Trading Metrics calculated at close of trading on 12-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2001 |
12-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,586.96 |
9,606.13 |
19.17 |
0.2% |
9,326.59 |
High |
9,630.41 |
9,606.13 |
-24.28 |
-0.3% |
9,721.75 |
Low |
9,519.77 |
9,408.58 |
-111.19 |
-1.2% |
9,326.17 |
Close |
9,608.00 |
9,554.37 |
-53.63 |
-0.6% |
9,608.00 |
Range |
110.64 |
197.55 |
86.91 |
78.6% |
395.58 |
ATR |
180.87 |
182.20 |
1.32 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,115.68 |
10,032.57 |
9,663.02 |
|
R3 |
9,918.13 |
9,835.02 |
9,608.70 |
|
R2 |
9,720.58 |
9,720.58 |
9,590.59 |
|
R1 |
9,637.47 |
9,637.47 |
9,572.48 |
9,580.25 |
PP |
9,523.03 |
9,523.03 |
9,523.03 |
9,494.42 |
S1 |
9,439.92 |
9,439.92 |
9,536.26 |
9,382.70 |
S2 |
9,325.48 |
9,325.48 |
9,518.15 |
|
S3 |
9,127.93 |
9,242.37 |
9,500.04 |
|
S4 |
8,930.38 |
9,044.82 |
9,445.72 |
|
|
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 |
9,386.51 |
335.24 |
3.5% |
161.47 |
1.7% |
50% |
False |
False |
|
10 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
171.94 |
1.8% |
76% |
False |
False |
|
20 |
9,721.75 |
9,014.46 |
707.29 |
7.4% |
176.96 |
1.9% |
76% |
False |
False |
|
40 |
9,721.75 |
8,062.34 |
1,659.41 |
17.4% |
198.90 |
2.1% |
90% |
False |
False |
|
60 |
10,478.80 |
8,062.34 |
2,416.46 |
25.3% |
199.09 |
2.1% |
62% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.4% |
184.50 |
1.9% |
57% |
False |
False |
|
100 |
10,759.60 |
8,062.34 |
2,697.26 |
28.2% |
177.26 |
1.9% |
55% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
34.4% |
170.84 |
1.8% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,445.72 |
2.618 |
10,123.32 |
1.618 |
9,925.77 |
1.000 |
9,803.68 |
0.618 |
9,728.22 |
HIGH |
9,606.13 |
0.618 |
9,530.67 |
0.500 |
9,507.36 |
0.382 |
9,484.04 |
LOW |
9,408.58 |
0.618 |
9,286.49 |
1.000 |
9,211.03 |
1.618 |
9,088.94 |
2.618 |
8,891.39 |
4.250 |
8,568.99 |
|
|
Fisher Pivots for day following 12-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,538.70 |
9,565.17 |
PP |
9,523.03 |
9,561.57 |
S1 |
9,507.36 |
9,557.97 |
|