| Trading Metrics calculated at close of trading on 07-Nov-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2001 |
07-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
9,437.09 |
9,584.68 |
147.59 |
1.6% |
9,543.37 |
| High |
9,600.60 |
9,644.12 |
43.52 |
0.5% |
9,543.37 |
| Low |
9,386.51 |
9,522.41 |
135.90 |
1.4% |
9,014.46 |
| Close |
9,591.12 |
9,554.37 |
-36.75 |
-0.4% |
9,323.54 |
| Range |
214.09 |
121.71 |
-92.38 |
-43.2% |
528.91 |
| ATR |
192.81 |
187.73 |
-5.08 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,938.76 |
9,868.28 |
9,621.31 |
|
| R3 |
9,817.05 |
9,746.57 |
9,587.84 |
|
| R2 |
9,695.34 |
9,695.34 |
9,576.68 |
|
| R1 |
9,624.86 |
9,624.86 |
9,565.53 |
9,599.25 |
| PP |
9,573.63 |
9,573.63 |
9,573.63 |
9,560.83 |
| S1 |
9,503.15 |
9,503.15 |
9,543.21 |
9,477.54 |
| S2 |
9,451.92 |
9,451.92 |
9,532.06 |
|
| S3 |
9,330.21 |
9,381.44 |
9,520.90 |
|
| S4 |
9,208.50 |
9,259.73 |
9,487.43 |
|
|
| 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 |
9,644.12 |
9,014.46 |
629.66 |
6.6% |
178.05 |
1.9% |
86% |
True |
False |
|
| 10 |
9,644.12 |
9,014.46 |
629.66 |
6.6% |
198.16 |
2.1% |
86% |
True |
False |
|
| 20 |
9,644.12 |
9,014.46 |
629.66 |
6.6% |
179.28 |
1.9% |
86% |
True |
False |
|
| 40 |
9,842.08 |
8,062.34 |
1,779.74 |
18.6% |
216.08 |
2.3% |
84% |
False |
False |
|
| 60 |
10,478.80 |
8,062.34 |
2,416.46 |
25.3% |
198.25 |
2.1% |
62% |
False |
False |
|
| 80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.4% |
184.44 |
1.9% |
57% |
False |
False |
|
| 100 |
11,004.30 |
8,062.34 |
2,941.96 |
30.8% |
177.52 |
1.9% |
51% |
False |
False |
|
| 120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.4% |
172.50 |
1.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,161.39 |
|
2.618 |
9,962.76 |
|
1.618 |
9,841.05 |
|
1.000 |
9,765.83 |
|
0.618 |
9,719.34 |
|
HIGH |
9,644.12 |
|
0.618 |
9,597.63 |
|
0.500 |
9,583.27 |
|
0.382 |
9,568.90 |
|
LOW |
9,522.41 |
|
0.618 |
9,447.19 |
|
1.000 |
9,400.70 |
|
1.618 |
9,325.48 |
|
2.618 |
9,203.77 |
|
4.250 |
9,005.14 |
|
|
| Fisher Pivots for day following 07-Nov-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,583.27 |
9,531.30 |
| PP |
9,573.63 |
9,508.22 |
| S1 |
9,564.00 |
9,485.15 |
|