Trading Metrics calculated at close of trading on 25-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2001 |
25-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,166.72 |
1,194.09 |
27.37 |
2.3% |
1,277.12 |
High |
1,202.57 |
1,220.39 |
17.82 |
1.5% |
1,310.23 |
Low |
1,158.86 |
1,162.91 |
4.05 |
0.3% |
1,088.96 |
Close |
1,191.02 |
1,187.77 |
-3.25 |
-0.3% |
1,126.95 |
Range |
43.71 |
57.48 |
13.77 |
31.5% |
221.27 |
ATR |
63.93 |
63.47 |
-0.46 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.80 |
1,332.76 |
1,219.38 |
|
R3 |
1,305.32 |
1,275.28 |
1,203.58 |
|
R2 |
1,247.84 |
1,247.84 |
1,198.31 |
|
R1 |
1,217.80 |
1,217.80 |
1,193.04 |
1,204.08 |
PP |
1,190.36 |
1,190.36 |
1,190.36 |
1,183.50 |
S1 |
1,160.32 |
1,160.32 |
1,182.50 |
1,146.60 |
S2 |
1,132.88 |
1,132.88 |
1,177.23 |
|
S3 |
1,075.40 |
1,102.84 |
1,171.96 |
|
S4 |
1,017.92 |
1,045.36 |
1,156.16 |
|
|
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 |
1,242.73 |
1,088.96 |
153.77 |
12.9% |
64.88 |
5.5% |
64% |
False |
False |
|
10 |
1,418.66 |
1,088.96 |
329.70 |
27.8% |
58.90 |
5.0% |
30% |
False |
False |
|
20 |
1,601.97 |
1,088.96 |
513.01 |
43.2% |
57.18 |
4.8% |
19% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
57.0% |
52.48 |
4.4% |
15% |
False |
False |
|
60 |
1,865.39 |
1,088.96 |
776.43 |
65.4% |
54.38 |
4.6% |
13% |
False |
False |
|
80 |
1,963.83 |
1,088.96 |
874.87 |
73.7% |
58.00 |
4.9% |
11% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
82.9% |
61.30 |
5.2% |
10% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
82.9% |
65.79 |
5.5% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.68 |
2.618 |
1,370.87 |
1.618 |
1,313.39 |
1.000 |
1,277.87 |
0.618 |
1,255.91 |
HIGH |
1,220.39 |
0.618 |
1,198.43 |
0.500 |
1,191.65 |
0.382 |
1,184.87 |
LOW |
1,162.91 |
0.618 |
1,127.39 |
1.000 |
1,105.43 |
1.618 |
1,069.91 |
2.618 |
1,012.43 |
4.250 |
918.62 |
|
|
Fisher Pivots for day following 25-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,191.65 |
1,176.74 |
PP |
1,190.36 |
1,165.71 |
S1 |
1,189.06 |
1,154.68 |
|