| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2001 |
29-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,461.88 |
1,445.64 |
-16.24 |
-1.1% |
1,340.96 |
| High |
1,487.40 |
1,450.68 |
-36.72 |
-2.5% |
1,487.40 |
| Low |
1,453.52 |
1,374.48 |
-79.04 |
-5.4% |
1,333.62 |
| Close |
1,454.90 |
1,374.58 |
-80.32 |
-5.5% |
1,454.90 |
| Range |
33.88 |
76.20 |
42.32 |
124.9% |
153.78 |
| ATR |
62.19 |
63.50 |
1.30 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.51 |
1,577.75 |
1,416.49 |
|
| R3 |
1,552.31 |
1,501.55 |
1,395.54 |
|
| R2 |
1,476.11 |
1,476.11 |
1,388.55 |
|
| R1 |
1,425.35 |
1,425.35 |
1,381.57 |
1,412.63 |
| PP |
1,399.91 |
1,399.91 |
1,399.91 |
1,393.56 |
| S1 |
1,349.15 |
1,349.15 |
1,367.60 |
1,336.43 |
| S2 |
1,323.71 |
1,323.71 |
1,360.61 |
|
| S3 |
1,247.51 |
1,272.95 |
1,353.63 |
|
| S4 |
1,171.31 |
1,196.75 |
1,332.67 |
|
|
| Weekly Pivots for week ending 26-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.65 |
1,824.55 |
1,539.48 |
|
| R3 |
1,732.87 |
1,670.77 |
1,497.19 |
|
| R2 |
1,579.09 |
1,579.09 |
1,483.09 |
|
| R1 |
1,516.99 |
1,516.99 |
1,469.00 |
1,548.04 |
| PP |
1,425.31 |
1,425.31 |
1,425.31 |
1,440.83 |
| S1 |
1,363.21 |
1,363.21 |
1,440.80 |
1,394.26 |
| S2 |
1,271.53 |
1,271.53 |
1,426.71 |
|
| S3 |
1,117.75 |
1,209.43 |
1,412.61 |
|
| S4 |
963.97 |
1,055.65 |
1,370.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,487.40 |
1,371.03 |
116.37 |
8.5% |
62.91 |
4.6% |
3% |
False |
False |
|
| 10 |
1,487.40 |
1,302.53 |
184.87 |
13.4% |
62.01 |
4.5% |
39% |
False |
False |
|
| 20 |
1,487.40 |
1,139.21 |
348.19 |
25.3% |
62.14 |
4.5% |
68% |
False |
False |
|
| 40 |
1,581.82 |
1,088.96 |
492.86 |
35.9% |
61.00 |
4.4% |
58% |
False |
False |
|
| 60 |
1,766.58 |
1,088.96 |
677.62 |
49.3% |
56.76 |
4.1% |
42% |
False |
False |
|
| 80 |
1,864.20 |
1,088.96 |
775.24 |
56.4% |
56.65 |
4.1% |
37% |
False |
False |
|
| 100 |
1,963.83 |
1,088.96 |
874.87 |
63.6% |
58.69 |
4.3% |
33% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
71.7% |
61.03 |
4.4% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,774.53 |
|
2.618 |
1,650.17 |
|
1.618 |
1,573.97 |
|
1.000 |
1,526.88 |
|
0.618 |
1,497.77 |
|
HIGH |
1,450.68 |
|
0.618 |
1,421.57 |
|
0.500 |
1,412.58 |
|
0.382 |
1,403.59 |
|
LOW |
1,374.48 |
|
0.618 |
1,327.39 |
|
1.000 |
1,298.28 |
|
1.618 |
1,251.19 |
|
2.618 |
1,174.99 |
|
4.250 |
1,050.63 |
|
|