Trading Metrics calculated at close of trading on 08-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2001 |
08-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,584.68 |
9,558.39 |
-26.29 |
-0.3% |
9,543.37 |
High |
9,644.12 |
9,721.75 |
77.63 |
0.8% |
9,543.37 |
Low |
9,522.41 |
9,558.39 |
35.98 |
0.4% |
9,014.46 |
Close |
9,554.37 |
9,587.52 |
33.15 |
0.3% |
9,323.54 |
Range |
121.71 |
163.36 |
41.65 |
34.2% |
528.91 |
ATR |
187.73 |
186.28 |
-1.45 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,112.63 |
10,013.44 |
9,677.37 |
|
R3 |
9,949.27 |
9,850.08 |
9,632.44 |
|
R2 |
9,785.91 |
9,785.91 |
9,617.47 |
|
R1 |
9,686.72 |
9,686.72 |
9,602.49 |
9,736.32 |
PP |
9,622.55 |
9,622.55 |
9,622.55 |
9,647.35 |
S1 |
9,523.36 |
9,523.36 |
9,572.55 |
9,572.96 |
S2 |
9,459.19 |
9,459.19 |
9,557.57 |
|
S3 |
9,295.83 |
9,360.00 |
9,542.60 |
|
S4 |
9,132.47 |
9,196.64 |
9,497.67 |
|
|
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 |
9,721.75 |
9,209.65 |
512.10 |
5.3% |
156.72 |
1.6% |
74% |
True |
False |
|
10 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
185.99 |
1.9% |
81% |
True |
False |
|
20 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
177.98 |
1.9% |
81% |
True |
False |
|
40 |
9,721.75 |
8,062.34 |
1,659.41 |
17.3% |
213.07 |
2.2% |
92% |
True |
False |
|
60 |
10,478.80 |
8,062.34 |
2,416.46 |
25.2% |
199.20 |
2.1% |
63% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.3% |
183.64 |
1.9% |
58% |
False |
False |
|
100 |
10,868.50 |
8,062.34 |
2,806.16 |
29.3% |
177.77 |
1.9% |
54% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.3% |
172.97 |
1.8% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,416.03 |
2.618 |
10,149.43 |
1.618 |
9,986.07 |
1.000 |
9,885.11 |
0.618 |
9,822.71 |
HIGH |
9,721.75 |
0.618 |
9,659.35 |
0.500 |
9,640.07 |
0.382 |
9,620.79 |
LOW |
9,558.39 |
0.618 |
9,457.43 |
1.000 |
9,395.03 |
1.618 |
9,294.07 |
2.618 |
9,130.71 |
4.250 |
8,864.11 |
|
|
Fisher Pivots for day following 08-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,640.07 |
9,576.39 |
PP |
9,622.55 |
9,565.26 |
S1 |
9,605.04 |
9,554.13 |
|