| Trading Metrics calculated at close of trading on 04-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2001 |
04-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,144.76 |
1,271.74 |
126.98 |
11.1% |
1,166.72 |
| High |
1,267.51 |
1,313.64 |
46.13 |
3.6% |
1,255.94 |
| Low |
1,139.21 |
1,242.98 |
103.77 |
9.1% |
1,101.39 |
| Close |
1,249.41 |
1,260.66 |
11.25 |
0.9% |
1,168.37 |
| Range |
128.30 |
70.66 |
-57.64 |
-44.9% |
154.55 |
| ATR |
66.85 |
67.12 |
0.27 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.41 |
1,443.19 |
1,299.52 |
|
| R3 |
1,413.75 |
1,372.53 |
1,280.09 |
|
| R2 |
1,343.09 |
1,343.09 |
1,273.61 |
|
| R1 |
1,301.87 |
1,301.87 |
1,267.14 |
1,287.15 |
| PP |
1,272.43 |
1,272.43 |
1,272.43 |
1,265.07 |
| S1 |
1,231.21 |
1,231.21 |
1,254.18 |
1,216.49 |
| S2 |
1,201.77 |
1,201.77 |
1,247.71 |
|
| S3 |
1,131.11 |
1,160.55 |
1,241.23 |
|
| S4 |
1,060.45 |
1,089.89 |
1,221.80 |
|
|
| 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 |
1,313.64 |
1,131.32 |
182.32 |
14.5% |
75.69 |
6.0% |
71% |
True |
False |
|
| 10 |
1,313.64 |
1,088.96 |
224.68 |
17.8% |
66.55 |
5.3% |
76% |
True |
False |
|
| 20 |
1,502.67 |
1,088.96 |
413.71 |
32.8% |
63.55 |
5.0% |
42% |
False |
False |
|
| 40 |
1,744.02 |
1,088.96 |
655.06 |
52.0% |
56.58 |
4.5% |
26% |
False |
False |
|
| 60 |
1,782.52 |
1,088.96 |
693.56 |
55.0% |
56.36 |
4.5% |
25% |
False |
False |
|
| 80 |
1,963.83 |
1,088.96 |
874.87 |
69.4% |
58.40 |
4.6% |
20% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
78.1% |
60.87 |
4.8% |
17% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
78.1% |
65.22 |
5.2% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.95 |
|
2.618 |
1,498.63 |
|
1.618 |
1,427.97 |
|
1.000 |
1,384.30 |
|
0.618 |
1,357.31 |
|
HIGH |
1,313.64 |
|
0.618 |
1,286.65 |
|
0.500 |
1,278.31 |
|
0.382 |
1,269.97 |
|
LOW |
1,242.98 |
|
0.618 |
1,199.31 |
|
1.000 |
1,172.32 |
|
1.618 |
1,128.65 |
|
2.618 |
1,057.99 |
|
4.250 |
942.68 |
|
|
| Fisher Pivots for day following 04-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,278.31 |
1,249.25 |
| PP |
1,272.43 |
1,237.84 |
| S1 |
1,266.54 |
1,226.43 |
|