Trading Metrics calculated at close of trading on 02-Nov-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2001 |
02-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
9,087.45 |
9,264.52 |
177.07 |
1.9% |
9,543.37 |
High |
9,284.45 |
9,343.82 |
59.37 |
0.6% |
9,543.37 |
Low |
9,014.46 |
9,209.65 |
195.19 |
2.2% |
9,014.46 |
Close |
9,263.90 |
9,323.54 |
59.64 |
0.6% |
9,323.54 |
Range |
269.99 |
134.17 |
-135.82 |
-50.3% |
528.91 |
ATR |
198.72 |
194.11 |
-4.61 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,694.85 |
9,643.36 |
9,397.33 |
|
R3 |
9,560.68 |
9,509.19 |
9,360.44 |
|
R2 |
9,426.51 |
9,426.51 |
9,348.14 |
|
R1 |
9,375.02 |
9,375.02 |
9,335.84 |
9,400.77 |
PP |
9,292.34 |
9,292.34 |
9,292.34 |
9,305.21 |
S1 |
9,240.85 |
9,240.85 |
9,311.24 |
9,266.60 |
S2 |
9,158.17 |
9,158.17 |
9,298.94 |
|
S3 |
9,024.00 |
9,106.68 |
9,286.64 |
|
S4 |
8,889.83 |
8,972.51 |
9,249.75 |
|
|
Weekly Pivots for week ending 02-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,880.52 |
10,630.94 |
9,614.44 |
|
R3 |
10,351.61 |
10,102.03 |
9,468.99 |
|
R2 |
9,822.70 |
9,822.70 |
9,420.51 |
|
R1 |
9,573.12 |
9,573.12 |
9,372.02 |
9,433.46 |
PP |
9,293.79 |
9,293.79 |
9,293.79 |
9,223.96 |
S1 |
9,044.21 |
9,044.21 |
9,275.06 |
8,904.55 |
S2 |
8,764.88 |
8,764.88 |
9,226.57 |
|
S3 |
8,235.97 |
8,515.30 |
9,178.09 |
|
S4 |
7,707.06 |
7,986.39 |
9,032.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,543.37 |
9,014.46 |
528.91 |
5.7% |
207.12 |
2.2% |
58% |
False |
False |
|
10 |
9,598.17 |
9,014.46 |
583.71 |
6.3% |
196.98 |
2.1% |
53% |
False |
False |
|
20 |
9,598.17 |
9,000.14 |
598.03 |
6.4% |
178.38 |
1.9% |
54% |
False |
False |
|
40 |
10,182.40 |
8,062.34 |
2,120.06 |
22.7% |
220.70 |
2.4% |
59% |
False |
False |
|
60 |
10,504.10 |
8,062.34 |
2,441.76 |
26.2% |
197.44 |
2.1% |
52% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.1% |
183.70 |
2.0% |
48% |
False |
False |
|
100 |
11,096.50 |
8,062.34 |
3,034.16 |
32.5% |
177.21 |
1.9% |
42% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.3% |
171.24 |
1.8% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,914.04 |
2.618 |
9,695.08 |
1.618 |
9,560.91 |
1.000 |
9,477.99 |
0.618 |
9,426.74 |
HIGH |
9,343.82 |
0.618 |
9,292.57 |
0.500 |
9,276.74 |
0.382 |
9,260.90 |
LOW |
9,209.65 |
0.618 |
9,126.73 |
1.000 |
9,075.48 |
1.618 |
8,992.56 |
2.618 |
8,858.39 |
4.250 |
8,639.43 |
|
|
Fisher Pivots for day following 02-Nov-2001 |
Pivot |
1 day |
3 day |
R1 |
9,307.94 |
9,275.41 |
PP |
9,292.34 |
9,227.27 |
S1 |
9,276.74 |
9,179.14 |
|