| Trading Metrics calculated at close of trading on 02-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2001 |
02-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,161.74 |
1,150.79 |
-10.95 |
-0.9% |
1,166.72 |
| High |
1,163.17 |
1,179.07 |
15.90 |
1.4% |
1,255.94 |
| Low |
1,131.32 |
1,141.62 |
10.30 |
0.9% |
1,101.39 |
| Close |
1,151.24 |
1,159.37 |
8.13 |
0.7% |
1,168.37 |
| Range |
31.85 |
37.45 |
5.60 |
17.6% |
154.55 |
| ATR |
64.02 |
62.12 |
-1.90 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.37 |
1,253.32 |
1,179.97 |
|
| R3 |
1,234.92 |
1,215.87 |
1,169.67 |
|
| R2 |
1,197.47 |
1,197.47 |
1,166.24 |
|
| R1 |
1,178.42 |
1,178.42 |
1,162.80 |
1,187.95 |
| PP |
1,160.02 |
1,160.02 |
1,160.02 |
1,164.78 |
| S1 |
1,140.97 |
1,140.97 |
1,155.94 |
1,150.50 |
| S2 |
1,122.57 |
1,122.57 |
1,152.50 |
|
| S3 |
1,085.12 |
1,103.52 |
1,149.07 |
|
| S4 |
1,047.67 |
1,066.07 |
1,138.77 |
|
|
| Weekly Pivots for week ending 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.88 |
1,558.18 |
1,253.37 |
|
| R3 |
1,484.33 |
1,403.63 |
1,210.87 |
|
| R2 |
1,329.78 |
1,329.78 |
1,196.70 |
|
| R1 |
1,249.08 |
1,249.08 |
1,182.54 |
1,289.43 |
| PP |
1,175.23 |
1,175.23 |
1,175.23 |
1,195.41 |
| S1 |
1,094.53 |
1,094.53 |
1,154.20 |
1,134.88 |
| S2 |
1,020.68 |
1,020.68 |
1,140.04 |
|
| S3 |
866.13 |
939.98 |
1,125.87 |
|
| S4 |
711.58 |
785.43 |
1,083.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.94 |
1,101.39 |
154.55 |
13.3% |
58.81 |
5.1% |
38% |
False |
False |
|
| 10 |
1,255.94 |
1,088.96 |
166.98 |
14.4% |
61.84 |
5.3% |
42% |
False |
False |
|
| 20 |
1,541.94 |
1,088.96 |
452.98 |
39.1% |
58.95 |
5.1% |
16% |
False |
False |
|
| 40 |
1,766.58 |
1,088.96 |
677.62 |
58.4% |
53.78 |
4.6% |
10% |
False |
False |
|
| 60 |
1,832.01 |
1,088.96 |
743.05 |
64.1% |
54.63 |
4.7% |
9% |
False |
False |
|
| 80 |
1,963.83 |
1,088.96 |
874.87 |
75.5% |
57.66 |
5.0% |
8% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
85.0% |
59.99 |
5.2% |
7% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
85.0% |
64.55 |
5.6% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.23 |
|
2.618 |
1,277.11 |
|
1.618 |
1,239.66 |
|
1.000 |
1,216.52 |
|
0.618 |
1,202.21 |
|
HIGH |
1,179.07 |
|
0.618 |
1,164.76 |
|
0.500 |
1,160.35 |
|
0.382 |
1,155.93 |
|
LOW |
1,141.62 |
|
0.618 |
1,118.48 |
|
1.000 |
1,104.17 |
|
1.618 |
1,081.03 |
|
2.618 |
1,043.58 |
|
4.250 |
982.46 |
|
|
| Fisher Pivots for day following 02-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.35 |
1,193.63 |
| PP |
1,160.02 |
1,182.21 |
| S1 |
1,159.70 |
1,170.79 |
|