Trading Metrics calculated at close of trading on 24-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2001 |
24-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,088.96 |
1,166.72 |
77.76 |
7.1% |
1,277.12 |
High |
1,160.24 |
1,202.57 |
42.33 |
3.6% |
1,310.23 |
Low |
1,088.96 |
1,158.86 |
69.90 |
6.4% |
1,088.96 |
Close |
1,126.95 |
1,191.02 |
64.07 |
5.7% |
1,126.95 |
Range |
71.28 |
43.71 |
-27.57 |
-38.7% |
221.27 |
ATR |
63.03 |
63.93 |
0.90 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.28 |
1,296.86 |
1,215.06 |
|
R3 |
1,271.57 |
1,253.15 |
1,203.04 |
|
R2 |
1,227.86 |
1,227.86 |
1,199.03 |
|
R1 |
1,209.44 |
1,209.44 |
1,195.03 |
1,218.65 |
PP |
1,184.15 |
1,184.15 |
1,184.15 |
1,188.76 |
S1 |
1,165.73 |
1,165.73 |
1,187.01 |
1,174.94 |
S2 |
1,140.44 |
1,140.44 |
1,183.01 |
|
S3 |
1,096.73 |
1,122.02 |
1,179.00 |
|
S4 |
1,053.02 |
1,078.31 |
1,166.98 |
|
|
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 |
1,282.73 |
1,088.96 |
193.77 |
16.3% |
65.73 |
5.5% |
53% |
False |
False |
|
10 |
1,440.33 |
1,088.96 |
351.37 |
29.5% |
60.05 |
5.0% |
29% |
False |
False |
|
20 |
1,601.97 |
1,088.96 |
513.01 |
43.1% |
57.79 |
4.9% |
20% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
56.9% |
52.52 |
4.4% |
15% |
False |
False |
|
60 |
1,865.39 |
1,088.96 |
776.43 |
65.2% |
54.13 |
4.5% |
13% |
False |
False |
|
80 |
2,003.68 |
1,088.96 |
914.72 |
76.8% |
57.91 |
4.9% |
11% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
82.7% |
61.18 |
5.1% |
10% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
82.7% |
66.01 |
5.5% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.34 |
2.618 |
1,317.00 |
1.618 |
1,273.29 |
1.000 |
1,246.28 |
0.618 |
1,229.58 |
HIGH |
1,202.57 |
0.618 |
1,185.87 |
0.500 |
1,180.72 |
0.382 |
1,175.56 |
LOW |
1,158.86 |
0.618 |
1,131.85 |
1.000 |
1,115.15 |
1.618 |
1,088.14 |
2.618 |
1,044.43 |
4.250 |
973.09 |
|
|
Fisher Pivots for day following 24-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,187.59 |
1,176.45 |
PP |
1,184.15 |
1,161.87 |
S1 |
1,180.72 |
1,147.30 |
|