Trading Metrics calculated at close of trading on 26-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2001 |
26-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,194.09 |
1,203.44 |
9.35 |
0.8% |
1,277.12 |
High |
1,220.39 |
1,203.64 |
-16.75 |
-1.4% |
1,310.23 |
Low |
1,162.91 |
1,141.03 |
-21.88 |
-1.9% |
1,088.96 |
Close |
1,187.77 |
1,143.48 |
-44.29 |
-3.7% |
1,126.95 |
Range |
57.48 |
62.61 |
5.13 |
8.9% |
221.27 |
ATR |
63.47 |
63.40 |
-0.06 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.55 |
1,309.62 |
1,177.92 |
|
R3 |
1,287.94 |
1,247.01 |
1,160.70 |
|
R2 |
1,225.33 |
1,225.33 |
1,154.96 |
|
R1 |
1,184.40 |
1,184.40 |
1,149.22 |
1,173.56 |
PP |
1,162.72 |
1,162.72 |
1,162.72 |
1,157.30 |
S1 |
1,121.79 |
1,121.79 |
1,137.74 |
1,110.95 |
S2 |
1,100.11 |
1,100.11 |
1,132.00 |
|
S3 |
1,037.50 |
1,059.18 |
1,126.26 |
|
S4 |
974.89 |
996.57 |
1,109.04 |
|
|
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 |
1,220.39 |
1,088.96 |
131.43 |
11.5% |
56.02 |
4.9% |
41% |
False |
False |
|
10 |
1,390.12 |
1,088.96 |
301.16 |
26.3% |
59.35 |
5.2% |
18% |
False |
False |
|
20 |
1,601.97 |
1,088.96 |
513.01 |
44.9% |
57.80 |
5.1% |
11% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
59.3% |
52.77 |
4.6% |
8% |
False |
False |
|
60 |
1,865.39 |
1,088.96 |
776.43 |
67.9% |
54.56 |
4.8% |
7% |
False |
False |
|
80 |
1,963.83 |
1,088.96 |
874.87 |
76.5% |
57.76 |
5.1% |
6% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
86.1% |
61.12 |
5.3% |
6% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
86.1% |
65.72 |
5.7% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.73 |
2.618 |
1,367.55 |
1.618 |
1,304.94 |
1.000 |
1,266.25 |
0.618 |
1,242.33 |
HIGH |
1,203.64 |
0.618 |
1,179.72 |
0.500 |
1,172.34 |
0.382 |
1,164.95 |
LOW |
1,141.03 |
0.618 |
1,102.34 |
1.000 |
1,078.42 |
1.618 |
1,039.73 |
2.618 |
977.12 |
4.250 |
874.94 |
|
|
Fisher Pivots for day following 26-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,172.34 |
1,180.71 |
PP |
1,162.72 |
1,168.30 |
S1 |
1,153.10 |
1,155.89 |
|