Trading Metrics calculated at close of trading on 16-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2001 |
16-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,340.84 |
9,346.31 |
5.47 |
0.1% |
9,115.75 |
High |
9,352.05 |
9,411.14 |
59.09 |
0.6% |
9,432.04 |
Low |
9,238.78 |
9,298.70 |
59.92 |
0.6% |
9,000.14 |
Close |
9,347.62 |
9,384.23 |
36.61 |
0.4% |
9,344.16 |
Range |
113.27 |
112.44 |
-0.83 |
-0.7% |
431.90 |
ATR |
202.81 |
196.35 |
-6.45 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,702.01 |
9,655.56 |
9,446.07 |
|
R3 |
9,589.57 |
9,543.12 |
9,415.15 |
|
R2 |
9,477.13 |
9,477.13 |
9,404.84 |
|
R1 |
9,430.68 |
9,430.68 |
9,394.54 |
9,453.91 |
PP |
9,364.69 |
9,364.69 |
9,364.69 |
9,376.30 |
S1 |
9,318.24 |
9,318.24 |
9,373.92 |
9,341.47 |
S2 |
9,252.25 |
9,252.25 |
9,363.62 |
|
S3 |
9,139.81 |
9,205.80 |
9,353.31 |
|
S4 |
9,027.37 |
9,093.36 |
9,322.39 |
|
|
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% |
176.64 |
1.9% |
89% |
False |
False |
|
10 |
9,432.04 |
8,860.84 |
571.20 |
6.1% |
170.87 |
1.8% |
92% |
False |
False |
|
20 |
9,432.04 |
8,062.34 |
1,369.70 |
14.6% |
218.41 |
2.3% |
97% |
False |
False |
|
40 |
10,469.70 |
8,062.34 |
2,407.36 |
25.7% |
210.67 |
2.2% |
55% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
27.9% |
185.73 |
2.0% |
51% |
False |
False |
|
80 |
10,759.60 |
8,062.34 |
2,697.26 |
28.7% |
177.57 |
1.9% |
49% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
35.0% |
169.64 |
1.8% |
40% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.0% |
167.40 |
1.8% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,889.01 |
2.618 |
9,705.51 |
1.618 |
9,593.07 |
1.000 |
9,523.58 |
0.618 |
9,480.63 |
HIGH |
9,411.14 |
0.618 |
9,368.19 |
0.500 |
9,354.92 |
0.382 |
9,341.65 |
LOW |
9,298.70 |
0.618 |
9,229.21 |
1.000 |
9,186.26 |
1.618 |
9,116.77 |
2.618 |
9,004.33 |
4.250 |
8,820.83 |
|
|
Fisher Pivots for day following 16-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,374.46 |
9,356.97 |
PP |
9,364.69 |
9,329.70 |
S1 |
9,354.92 |
9,302.44 |
|