| Trading Metrics calculated at close of trading on 05-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2001 |
05-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,271.74 |
1,248.18 |
-23.56 |
-1.9% |
1,161.74 |
| High |
1,313.64 |
1,280.12 |
-33.52 |
-2.6% |
1,313.64 |
| Low |
1,242.98 |
1,216.07 |
-26.91 |
-2.2% |
1,131.32 |
| Close |
1,260.66 |
1,271.73 |
11.07 |
0.9% |
1,271.73 |
| Range |
70.66 |
64.05 |
-6.61 |
-9.4% |
182.32 |
| ATR |
67.12 |
66.90 |
-0.22 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.12 |
1,423.98 |
1,306.96 |
|
| R3 |
1,384.07 |
1,359.93 |
1,289.34 |
|
| R2 |
1,320.02 |
1,320.02 |
1,283.47 |
|
| R1 |
1,295.88 |
1,295.88 |
1,277.60 |
1,307.95 |
| PP |
1,255.97 |
1,255.97 |
1,255.97 |
1,262.01 |
| S1 |
1,231.83 |
1,231.83 |
1,265.86 |
1,243.90 |
| S2 |
1,191.92 |
1,191.92 |
1,259.99 |
|
| S3 |
1,127.87 |
1,167.78 |
1,254.12 |
|
| S4 |
1,063.82 |
1,103.73 |
1,236.50 |
|
|
| Weekly Pivots for week ending 05-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.86 |
1,711.11 |
1,372.01 |
|
| R3 |
1,603.54 |
1,528.79 |
1,321.87 |
|
| R2 |
1,421.22 |
1,421.22 |
1,305.16 |
|
| R1 |
1,346.47 |
1,346.47 |
1,288.44 |
1,383.85 |
| PP |
1,238.90 |
1,238.90 |
1,238.90 |
1,257.58 |
| S1 |
1,164.15 |
1,164.15 |
1,255.02 |
1,201.53 |
| S2 |
1,056.58 |
1,056.58 |
1,238.30 |
|
| S3 |
874.26 |
981.83 |
1,221.59 |
|
| S4 |
691.94 |
799.51 |
1,171.45 |
|
|
| 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 |
14.3% |
66.46 |
5.2% |
77% |
False |
False |
|
| 10 |
1,313.64 |
1,101.39 |
212.25 |
16.7% |
65.82 |
5.2% |
80% |
False |
False |
|
| 20 |
1,502.67 |
1,088.96 |
413.71 |
32.5% |
64.68 |
5.1% |
44% |
False |
False |
|
| 40 |
1,718.59 |
1,088.96 |
629.63 |
49.5% |
57.31 |
4.5% |
29% |
False |
False |
|
| 60 |
1,782.52 |
1,088.96 |
693.56 |
54.5% |
56.38 |
4.4% |
26% |
False |
False |
|
| 80 |
1,959.71 |
1,088.96 |
870.75 |
68.5% |
58.29 |
4.6% |
21% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
77.5% |
60.91 |
4.8% |
19% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
77.5% |
64.88 |
5.1% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,552.33 |
|
2.618 |
1,447.80 |
|
1.618 |
1,383.75 |
|
1.000 |
1,344.17 |
|
0.618 |
1,319.70 |
|
HIGH |
1,280.12 |
|
0.618 |
1,255.65 |
|
0.500 |
1,248.10 |
|
0.382 |
1,240.54 |
|
LOW |
1,216.07 |
|
0.618 |
1,176.49 |
|
1.000 |
1,152.02 |
|
1.618 |
1,112.44 |
|
2.618 |
1,048.39 |
|
4.250 |
943.86 |
|
|
| Fisher Pivots for day following 05-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,263.85 |
1,256.63 |
| PP |
1,255.97 |
1,241.53 |
| S1 |
1,248.10 |
1,226.43 |
|