Trading Metrics calculated at close of trading on 18-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2001 |
18-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,389.76 |
9,230.75 |
-159.01 |
-1.7% |
9,115.75 |
High |
9,489.33 |
9,233.94 |
-255.39 |
-2.7% |
9,432.04 |
Low |
9,226.95 |
9,134.30 |
-92.65 |
-1.0% |
9,000.14 |
Close |
9,232.97 |
9,163.22 |
-69.75 |
-0.8% |
9,344.16 |
Range |
262.38 |
99.64 |
-162.74 |
-62.0% |
431.90 |
ATR |
201.07 |
193.83 |
-7.25 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476.07 |
9,419.29 |
9,218.02 |
|
R3 |
9,376.43 |
9,319.65 |
9,190.62 |
|
R2 |
9,276.79 |
9,276.79 |
9,181.49 |
|
R1 |
9,220.01 |
9,220.01 |
9,172.35 |
9,198.58 |
PP |
9,177.15 |
9,177.15 |
9,177.15 |
9,166.44 |
S1 |
9,120.37 |
9,120.37 |
9,154.09 |
9,098.94 |
S2 |
9,077.51 |
9,077.51 |
9,144.95 |
|
S3 |
8,977.87 |
9,020.73 |
9,135.82 |
|
S4 |
8,878.23 |
8,921.09 |
9,108.42 |
|
|
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 |
9,489.33 |
9,134.30 |
355.03 |
3.9% |
160.61 |
1.8% |
8% |
False |
True |
|
10 |
9,489.33 |
8,951.07 |
538.26 |
5.9% |
164.13 |
1.8% |
39% |
False |
False |
|
20 |
9,489.33 |
8,062.34 |
1,426.99 |
15.6% |
194.59 |
2.1% |
77% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
26.0% |
213.41 |
2.3% |
46% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.8% |
187.28 |
2.0% |
43% |
False |
False |
|
80 |
10,759.60 |
8,062.34 |
2,697.26 |
29.4% |
178.15 |
1.9% |
41% |
False |
False |
|
100 |
11,262.30 |
8,062.34 |
3,199.96 |
34.9% |
171.03 |
1.9% |
34% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.9% |
168.11 |
1.8% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,657.41 |
2.618 |
9,494.80 |
1.618 |
9,395.16 |
1.000 |
9,333.58 |
0.618 |
9,295.52 |
HIGH |
9,233.94 |
0.618 |
9,195.88 |
0.500 |
9,184.12 |
0.382 |
9,172.36 |
LOW |
9,134.30 |
0.618 |
9,072.72 |
1.000 |
9,034.66 |
1.618 |
8,973.08 |
2.618 |
8,873.44 |
4.250 |
8,710.83 |
|
|
Fisher Pivots for day following 18-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,184.12 |
9,311.82 |
PP |
9,177.15 |
9,262.28 |
S1 |
9,170.19 |
9,212.75 |
|