Trading Metrics calculated at close of trading on 16-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2001 |
16-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,824.65 |
9,871.51 |
46.86 |
0.5% |
9,606.13 |
High |
9,903.04 |
9,908.79 |
5.75 |
0.1% |
9,908.79 |
Low |
9,808.25 |
9,792.47 |
-15.78 |
-0.2% |
9,408.58 |
Close |
9,872.39 |
9,866.99 |
-5.40 |
-0.1% |
9,866.99 |
Range |
94.79 |
116.32 |
21.53 |
22.7% |
500.21 |
ATR |
173.06 |
169.01 |
-4.05 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,205.04 |
10,152.34 |
9,930.97 |
|
R3 |
10,088.72 |
10,036.02 |
9,898.98 |
|
R2 |
9,972.40 |
9,972.40 |
9,888.32 |
|
R1 |
9,919.70 |
9,919.70 |
9,877.65 |
9,887.89 |
PP |
9,856.08 |
9,856.08 |
9,856.08 |
9,840.18 |
S1 |
9,803.38 |
9,803.38 |
9,856.33 |
9,771.57 |
S2 |
9,739.76 |
9,739.76 |
9,845.66 |
|
S3 |
9,623.44 |
9,687.06 |
9,835.00 |
|
S4 |
9,507.12 |
9,570.74 |
9,803.01 |
|
|
Weekly Pivots for week ending 16-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,228.75 |
11,048.08 |
10,142.11 |
|
R3 |
10,728.54 |
10,547.87 |
10,004.55 |
|
R2 |
10,228.33 |
10,228.33 |
9,958.70 |
|
R1 |
10,047.66 |
10,047.66 |
9,912.84 |
10,138.00 |
PP |
9,728.12 |
9,728.12 |
9,728.12 |
9,773.29 |
S1 |
9,547.45 |
9,547.45 |
9,821.14 |
9,637.79 |
S2 |
9,227.91 |
9,227.91 |
9,775.28 |
|
S3 |
8,727.70 |
9,047.24 |
9,729.43 |
|
S4 |
8,227.49 |
8,547.03 |
9,591.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,908.79 |
9,408.58 |
500.21 |
5.1% |
146.20 |
1.5% |
92% |
True |
False |
|
10 |
9,908.79 |
9,326.17 |
582.62 |
5.9% |
149.11 |
1.5% |
93% |
True |
False |
|
20 |
9,908.79 |
9,014.46 |
894.33 |
9.1% |
173.05 |
1.8% |
95% |
True |
False |
|
40 |
9,908.79 |
8,242.32 |
1,666.47 |
16.9% |
177.85 |
1.8% |
97% |
True |
False |
|
60 |
10,441.40 |
8,062.34 |
2,379.06 |
24.1% |
198.83 |
2.0% |
76% |
False |
False |
|
80 |
10,609.70 |
8,062.34 |
2,547.36 |
25.8% |
184.48 |
1.9% |
71% |
False |
False |
|
100 |
10,724.70 |
8,062.34 |
2,662.36 |
27.0% |
176.88 |
1.8% |
68% |
False |
False |
|
120 |
11,196.50 |
8,062.34 |
3,134.16 |
31.8% |
171.17 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,403.15 |
2.618 |
10,213.32 |
1.618 |
10,097.00 |
1.000 |
10,025.11 |
0.618 |
9,980.68 |
HIGH |
9,908.79 |
0.618 |
9,864.36 |
0.500 |
9,850.63 |
0.382 |
9,836.90 |
LOW |
9,792.47 |
0.618 |
9,720.58 |
1.000 |
9,676.15 |
1.618 |
9,604.26 |
2.618 |
9,487.94 |
4.250 |
9,298.11 |
|
|
Fisher Pivots for day following 16-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,861.54 |
9,853.03 |
PP |
9,856.08 |
9,839.06 |
S1 |
9,850.63 |
9,825.10 |
|