Trading Metrics calculated at close of trading on 01-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2001 |
01-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,123.64 |
9,087.45 |
-36.19 |
-0.4% |
9,203.91 |
High |
9,223.07 |
9,284.45 |
61.38 |
0.7% |
9,598.17 |
Low |
9,064.41 |
9,014.46 |
-49.95 |
-0.6% |
9,167.45 |
Close |
9,075.14 |
9,263.90 |
188.76 |
2.1% |
9,545.17 |
Range |
158.66 |
269.99 |
111.33 |
70.2% |
430.72 |
ATR |
193.24 |
198.72 |
5.48 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,997.57 |
9,900.73 |
9,412.39 |
|
R3 |
9,727.58 |
9,630.74 |
9,338.15 |
|
R2 |
9,457.59 |
9,457.59 |
9,313.40 |
|
R1 |
9,360.75 |
9,360.75 |
9,288.65 |
9,409.17 |
PP |
9,187.60 |
9,187.60 |
9,187.60 |
9,211.82 |
S1 |
9,090.76 |
9,090.76 |
9,239.15 |
9,139.18 |
S2 |
8,917.61 |
8,917.61 |
9,214.40 |
|
S3 |
8,647.62 |
8,820.77 |
9,189.65 |
|
S4 |
8,377.63 |
8,550.78 |
9,115.41 |
|
|
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 |
9,014.46 |
583.71 |
6.3% |
215.26 |
2.3% |
43% |
False |
True |
|
10 |
9,598.17 |
9,014.46 |
583.71 |
6.3% |
197.29 |
2.1% |
43% |
False |
True |
|
20 |
9,598.17 |
8,951.07 |
647.10 |
7.0% |
180.71 |
2.0% |
48% |
False |
False |
|
40 |
10,182.40 |
8,062.34 |
2,120.06 |
22.9% |
221.08 |
2.4% |
57% |
False |
False |
|
60 |
10,550.60 |
8,062.34 |
2,488.26 |
26.9% |
197.16 |
2.1% |
48% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.2% |
185.23 |
2.0% |
46% |
False |
False |
|
100 |
11,100.00 |
8,062.34 |
3,037.66 |
32.8% |
176.78 |
1.9% |
40% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.5% |
171.06 |
1.8% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,431.91 |
2.618 |
9,991.28 |
1.618 |
9,721.29 |
1.000 |
9,554.44 |
0.618 |
9,451.30 |
HIGH |
9,284.45 |
0.618 |
9,181.31 |
0.500 |
9,149.46 |
0.382 |
9,117.60 |
LOW |
9,014.46 |
0.618 |
8,847.61 |
1.000 |
8,744.47 |
1.618 |
8,577.62 |
2.618 |
8,307.63 |
4.250 |
7,867.00 |
|
|
Fisher Pivots for day following 01-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,225.75 |
9,225.75 |
PP |
9,187.60 |
9,187.60 |
S1 |
9,149.46 |
9,149.46 |
|