Trading Metrics calculated at close of trading on 13-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2001 |
13-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,606.13 |
9,551.43 |
-54.70 |
-0.6% |
9,326.59 |
High |
9,606.13 |
9,755.78 |
149.65 |
1.6% |
9,721.75 |
Low |
9,408.58 |
9,551.43 |
142.85 |
1.5% |
9,326.17 |
Close |
9,554.37 |
9,750.95 |
196.58 |
2.1% |
9,608.00 |
Range |
197.55 |
204.35 |
6.80 |
3.4% |
395.58 |
ATR |
182.20 |
183.78 |
1.58 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,299.10 |
10,229.38 |
9,863.34 |
|
R3 |
10,094.75 |
10,025.03 |
9,807.15 |
|
R2 |
9,890.40 |
9,890.40 |
9,788.41 |
|
R1 |
9,820.68 |
9,820.68 |
9,769.68 |
9,855.54 |
PP |
9,686.05 |
9,686.05 |
9,686.05 |
9,703.49 |
S1 |
9,616.33 |
9,616.33 |
9,732.22 |
9,651.19 |
S2 |
9,481.70 |
9,481.70 |
9,713.49 |
|
S3 |
9,277.35 |
9,411.98 |
9,694.75 |
|
S4 |
9,073.00 |
9,207.63 |
9,638.56 |
|
|
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 |
9,755.78 |
9,408.58 |
347.20 |
3.6% |
159.52 |
1.6% |
99% |
True |
False |
|
10 |
9,755.78 |
9,014.46 |
741.32 |
7.6% |
172.48 |
1.8% |
99% |
True |
False |
|
20 |
9,755.78 |
9,014.46 |
741.32 |
7.6% |
181.55 |
1.9% |
99% |
True |
False |
|
40 |
9,755.78 |
8,062.34 |
1,693.44 |
17.4% |
199.98 |
2.1% |
100% |
True |
False |
|
60 |
10,469.70 |
8,062.34 |
2,407.36 |
24.7% |
200.96 |
2.1% |
70% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
26.8% |
184.68 |
1.9% |
65% |
False |
False |
|
100 |
10,759.60 |
8,062.34 |
2,697.26 |
27.7% |
178.37 |
1.8% |
63% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
33.7% |
171.63 |
1.8% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,624.27 |
2.618 |
10,290.77 |
1.618 |
10,086.42 |
1.000 |
9,960.13 |
0.618 |
9,882.07 |
HIGH |
9,755.78 |
0.618 |
9,677.72 |
0.500 |
9,653.61 |
0.382 |
9,629.49 |
LOW |
9,551.43 |
0.618 |
9,425.14 |
1.000 |
9,347.08 |
1.618 |
9,220.79 |
2.618 |
9,016.44 |
4.250 |
8,682.94 |
|
|
Fisher Pivots for day following 13-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,718.50 |
9,694.69 |
PP |
9,686.05 |
9,638.44 |
S1 |
9,653.61 |
9,582.18 |
|