| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2001 |
19-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,315.34 |
1,317.23 |
1.89 |
0.1% |
1,370.20 |
| High |
1,344.43 |
1,353.26 |
8.83 |
0.7% |
1,440.63 |
| Low |
1,302.75 |
1,302.53 |
-0.22 |
0.0% |
1,302.53 |
| Close |
1,330.33 |
1,347.59 |
17.26 |
1.3% |
1,347.59 |
| Range |
41.68 |
50.73 |
9.05 |
21.7% |
138.10 |
| ATR |
65.16 |
64.13 |
-1.03 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.65 |
1,467.85 |
1,375.49 |
|
| R3 |
1,435.92 |
1,417.12 |
1,361.54 |
|
| R2 |
1,385.19 |
1,385.19 |
1,356.89 |
|
| R1 |
1,366.39 |
1,366.39 |
1,352.24 |
1,375.79 |
| PP |
1,334.46 |
1,334.46 |
1,334.46 |
1,339.16 |
| S1 |
1,315.66 |
1,315.66 |
1,342.94 |
1,325.06 |
| S2 |
1,283.73 |
1,283.73 |
1,338.29 |
|
| S3 |
1,233.00 |
1,264.93 |
1,333.64 |
|
| S4 |
1,182.27 |
1,214.20 |
1,319.69 |
|
|
| Weekly Pivots for week ending 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,777.88 |
1,700.84 |
1,423.55 |
|
| R3 |
1,639.78 |
1,562.74 |
1,385.57 |
|
| R2 |
1,501.68 |
1,501.68 |
1,372.91 |
|
| R1 |
1,424.64 |
1,424.64 |
1,360.25 |
1,394.11 |
| PP |
1,363.58 |
1,363.58 |
1,363.58 |
1,348.32 |
| S1 |
1,286.54 |
1,286.54 |
1,334.93 |
1,256.01 |
| S2 |
1,225.48 |
1,225.48 |
1,322.27 |
|
| S3 |
1,087.38 |
1,148.44 |
1,309.61 |
|
| S4 |
949.28 |
1,010.34 |
1,271.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,440.63 |
1,302.53 |
138.10 |
10.2% |
58.05 |
4.3% |
33% |
False |
True |
|
| 10 |
1,440.63 |
1,235.42 |
205.21 |
15.2% |
57.82 |
4.3% |
55% |
False |
False |
|
| 20 |
1,440.63 |
1,101.39 |
339.24 |
25.2% |
61.82 |
4.6% |
73% |
False |
False |
|
| 40 |
1,601.97 |
1,088.96 |
513.01 |
38.1% |
59.47 |
4.4% |
50% |
False |
False |
|
| 60 |
1,766.58 |
1,088.96 |
677.62 |
50.3% |
56.05 |
4.2% |
38% |
False |
False |
|
| 80 |
1,865.39 |
1,088.96 |
776.43 |
57.6% |
56.19 |
4.2% |
33% |
False |
False |
|
| 100 |
2,003.71 |
1,088.96 |
914.75 |
67.9% |
58.91 |
4.4% |
28% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
73.1% |
61.62 |
4.6% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.86 |
|
2.618 |
1,486.07 |
|
1.618 |
1,435.34 |
|
1.000 |
1,403.99 |
|
0.618 |
1,384.61 |
|
HIGH |
1,353.26 |
|
0.618 |
1,333.88 |
|
0.500 |
1,327.90 |
|
0.382 |
1,321.91 |
|
LOW |
1,302.53 |
|
0.618 |
1,271.18 |
|
1.000 |
1,251.80 |
|
1.618 |
1,220.45 |
|
2.618 |
1,169.72 |
|
4.250 |
1,086.93 |
|
|