Trading Metrics calculated at close of trading on 26-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2001 |
26-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,003.88 |
1,013.53 |
9.65 |
1.0% |
1,082.97 |
High |
1,017.14 |
1,020.29 |
3.15 |
0.3% |
1,090.23 |
Low |
998.33 |
1,002.62 |
4.29 |
0.4% |
944.75 |
Close |
1,012.27 |
1,007.04 |
-5.23 |
-0.5% |
965.80 |
Range |
18.81 |
17.67 |
-1.14 |
-6.1% |
145.48 |
ATR |
26.18 |
25.57 |
-0.61 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.99 |
1,052.69 |
1,016.76 |
|
R3 |
1,045.32 |
1,035.02 |
1,011.90 |
|
R2 |
1,027.65 |
1,027.65 |
1,010.28 |
|
R1 |
1,017.35 |
1,017.35 |
1,008.66 |
1,013.67 |
PP |
1,009.98 |
1,009.98 |
1,009.98 |
1,008.14 |
S1 |
999.68 |
999.68 |
1,005.42 |
996.00 |
S2 |
992.31 |
992.31 |
1,003.80 |
|
S3 |
974.64 |
982.01 |
1,002.18 |
|
S4 |
956.97 |
964.34 |
997.32 |
|
|
Weekly Pivots for week ending 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.70 |
1,346.73 |
1,045.81 |
|
R3 |
1,291.22 |
1,201.25 |
1,005.81 |
|
R2 |
1,145.74 |
1,145.74 |
992.47 |
|
R1 |
1,055.77 |
1,055.77 |
979.14 |
1,028.02 |
PP |
1,000.26 |
1,000.26 |
1,000.26 |
986.38 |
S1 |
910.29 |
910.29 |
952.46 |
882.54 |
S2 |
854.78 |
854.78 |
939.13 |
|
S3 |
709.30 |
764.81 |
925.79 |
|
S4 |
563.82 |
619.33 |
885.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,020.29 |
944.75 |
75.54 |
7.5% |
28.69 |
2.8% |
82% |
True |
False |
|
10 |
1,105.82 |
944.75 |
161.07 |
16.0% |
31.52 |
3.1% |
39% |
False |
False |
|
20 |
1,186.85 |
944.75 |
242.10 |
24.0% |
25.29 |
2.5% |
26% |
False |
False |
|
40 |
1,226.27 |
944.75 |
281.52 |
28.0% |
20.31 |
2.0% |
22% |
False |
False |
|
60 |
1,239.78 |
944.75 |
295.03 |
29.3% |
19.71 |
2.0% |
21% |
False |
False |
|
80 |
1,286.62 |
944.75 |
341.87 |
33.9% |
19.11 |
1.9% |
18% |
False |
False |
|
100 |
1,315.93 |
944.75 |
371.18 |
36.9% |
18.88 |
1.9% |
17% |
False |
False |
|
120 |
1,315.93 |
944.75 |
371.18 |
36.9% |
20.42 |
2.0% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.39 |
2.618 |
1,066.55 |
1.618 |
1,048.88 |
1.000 |
1,037.96 |
0.618 |
1,031.21 |
HIGH |
1,020.29 |
0.618 |
1,013.54 |
0.500 |
1,011.46 |
0.382 |
1,009.37 |
LOW |
1,002.62 |
0.618 |
991.70 |
1.000 |
984.95 |
1.618 |
974.03 |
2.618 |
956.36 |
4.250 |
927.52 |
|
|
Fisher Pivots for day following 26-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,011.46 |
1,003.03 |
PP |
1,009.98 |
999.02 |
S1 |
1,008.51 |
995.01 |
|