Trading Metrics calculated at close of trading on 22-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2001 |
22-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,162.81 |
9,203.91 |
41.10 |
0.4% |
9,340.84 |
High |
9,218.02 |
9,392.81 |
174.79 |
1.9% |
9,489.33 |
Low |
9,080.81 |
9,167.45 |
86.64 |
1.0% |
9,080.81 |
Close |
9,204.11 |
9,377.03 |
172.92 |
1.9% |
9,204.11 |
Range |
137.21 |
225.36 |
88.15 |
64.2% |
408.52 |
ATR |
189.78 |
192.32 |
2.54 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,988.51 |
9,908.13 |
9,500.98 |
|
R3 |
9,763.15 |
9,682.77 |
9,439.00 |
|
R2 |
9,537.79 |
9,537.79 |
9,418.35 |
|
R1 |
9,457.41 |
9,457.41 |
9,397.69 |
9,497.60 |
PP |
9,312.43 |
9,312.43 |
9,312.43 |
9,332.53 |
S1 |
9,232.05 |
9,232.05 |
9,356.37 |
9,272.24 |
S2 |
9,087.07 |
9,087.07 |
9,335.71 |
|
S3 |
8,861.71 |
9,006.69 |
9,315.06 |
|
S4 |
8,636.35 |
8,781.33 |
9,253.08 |
|
|
Weekly Pivots for week ending 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,483.64 |
10,252.40 |
9,428.80 |
|
R3 |
10,075.12 |
9,843.88 |
9,316.45 |
|
R2 |
9,666.60 |
9,666.60 |
9,279.01 |
|
R1 |
9,435.36 |
9,435.36 |
9,241.56 |
9,346.72 |
PP |
9,258.08 |
9,258.08 |
9,258.08 |
9,213.77 |
S1 |
9,026.84 |
9,026.84 |
9,166.66 |
8,938.20 |
S2 |
8,849.56 |
8,849.56 |
9,129.21 |
|
S3 |
8,441.04 |
8,618.32 |
9,091.77 |
|
S4 |
8,032.52 |
8,209.80 |
8,979.42 |
|
|
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 |
9,080.81 |
408.52 |
4.4% |
167.41 |
1.8% |
73% |
False |
False |
|
10 |
9,489.33 |
9,000.14 |
489.19 |
5.2% |
169.06 |
1.8% |
77% |
False |
False |
|
20 |
9,489.33 |
8,471.97 |
1,017.36 |
10.8% |
173.57 |
1.9% |
89% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.4% |
214.61 |
2.3% |
55% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.2% |
189.11 |
2.0% |
52% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
27.9% |
178.77 |
1.9% |
50% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
33.4% |
171.76 |
1.8% |
42% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.1% |
168.31 |
1.8% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,350.59 |
2.618 |
9,982.80 |
1.618 |
9,757.44 |
1.000 |
9,618.17 |
0.618 |
9,532.08 |
HIGH |
9,392.81 |
0.618 |
9,306.72 |
0.500 |
9,280.13 |
0.382 |
9,253.54 |
LOW |
9,167.45 |
0.618 |
9,028.18 |
1.000 |
8,942.09 |
1.618 |
8,802.82 |
2.618 |
8,577.46 |
4.250 |
8,209.67 |
|
|
Fisher Pivots for day following 22-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,344.73 |
9,330.29 |
PP |
9,312.43 |
9,283.55 |
S1 |
9,280.13 |
9,236.81 |
|