Trading Metrics calculated at close of trading on 10-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2001 |
10-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,347.62 |
1,342.08 |
-5.54 |
-0.4% |
1,466.32 |
High |
1,390.12 |
1,375.60 |
-14.52 |
-1.0% |
1,502.67 |
Low |
1,339.89 |
1,339.41 |
-0.48 |
0.0% |
1,339.89 |
Close |
1,354.27 |
1,365.39 |
11.12 |
0.8% |
1,354.27 |
Range |
50.23 |
36.19 |
-14.04 |
-28.0% |
162.78 |
ATR |
56.81 |
55.34 |
-1.47 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.70 |
1,453.24 |
1,385.29 |
|
R3 |
1,432.51 |
1,417.05 |
1,375.34 |
|
R2 |
1,396.32 |
1,396.32 |
1,372.02 |
|
R1 |
1,380.86 |
1,380.86 |
1,368.71 |
1,388.59 |
PP |
1,360.13 |
1,360.13 |
1,360.13 |
1,364.00 |
S1 |
1,344.67 |
1,344.67 |
1,362.07 |
1,352.40 |
S2 |
1,323.94 |
1,323.94 |
1,358.76 |
|
S3 |
1,287.75 |
1,308.48 |
1,355.44 |
|
S4 |
1,251.56 |
1,272.29 |
1,345.49 |
|
|
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 |
1,339.41 |
163.26 |
12.0% |
58.43 |
4.3% |
16% |
False |
True |
|
10 |
1,601.97 |
1,339.41 |
262.56 |
19.2% |
53.85 |
3.9% |
10% |
False |
True |
|
20 |
1,672.07 |
1,339.41 |
332.66 |
24.4% |
52.68 |
3.9% |
8% |
False |
True |
|
40 |
1,766.58 |
1,339.41 |
427.17 |
31.3% |
52.02 |
3.8% |
6% |
False |
True |
|
60 |
1,865.39 |
1,339.41 |
525.98 |
38.5% |
54.74 |
4.0% |
5% |
False |
True |
|
80 |
2,073.98 |
1,339.41 |
734.57 |
53.8% |
58.76 |
4.3% |
4% |
False |
True |
|
100 |
2,073.98 |
1,339.41 |
734.57 |
53.8% |
62.82 |
4.6% |
4% |
False |
True |
|
120 |
2,073.98 |
1,339.41 |
734.57 |
53.8% |
67.21 |
4.9% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,529.41 |
2.618 |
1,470.35 |
1.618 |
1,434.16 |
1.000 |
1,411.79 |
0.618 |
1,397.97 |
HIGH |
1,375.60 |
0.618 |
1,361.78 |
0.500 |
1,357.51 |
0.382 |
1,353.23 |
LOW |
1,339.41 |
0.618 |
1,317.04 |
1.000 |
1,303.22 |
1.618 |
1,280.85 |
2.618 |
1,244.66 |
4.250 |
1,185.60 |
|
|
Fisher Pivots for day following 10-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,362.76 |
1,379.04 |
PP |
1,360.13 |
1,374.49 |
S1 |
1,357.51 |
1,369.94 |
|