Trading Metrics calculated at close of trading on 06-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2001 |
06-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,326.59 |
9,437.09 |
110.50 |
1.2% |
9,543.37 |
High |
9,476.45 |
9,600.60 |
124.15 |
1.3% |
9,543.37 |
Low |
9,326.17 |
9,386.51 |
60.34 |
0.6% |
9,014.46 |
Close |
9,441.03 |
9,591.12 |
150.09 |
1.6% |
9,323.54 |
Range |
150.28 |
214.09 |
63.81 |
42.5% |
528.91 |
ATR |
191.17 |
192.81 |
1.64 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,168.35 |
10,093.82 |
9,708.87 |
|
R3 |
9,954.26 |
9,879.73 |
9,649.99 |
|
R2 |
9,740.17 |
9,740.17 |
9,630.37 |
|
R1 |
9,665.64 |
9,665.64 |
9,610.74 |
9,702.91 |
PP |
9,526.08 |
9,526.08 |
9,526.08 |
9,544.71 |
S1 |
9,451.55 |
9,451.55 |
9,571.50 |
9,488.82 |
S2 |
9,311.99 |
9,311.99 |
9,551.87 |
|
S3 |
9,097.90 |
9,237.46 |
9,532.25 |
|
S4 |
8,883.81 |
9,023.37 |
9,473.37 |
|
|
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 |
9,600.60 |
9,014.46 |
586.14 |
6.1% |
185.44 |
1.9% |
98% |
True |
False |
|
10 |
9,600.60 |
9,014.46 |
586.14 |
6.1% |
197.00 |
2.1% |
98% |
True |
False |
|
20 |
9,600.60 |
9,000.14 |
600.46 |
6.3% |
185.83 |
1.9% |
98% |
True |
False |
|
40 |
10,028.40 |
8,062.34 |
1,966.06 |
20.5% |
218.10 |
2.3% |
78% |
False |
False |
|
60 |
10,479.60 |
8,062.34 |
2,417.26 |
25.2% |
199.75 |
2.1% |
63% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.3% |
184.83 |
1.9% |
58% |
False |
False |
|
100 |
11,004.30 |
8,062.34 |
2,941.96 |
30.7% |
178.23 |
1.9% |
52% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.3% |
172.14 |
1.8% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,510.48 |
2.618 |
10,161.09 |
1.618 |
9,947.00 |
1.000 |
9,814.69 |
0.618 |
9,732.91 |
HIGH |
9,600.60 |
0.618 |
9,518.82 |
0.500 |
9,493.56 |
0.382 |
9,468.29 |
LOW |
9,386.51 |
0.618 |
9,254.20 |
1.000 |
9,172.42 |
1.618 |
9,040.11 |
2.618 |
8,826.02 |
4.250 |
8,476.63 |
|
|
Fisher Pivots for day following 06-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,558.60 |
9,529.12 |
PP |
9,526.08 |
9,467.12 |
S1 |
9,493.56 |
9,405.13 |
|