| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2001 |
30-Oct-2001 |
Change |
Change % |
Previous Week |
| Open |
1,445.64 |
1,353.96 |
-91.68 |
-6.3% |
1,340.96 |
| High |
1,450.68 |
1,367.79 |
-82.89 |
-5.7% |
1,487.40 |
| Low |
1,374.48 |
1,320.48 |
-54.00 |
-3.9% |
1,333.62 |
| Close |
1,374.58 |
1,342.26 |
-32.32 |
-2.4% |
1,454.90 |
| Range |
76.20 |
47.31 |
-28.89 |
-37.9% |
153.78 |
| ATR |
63.50 |
62.82 |
-0.67 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.44 |
1,461.16 |
1,368.28 |
|
| R3 |
1,438.13 |
1,413.85 |
1,355.27 |
|
| R2 |
1,390.82 |
1,390.82 |
1,350.93 |
|
| R1 |
1,366.54 |
1,366.54 |
1,346.60 |
1,355.03 |
| PP |
1,343.51 |
1,343.51 |
1,343.51 |
1,337.75 |
| S1 |
1,319.23 |
1,319.23 |
1,337.92 |
1,307.72 |
| S2 |
1,296.20 |
1,296.20 |
1,333.59 |
|
| S3 |
1,248.89 |
1,271.92 |
1,329.25 |
|
| S4 |
1,201.58 |
1,224.61 |
1,316.24 |
|
|
| 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 |
1,320.48 |
166.92 |
12.4% |
62.63 |
4.7% |
13% |
False |
True |
|
| 10 |
1,487.40 |
1,302.53 |
184.87 |
13.8% |
62.96 |
4.7% |
21% |
False |
False |
|
| 20 |
1,487.40 |
1,139.21 |
348.19 |
25.9% |
62.63 |
4.7% |
58% |
False |
False |
|
| 40 |
1,541.94 |
1,088.96 |
452.98 |
33.7% |
60.79 |
4.5% |
56% |
False |
False |
|
| 60 |
1,766.58 |
1,088.96 |
677.62 |
50.5% |
56.73 |
4.2% |
37% |
False |
False |
|
| 80 |
1,832.01 |
1,088.96 |
743.05 |
55.4% |
56.63 |
4.2% |
34% |
False |
False |
|
| 100 |
1,963.83 |
1,088.96 |
874.87 |
65.2% |
58.66 |
4.4% |
29% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
73.4% |
60.43 |
4.5% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.86 |
|
2.618 |
1,491.65 |
|
1.618 |
1,444.34 |
|
1.000 |
1,415.10 |
|
0.618 |
1,397.03 |
|
HIGH |
1,367.79 |
|
0.618 |
1,349.72 |
|
0.500 |
1,344.14 |
|
0.382 |
1,338.55 |
|
LOW |
1,320.48 |
|
0.618 |
1,291.24 |
|
1.000 |
1,273.17 |
|
1.618 |
1,243.93 |
|
2.618 |
1,196.62 |
|
4.250 |
1,119.41 |
|
|