| Trading Metrics calculated at close of trading on 16-Oct-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2001 |
16-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,370.20 |
1,390.37 |
20.17 |
1.5% |
1,249.32 |
| High |
1,385.97 |
1,406.20 |
20.23 |
1.5% |
1,396.29 |
| Low |
1,351.81 |
1,368.34 |
16.53 |
1.2% |
1,235.42 |
| Close |
1,378.92 |
1,404.81 |
25.89 |
1.9% |
1,393.84 |
| Range |
34.16 |
37.86 |
3.70 |
10.8% |
160.87 |
| ATR |
64.33 |
62.44 |
-1.89 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,506.70 |
1,493.61 |
1,425.63 |
|
| R3 |
1,468.84 |
1,455.75 |
1,415.22 |
|
| R2 |
1,430.98 |
1,430.98 |
1,411.75 |
|
| R1 |
1,417.89 |
1,417.89 |
1,408.28 |
1,424.44 |
| PP |
1,393.12 |
1,393.12 |
1,393.12 |
1,396.39 |
| S1 |
1,380.03 |
1,380.03 |
1,401.34 |
1,386.58 |
| S2 |
1,355.26 |
1,355.26 |
1,397.87 |
|
| S3 |
1,317.40 |
1,342.17 |
1,394.40 |
|
| S4 |
1,279.54 |
1,304.31 |
1,383.99 |
|
|
| Weekly Pivots for week ending 12-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,824.46 |
1,770.02 |
1,482.32 |
|
| R3 |
1,663.59 |
1,609.15 |
1,438.08 |
|
| R2 |
1,502.72 |
1,502.72 |
1,423.33 |
|
| R1 |
1,448.28 |
1,448.28 |
1,408.59 |
1,475.50 |
| PP |
1,341.85 |
1,341.85 |
1,341.85 |
1,355.46 |
| S1 |
1,287.41 |
1,287.41 |
1,379.09 |
1,314.63 |
| S2 |
1,180.98 |
1,180.98 |
1,364.35 |
|
| S3 |
1,020.11 |
1,126.54 |
1,349.60 |
|
| S4 |
859.24 |
965.67 |
1,305.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,406.20 |
1,235.42 |
170.78 |
12.2% |
52.26 |
3.7% |
99% |
True |
False |
|
| 10 |
1,406.20 |
1,139.21 |
266.99 |
19.0% |
62.30 |
4.4% |
99% |
True |
False |
|
| 20 |
1,406.20 |
1,088.96 |
317.24 |
22.6% |
62.07 |
4.4% |
100% |
True |
False |
|
| 40 |
1,641.84 |
1,088.96 |
552.88 |
39.4% |
58.20 |
4.1% |
57% |
False |
False |
|
| 60 |
1,766.58 |
1,088.96 |
677.62 |
48.2% |
55.07 |
3.9% |
47% |
False |
False |
|
| 80 |
1,865.39 |
1,088.96 |
776.43 |
55.3% |
56.38 |
4.0% |
41% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
70.1% |
59.63 |
4.2% |
32% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
70.1% |
62.00 |
4.4% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,567.11 |
|
2.618 |
1,505.32 |
|
1.618 |
1,467.46 |
|
1.000 |
1,444.06 |
|
0.618 |
1,429.60 |
|
HIGH |
1,406.20 |
|
0.618 |
1,391.74 |
|
0.500 |
1,387.27 |
|
0.382 |
1,382.80 |
|
LOW |
1,368.34 |
|
0.618 |
1,344.94 |
|
1.000 |
1,330.48 |
|
1.618 |
1,307.08 |
|
2.618 |
1,269.22 |
|
4.250 |
1,207.44 |
|
|
| Fisher Pivots for day following 16-Oct-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,398.96 |
1,393.18 |
| PP |
1,393.12 |
1,381.55 |
| S1 |
1,387.27 |
1,369.93 |
|