Trading Metrics calculated at close of trading on 24-Oct-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2001 |
24-Oct-2001 |
Change |
Change % |
Previous Week |
Open |
9,379.17 |
9,341.40 |
-37.77 |
-0.4% |
9,340.84 |
High |
9,439.21 |
9,388.86 |
-50.35 |
-0.5% |
9,489.33 |
Low |
9,300.37 |
9,278.70 |
-21.67 |
-0.2% |
9,080.81 |
Close |
9,340.08 |
9,345.62 |
5.54 |
0.1% |
9,204.11 |
Range |
138.84 |
110.16 |
-28.68 |
-20.7% |
408.52 |
ATR |
188.50 |
182.91 |
-5.60 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,668.21 |
9,617.07 |
9,406.21 |
|
R3 |
9,558.05 |
9,506.91 |
9,375.91 |
|
R2 |
9,447.89 |
9,447.89 |
9,365.82 |
|
R1 |
9,396.75 |
9,396.75 |
9,355.72 |
9,422.32 |
PP |
9,337.73 |
9,337.73 |
9,337.73 |
9,350.51 |
S1 |
9,286.59 |
9,286.59 |
9,335.52 |
9,312.16 |
S2 |
9,227.57 |
9,227.57 |
9,325.42 |
|
S3 |
9,117.41 |
9,176.43 |
9,315.33 |
|
S4 |
9,007.25 |
9,066.27 |
9,285.03 |
|
|
Weekly Pivots for week ending 19-Oct-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,483.64 |
10,252.40 |
9,428.80 |
|
R3 |
10,075.12 |
9,843.88 |
9,316.45 |
|
R2 |
9,666.60 |
9,666.60 |
9,279.01 |
|
R1 |
9,435.36 |
9,435.36 |
9,241.56 |
9,346.72 |
PP |
9,258.08 |
9,258.08 |
9,258.08 |
9,213.77 |
S1 |
9,026.84 |
9,026.84 |
9,166.66 |
8,938.20 |
S2 |
8,849.56 |
8,849.56 |
9,129.21 |
|
S3 |
8,441.04 |
8,618.32 |
9,091.77 |
|
S4 |
8,032.52 |
8,209.80 |
8,979.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,439.21 |
9,080.81 |
358.40 |
3.8% |
142.24 |
1.5% |
74% |
False |
False |
|
10 |
9,489.33 |
9,080.81 |
408.52 |
4.4% |
160.41 |
1.7% |
65% |
False |
False |
|
20 |
9,489.33 |
8,471.97 |
1,017.36 |
10.9% |
167.00 |
1.8% |
86% |
False |
False |
|
40 |
10,441.40 |
8,062.34 |
2,379.06 |
25.5% |
211.00 |
2.3% |
54% |
False |
False |
|
60 |
10,609.70 |
8,062.34 |
2,547.36 |
27.3% |
186.85 |
2.0% |
50% |
False |
False |
|
80 |
10,679.10 |
8,062.34 |
2,616.76 |
28.0% |
177.94 |
1.9% |
49% |
False |
False |
|
100 |
11,196.50 |
8,062.34 |
3,134.16 |
33.5% |
171.99 |
1.8% |
41% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
35.2% |
167.81 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,857.04 |
2.618 |
9,677.26 |
1.618 |
9,567.10 |
1.000 |
9,499.02 |
0.618 |
9,456.94 |
HIGH |
9,388.86 |
0.618 |
9,346.78 |
0.500 |
9,333.78 |
0.382 |
9,320.78 |
LOW |
9,278.70 |
0.618 |
9,210.62 |
1.000 |
9,168.54 |
1.618 |
9,100.46 |
2.618 |
8,990.30 |
4.250 |
8,810.52 |
|
|
Fisher Pivots for day following 24-Oct-2001 |
Pivot |
1 day |
3 day |
R1 |
9,341.67 |
9,331.52 |
PP |
9,337.73 |
9,317.43 |
S1 |
9,333.78 |
9,303.33 |
|