Trading Metrics calculated at close of trading on 07-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2001 |
07-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,392.00 |
1,347.62 |
-44.38 |
-3.2% |
1,466.32 |
High |
1,418.66 |
1,390.12 |
-28.54 |
-2.0% |
1,502.67 |
Low |
1,360.57 |
1,339.89 |
-20.68 |
-1.5% |
1,339.89 |
Close |
1,361.69 |
1,354.27 |
-7.42 |
-0.5% |
1,354.27 |
Range |
58.09 |
50.23 |
-7.86 |
-13.5% |
162.78 |
ATR |
57.32 |
56.81 |
-0.51 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.12 |
1,483.42 |
1,381.90 |
|
R3 |
1,461.89 |
1,433.19 |
1,368.08 |
|
R2 |
1,411.66 |
1,411.66 |
1,363.48 |
|
R1 |
1,382.96 |
1,382.96 |
1,358.87 |
1,397.31 |
PP |
1,361.43 |
1,361.43 |
1,361.43 |
1,368.60 |
S1 |
1,332.73 |
1,332.73 |
1,349.67 |
1,347.08 |
S2 |
1,311.20 |
1,311.20 |
1,345.06 |
|
S3 |
1,260.97 |
1,282.50 |
1,340.46 |
|
S4 |
1,210.74 |
1,232.27 |
1,326.64 |
|
|
Weekly Pivots for week ending 07-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.28 |
1,783.56 |
1,443.80 |
|
R3 |
1,724.50 |
1,620.78 |
1,399.03 |
|
R2 |
1,561.72 |
1,561.72 |
1,384.11 |
|
R1 |
1,458.00 |
1,458.00 |
1,369.19 |
1,428.47 |
PP |
1,398.94 |
1,398.94 |
1,398.94 |
1,384.18 |
S1 |
1,295.22 |
1,295.22 |
1,339.35 |
1,265.69 |
S2 |
1,236.16 |
1,236.16 |
1,324.43 |
|
S3 |
1,073.38 |
1,132.44 |
1,309.51 |
|
S4 |
910.60 |
969.66 |
1,264.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,502.67 |
1,339.89 |
162.78 |
12.0% |
59.48 |
4.4% |
9% |
False |
True |
|
10 |
1,601.97 |
1,339.89 |
262.08 |
19.4% |
56.67 |
4.2% |
5% |
False |
True |
|
20 |
1,672.07 |
1,339.89 |
332.18 |
24.5% |
53.80 |
4.0% |
4% |
False |
True |
|
40 |
1,782.52 |
1,339.89 |
442.63 |
32.7% |
52.60 |
3.9% |
3% |
False |
True |
|
60 |
1,865.39 |
1,339.89 |
525.50 |
38.8% |
55.22 |
4.1% |
3% |
False |
True |
|
80 |
2,073.98 |
1,339.89 |
734.09 |
54.2% |
60.00 |
4.4% |
2% |
False |
True |
|
100 |
2,073.98 |
1,339.89 |
734.09 |
54.2% |
64.00 |
4.7% |
2% |
False |
True |
|
120 |
2,073.98 |
1,339.89 |
734.09 |
54.2% |
68.03 |
5.0% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.60 |
2.618 |
1,521.62 |
1.618 |
1,471.39 |
1.000 |
1,440.35 |
0.618 |
1,421.16 |
HIGH |
1,390.12 |
0.618 |
1,370.93 |
0.500 |
1,365.01 |
0.382 |
1,359.08 |
LOW |
1,339.89 |
0.618 |
1,308.85 |
1.000 |
1,289.66 |
1.618 |
1,258.62 |
2.618 |
1,208.39 |
4.250 |
1,126.41 |
|
|
Fisher Pivots for day following 07-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,365.01 |
1,390.11 |
PP |
1,361.43 |
1,378.16 |
S1 |
1,357.85 |
1,366.22 |
|