Trading Metrics calculated at close of trading on 21-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2001 |
21-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,175.10 |
1,088.96 |
-86.14 |
-7.3% |
1,277.12 |
High |
1,205.64 |
1,160.24 |
-45.40 |
-3.8% |
1,310.23 |
Low |
1,160.61 |
1,088.96 |
-71.65 |
-6.2% |
1,088.96 |
Close |
1,166.27 |
1,126.95 |
-39.32 |
-3.4% |
1,126.95 |
Range |
45.03 |
71.28 |
26.25 |
58.3% |
221.27 |
ATR |
61.93 |
63.03 |
1.10 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.22 |
1,304.37 |
1,166.15 |
|
R3 |
1,267.94 |
1,233.09 |
1,146.55 |
|
R2 |
1,196.66 |
1,196.66 |
1,140.02 |
|
R1 |
1,161.81 |
1,161.81 |
1,133.48 |
1,179.24 |
PP |
1,125.38 |
1,125.38 |
1,125.38 |
1,134.10 |
S1 |
1,090.53 |
1,090.53 |
1,120.42 |
1,107.96 |
S2 |
1,054.10 |
1,054.10 |
1,113.88 |
|
S3 |
982.82 |
1,019.25 |
1,107.35 |
|
S4 |
911.54 |
947.97 |
1,087.75 |
|
|
Weekly Pivots for week ending 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.19 |
1,704.34 |
1,248.65 |
|
R3 |
1,617.92 |
1,483.07 |
1,187.80 |
|
R2 |
1,396.65 |
1,396.65 |
1,167.52 |
|
R1 |
1,261.80 |
1,261.80 |
1,147.23 |
1,218.59 |
PP |
1,175.38 |
1,175.38 |
1,175.38 |
1,153.78 |
S1 |
1,040.53 |
1,040.53 |
1,106.67 |
997.32 |
S2 |
954.11 |
954.11 |
1,086.38 |
|
S3 |
732.84 |
819.26 |
1,066.10 |
|
S4 |
511.57 |
597.99 |
1,005.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,310.23 |
1,088.96 |
221.27 |
19.6% |
68.65 |
6.1% |
17% |
False |
True |
|
10 |
1,502.67 |
1,088.96 |
413.71 |
36.7% |
63.54 |
5.6% |
9% |
False |
True |
|
20 |
1,601.97 |
1,088.96 |
513.01 |
45.5% |
57.12 |
5.1% |
7% |
False |
True |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
60.1% |
53.17 |
4.7% |
6% |
False |
True |
|
60 |
1,865.39 |
1,088.96 |
776.43 |
68.9% |
54.32 |
4.8% |
5% |
False |
True |
|
80 |
2,003.71 |
1,088.96 |
914.75 |
81.2% |
58.19 |
5.2% |
4% |
False |
True |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
87.4% |
61.57 |
5.5% |
4% |
False |
True |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
87.4% |
66.37 |
5.9% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.18 |
2.618 |
1,346.85 |
1.618 |
1,275.57 |
1.000 |
1,231.52 |
0.618 |
1,204.29 |
HIGH |
1,160.24 |
0.618 |
1,133.01 |
0.500 |
1,124.60 |
0.382 |
1,116.19 |
LOW |
1,088.96 |
0.618 |
1,044.91 |
1.000 |
1,017.68 |
1.618 |
973.63 |
2.618 |
902.35 |
4.250 |
786.02 |
|
|
Fisher Pivots for day following 21-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,126.17 |
1,165.85 |
PP |
1,125.38 |
1,152.88 |
S1 |
1,124.60 |
1,139.92 |
|