Trading Metrics calculated at close of trading on 05-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2001 |
05-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,264.52 |
9,326.59 |
62.07 |
0.7% |
9,543.37 |
High |
9,343.82 |
9,476.45 |
132.63 |
1.4% |
9,543.37 |
Low |
9,209.65 |
9,326.17 |
116.52 |
1.3% |
9,014.46 |
Close |
9,323.54 |
9,441.03 |
117.49 |
1.3% |
9,323.54 |
Range |
134.17 |
150.28 |
16.11 |
12.0% |
528.91 |
ATR |
194.11 |
191.17 |
-2.94 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,865.39 |
9,803.49 |
9,523.68 |
|
R3 |
9,715.11 |
9,653.21 |
9,482.36 |
|
R2 |
9,564.83 |
9,564.83 |
9,468.58 |
|
R1 |
9,502.93 |
9,502.93 |
9,454.81 |
9,533.88 |
PP |
9,414.55 |
9,414.55 |
9,414.55 |
9,430.03 |
S1 |
9,352.65 |
9,352.65 |
9,427.25 |
9,383.60 |
S2 |
9,264.27 |
9,264.27 |
9,413.48 |
|
S3 |
9,113.99 |
9,202.37 |
9,399.70 |
|
S4 |
8,963.71 |
9,052.09 |
9,358.38 |
|
|
Weekly Pivots for week ending 02-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,880.52 |
10,630.94 |
9,614.44 |
|
R3 |
10,351.61 |
10,102.03 |
9,468.99 |
|
R2 |
9,822.70 |
9,822.70 |
9,420.51 |
|
R1 |
9,573.12 |
9,573.12 |
9,372.02 |
9,433.46 |
PP |
9,293.79 |
9,293.79 |
9,293.79 |
9,223.96 |
S1 |
9,044.21 |
9,044.21 |
9,275.06 |
8,904.55 |
S2 |
8,764.88 |
8,764.88 |
9,226.57 |
|
S3 |
8,235.97 |
8,515.30 |
9,178.09 |
|
S4 |
7,707.06 |
7,986.39 |
9,032.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,476.45 |
9,014.46 |
461.99 |
4.9% |
182.41 |
1.9% |
92% |
True |
False |
|
10 |
9,598.17 |
9,014.46 |
583.71 |
6.2% |
189.48 |
2.0% |
73% |
False |
False |
|
20 |
9,598.17 |
9,000.14 |
598.03 |
6.3% |
179.27 |
1.9% |
74% |
False |
False |
|
40 |
10,066.70 |
8,062.34 |
2,004.36 |
21.2% |
217.26 |
2.3% |
69% |
False |
False |
|
60 |
10,479.60 |
8,062.34 |
2,417.26 |
25.6% |
197.80 |
2.1% |
57% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.7% |
184.32 |
2.0% |
53% |
False |
False |
|
100 |
11,004.30 |
8,062.34 |
2,941.96 |
31.2% |
177.13 |
1.9% |
47% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.8% |
171.57 |
1.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,115.14 |
2.618 |
9,869.88 |
1.618 |
9,719.60 |
1.000 |
9,626.73 |
0.618 |
9,569.32 |
HIGH |
9,476.45 |
0.618 |
9,419.04 |
0.500 |
9,401.31 |
0.382 |
9,383.58 |
LOW |
9,326.17 |
0.618 |
9,233.30 |
1.000 |
9,175.89 |
1.618 |
9,083.02 |
2.618 |
8,932.74 |
4.250 |
8,687.48 |
|
|
Fisher Pivots for day following 05-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,427.79 |
9,375.84 |
PP |
9,414.55 |
9,310.65 |
S1 |
9,401.31 |
9,245.46 |
|