Trading Metrics calculated at close of trading on 27-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2001 |
27-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,203.44 |
1,137.49 |
-65.95 |
-5.5% |
1,277.12 |
High |
1,203.64 |
1,153.33 |
-50.31 |
-4.2% |
1,310.23 |
Low |
1,141.03 |
1,101.39 |
-39.64 |
-3.5% |
1,088.96 |
Close |
1,143.48 |
1,144.27 |
0.79 |
0.1% |
1,126.95 |
Range |
62.61 |
51.94 |
-10.67 |
-17.0% |
221.27 |
ATR |
63.40 |
62.59 |
-0.82 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.82 |
1,268.48 |
1,172.84 |
|
R3 |
1,236.88 |
1,216.54 |
1,158.55 |
|
R2 |
1,184.94 |
1,184.94 |
1,153.79 |
|
R1 |
1,164.60 |
1,164.60 |
1,149.03 |
1,174.77 |
PP |
1,133.00 |
1,133.00 |
1,133.00 |
1,138.08 |
S1 |
1,112.66 |
1,112.66 |
1,139.51 |
1,122.83 |
S2 |
1,081.06 |
1,081.06 |
1,134.75 |
|
S3 |
1,029.12 |
1,060.72 |
1,129.99 |
|
S4 |
977.18 |
1,008.78 |
1,115.70 |
|
|
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% |
57.40 |
5.0% |
42% |
False |
False |
|
10 |
1,375.60 |
1,088.96 |
286.64 |
25.1% |
59.52 |
5.2% |
19% |
False |
False |
|
20 |
1,601.97 |
1,088.96 |
513.01 |
44.8% |
58.09 |
5.1% |
11% |
False |
False |
|
40 |
1,766.58 |
1,088.96 |
677.62 |
59.2% |
52.21 |
4.6% |
8% |
False |
False |
|
60 |
1,865.39 |
1,088.96 |
776.43 |
67.9% |
54.71 |
4.8% |
7% |
False |
False |
|
80 |
1,963.83 |
1,088.96 |
874.87 |
76.5% |
57.56 |
5.0% |
6% |
False |
False |
|
100 |
2,073.98 |
1,088.96 |
985.02 |
86.1% |
60.68 |
5.3% |
6% |
False |
False |
|
120 |
2,073.98 |
1,088.96 |
985.02 |
86.1% |
65.36 |
5.7% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.08 |
2.618 |
1,289.31 |
1.618 |
1,237.37 |
1.000 |
1,205.27 |
0.618 |
1,185.43 |
HIGH |
1,153.33 |
0.618 |
1,133.49 |
0.500 |
1,127.36 |
0.382 |
1,121.23 |
LOW |
1,101.39 |
0.618 |
1,069.29 |
1.000 |
1,049.45 |
1.618 |
1,017.35 |
2.618 |
965.41 |
4.250 |
880.65 |
|
|
Fisher Pivots for day following 27-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
1,138.63 |
1,160.89 |
PP |
1,133.00 |
1,155.35 |
S1 |
1,127.36 |
1,149.81 |
|