Trading Metrics calculated at close of trading on 12-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2001 |
12-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,242.63 |
9,409.07 |
166.44 |
1.8% |
9,115.75 |
High |
9,432.04 |
9,409.07 |
-22.97 |
-0.2% |
9,432.04 |
Low |
9,242.63 |
9,193.73 |
-48.90 |
-0.5% |
9,000.14 |
Close |
9,410.45 |
9,344.16 |
-66.29 |
-0.7% |
9,344.16 |
Range |
189.41 |
215.34 |
25.93 |
13.7% |
431.90 |
ATR |
209.16 |
209.70 |
0.54 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,961.67 |
9,868.26 |
9,462.60 |
|
R3 |
9,746.33 |
9,652.92 |
9,403.38 |
|
R2 |
9,530.99 |
9,530.99 |
9,383.64 |
|
R1 |
9,437.58 |
9,437.58 |
9,363.90 |
9,376.62 |
PP |
9,315.65 |
9,315.65 |
9,315.65 |
9,285.17 |
S1 |
9,222.24 |
9,222.24 |
9,324.42 |
9,161.28 |
S2 |
9,100.31 |
9,100.31 |
9,304.68 |
|
S3 |
8,884.97 |
9,006.90 |
9,284.94 |
|
S4 |
8,669.63 |
8,791.56 |
9,225.72 |
|
|
Weekly Pivots for week ending 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,554.48 |
10,381.22 |
9,581.71 |
|
R3 |
10,122.58 |
9,949.32 |
9,462.93 |
|
R2 |
9,690.68 |
9,690.68 |
9,423.34 |
|
R1 |
9,517.42 |
9,517.42 |
9,383.75 |
9,604.05 |
PP |
9,258.78 |
9,258.78 |
9,258.78 |
9,302.10 |
S1 |
9,085.52 |
9,085.52 |
9,304.57 |
9,172.15 |
S2 |
8,826.88 |
8,826.88 |
9,264.98 |
|
S3 |
8,394.98 |
8,653.62 |
9,225.39 |
|
S4 |
7,963.08 |
8,221.72 |
9,106.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,432.04 |
9,000.14 |
431.90 |
4.6% |
174.57 |
1.9% |
80% |
False |
False |
|
10 |
9,432.04 |
8,732.14 |
699.90 |
7.5% |
175.37 |
1.9% |
87% |
False |
False |
|
20 |
9,580.32 |
8,062.34 |
1,517.98 |
16.2% |
250.02 |
2.7% |
84% |
False |
False |
|
40 |
10,478.80 |
8,062.34 |
2,416.46 |
25.9% |
209.29 |
2.2% |
53% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
28.0% |
187.16 |
2.0% |
49% |
False |
False |
|
80 |
10,759.60 |
8,062.34 |
2,697.26 |
28.9% |
177.80 |
1.9% |
48% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
169.96 |
1.8% |
39% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
168.20 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,324.27 |
2.618 |
9,972.83 |
1.618 |
9,757.49 |
1.000 |
9,624.41 |
0.618 |
9,542.15 |
HIGH |
9,409.07 |
0.618 |
9,326.81 |
0.500 |
9,301.40 |
0.382 |
9,275.99 |
LOW |
9,193.73 |
0.618 |
9,060.65 |
1.000 |
8,978.39 |
1.618 |
8,845.31 |
2.618 |
8,629.97 |
4.250 |
8,278.54 |
|
|
Fisher Pivots for day following 12-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,329.91 |
9,301.47 |
PP |
9,315.65 |
9,258.78 |
S1 |
9,301.40 |
9,216.09 |
|