| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2001 |
25-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,388.51 |
1,396.35 |
7.84 |
0.6% |
1,370.20 |
| High |
1,430.75 |
1,479.05 |
48.30 |
3.4% |
1,440.63 |
| Low |
1,379.37 |
1,374.65 |
-4.72 |
-0.3% |
1,302.53 |
| Close |
1,424.69 |
1,479.05 |
54.36 |
3.8% |
1,347.59 |
| Range |
51.38 |
104.40 |
53.02 |
103.2% |
138.10 |
| ATR |
61.29 |
64.37 |
3.08 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,757.45 |
1,722.65 |
1,536.47 |
|
| R3 |
1,653.05 |
1,618.25 |
1,507.76 |
|
| R2 |
1,548.65 |
1,548.65 |
1,498.19 |
|
| R1 |
1,513.85 |
1,513.85 |
1,488.62 |
1,531.25 |
| PP |
1,444.25 |
1,444.25 |
1,444.25 |
1,452.95 |
| S1 |
1,409.45 |
1,409.45 |
1,469.48 |
1,426.85 |
| S2 |
1,339.85 |
1,339.85 |
1,459.91 |
|
| S3 |
1,235.45 |
1,305.05 |
1,450.34 |
|
| S4 |
1,131.05 |
1,200.65 |
1,421.63 |
|
|
| 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 |
1,479.05 |
1,302.53 |
176.52 |
11.9% |
60.94 |
4.1% |
100% |
True |
False |
|
| 10 |
1,479.05 |
1,302.53 |
176.52 |
11.9% |
60.69 |
4.1% |
100% |
True |
False |
|
| 20 |
1,479.05 |
1,131.32 |
347.73 |
23.5% |
63.73 |
4.3% |
100% |
True |
False |
|
| 40 |
1,601.97 |
1,088.96 |
513.01 |
34.7% |
60.91 |
4.1% |
76% |
False |
False |
|
| 60 |
1,766.58 |
1,088.96 |
677.62 |
45.8% |
56.05 |
3.8% |
58% |
False |
False |
|
| 80 |
1,865.39 |
1,088.96 |
776.43 |
52.5% |
56.97 |
3.9% |
50% |
False |
False |
|
| 100 |
1,963.83 |
1,088.96 |
874.87 |
59.2% |
58.79 |
4.0% |
45% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
66.6% |
61.19 |
4.1% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,922.75 |
|
2.618 |
1,752.37 |
|
1.618 |
1,647.97 |
|
1.000 |
1,583.45 |
|
0.618 |
1,543.57 |
|
HIGH |
1,479.05 |
|
0.618 |
1,439.17 |
|
0.500 |
1,426.85 |
|
0.382 |
1,414.53 |
|
LOW |
1,374.65 |
|
0.618 |
1,310.13 |
|
1.000 |
1,270.25 |
|
1.618 |
1,205.73 |
|
2.618 |
1,101.33 |
|
4.250 |
930.95 |
|
|