40 |
|
R3 |
9,438.19 |
9,336.00 |
9,118.77 |
|
R2 |
9,279.53 |
9,279.53 |
9,104.23 |
|
R1 |
9,177.34 |
9,177.34 |
9,089.68 |
9,149.11 |
PP |
9,120.87 |
9,120.87 |
9,120.87 |
9,106.76 |
S1 |
9,018.68 |
9,018.68 |
9,060.60 |
8,990.45 |
S2 |
8,962.21 |
8,962.21 |
9,046.05 |
|
S3 |
8,803.55 |
8,860.02 |
9,031.51 |
|
S4 |
8,644.89 |
8,701.36 |
8,987.88 |
|
|
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 |
9,064.41 |
533.76 |
5.9% |
218.26 |
2.4% |
2% |
False |
True |
|
10 |
9,598.17 |
9,064.41 |
533.76 |
5.9% |
180.25 |
2.0% |
2% |
False |
True |
|
20 |
9,598.17 |
8,951.07 |
647.10 |
7.1% |
174.31 |
1.9% |
19% |
False |
False |
|
40 |
10,182.40 |
8,062.34 |
2,120.06 |
23.4% |
220.54 |
2.4% |
48% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
28.1% |
194.27 |
2.1% |
40% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.8% |
183.19 |
2.0% |
39% |
False |
False |
|
100 |
11,179.70 |
8,062.34 |
3,117.36 |
34.4% |
175.28 |
1.9% |
32% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
36.2% |
169.87 |
1.9% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,897.38 |
2.618 |
9,638.44 |
1.618 |
9,479.78 |
1.000 |
9,381.73 |
0.618 |
9,321.12 |
HIGH |
9,223.07 |
0.618 |
9,162.46 |
0.500 |
9,143.74 |
0.382 |
9,125.02 |
LOW |
9,064.41 |
0.618 |
8,966.36 |
1.000 |
8,905.75 |
1.618 |
8,807.70 |
2.618 |
8,649.04 |
4.250 |
8,390.11 |
|
|
Fisher Pivots for day following 31-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,143.74 |
9,303.89 |
PP |
9,120.87 |
9,227.64 |
S1 |
9,098.01 |
9,151.39 |
|