Trading Metrics calculated at close of trading on 09-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2001 |
09-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,558.39 |
9,586.96 |
28.57 |
0.3% |
9,326.59 |
High |
9,721.75 |
9,630.41 |
-91.34 |
-0.9% |
9,721.75 |
Low |
9,558.39 |
9,519.77 |
-38.62 |
-0.4% |
9,326.17 |
Close |
9,587.52 |
9,608.00 |
20.48 |
0.2% |
9,608.00 |
Range |
163.36 |
110.64 |
-52.72 |
-32.3% |
395.58 |
ATR |
186.28 |
180.87 |
-5.40 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,917.98 |
9,873.63 |
9,668.85 |
|
R3 |
9,807.34 |
9,762.99 |
9,638.43 |
|
R2 |
9,696.70 |
9,696.70 |
9,628.28 |
|
R1 |
9,652.35 |
9,652.35 |
9,618.14 |
9,674.53 |
PP |
9,586.06 |
9,586.06 |
9,586.06 |
9,597.15 |
S1 |
9,541.71 |
9,541.71 |
9,597.86 |
9,563.89 |
S2 |
9,475.42 |
9,475.42 |
9,587.72 |
|
S3 |
9,364.78 |
9,431.07 |
9,577.57 |
|
S4 |
9,254.14 |
9,320.43 |
9,547.15 |
|
|
Weekly Pivots for week ending 09-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,738.71 |
10,568.94 |
9,825.57 |
|
R3 |
10,343.13 |
10,173.36 |
9,716.78 |
|
R2 |
9,947.55 |
9,947.55 |
9,680.52 |
|
R1 |
9,777.78 |
9,777.78 |
9,644.26 |
9,862.67 |
PP |
9,551.97 |
9,551.97 |
9,551.97 |
9,594.42 |
S1 |
9,382.20 |
9,382.20 |
9,571.74 |
9,467.09 |
S2 |
9,156.39 |
9,156.39 |
9,535.48 |
|
S3 |
8,760.81 |
8,986.62 |
9,499.22 |
|
S4 |
8,365.23 |
8,591.04 |
9,390.43 |
|
|
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 |
9,326.17 |
395.58 |
4.1% |
152.02 |
1.6% |
71% |
False |
False |
|
10 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
179.57 |
1.9% |
84% |
False |
False |
|
20 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
172.74 |
1.8% |
84% |
False |
False |
|
40 |
9,721.75 |
8,062.34 |
1,659.41 |
17.3% |
211.38 |
2.2% |
93% |
False |
False |
|
60 |
10,478.80 |
8,062.34 |
2,416.46 |
25.2% |
197.11 |
2.1% |
64% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.2% |
183.56 |
1.9% |
59% |
False |
False |
|
100 |
10,759.60 |
8,062.34 |
2,697.26 |
28.1% |
176.79 |
1.8% |
57% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.2% |
170.42 |
1.8% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,100.63 |
2.618 |
9,920.07 |
1.618 |
9,809.43 |
1.000 |
9,741.05 |
0.618 |
9,698.79 |
HIGH |
9,630.41 |
0.618 |
9,588.15 |
0.500 |
9,575.09 |
0.382 |
9,562.03 |
LOW |
9,519.77 |
0.618 |
9,451.39 |
1.000 |
9,409.13 |
1.618 |
9,340.75 |
2.618 |
9,230.11 |
4.250 |
9,049.55 |
|
|
Fisher Pivots for day following 09-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,597.03 |
9,620.76 |
PP |
9,586.06 |
9,616.51 |
S1 |
9,575.09 |
9,612.25 |
|