Trading Metrics calculated at close of trading on 06-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2002 |
06-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
900.90 |
911.60 |
10.70 |
1.2% |
928.50 |
High |
901.50 |
932.96 |
31.46 |
3.5% |
932.96 |
Low |
882.85 |
910.78 |
27.93 |
3.2% |
882.85 |
Close |
882.92 |
922.22 |
39.30 |
4.5% |
922.22 |
Range |
18.65 |
22.18 |
3.53 |
18.9% |
50.11 |
ATR |
39.84 |
40.57 |
0.73 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
988.53 |
977.55 |
934.42 |
|
R3 |
966.35 |
955.37 |
928.32 |
|
R2 |
944.17 |
944.17 |
926.29 |
|
R1 |
933.19 |
933.19 |
924.25 |
938.68 |
PP |
921.99 |
921.99 |
921.99 |
924.73 |
S1 |
911.01 |
911.01 |
920.19 |
916.50 |
S2 |
899.81 |
899.81 |
918.15 |
|
S3 |
877.63 |
888.83 |
916.12 |
|
S4 |
855.45 |
866.65 |
910.02 |
|
|
Weekly Pivots for week ending 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,063.01 |
1,042.72 |
949.78 |
|
R3 |
1,012.90 |
992.61 |
936.00 |
|
R2 |
962.79 |
962.79 |
931.41 |
|
R1 |
942.50 |
942.50 |
926.81 |
927.59 |
PP |
912.68 |
912.68 |
912.68 |
905.22 |
S1 |
892.39 |
892.39 |
917.63 |
877.48 |
S2 |
862.57 |
862.57 |
913.03 |
|
S3 |
812.46 |
842.28 |
908.44 |
|
S4 |
762.35 |
792.17 |
894.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964.93 |
882.85 |
82.08 |
8.9% |
24.68 |
2.7% |
48% |
False |
False |
|
10 |
1,036.66 |
882.85 |
153.81 |
16.7% |
30.89 |
3.3% |
26% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.4% |
33.40 |
3.6% |
23% |
False |
False |
|
40 |
1,060.77 |
856.35 |
204.42 |
22.2% |
40.43 |
4.4% |
32% |
False |
False |
|
60 |
1,163.46 |
856.35 |
307.11 |
33.3% |
41.65 |
4.5% |
21% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
53.6% |
41.01 |
4.4% |
13% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
61.8% |
41.43 |
4.5% |
12% |
False |
False |
|
120 |
1,519.12 |
856.35 |
662.77 |
71.9% |
40.90 |
4.4% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.23 |
2.618 |
991.03 |
1.618 |
968.85 |
1.000 |
955.14 |
0.618 |
946.67 |
HIGH |
932.96 |
0.618 |
924.49 |
0.500 |
921.87 |
0.382 |
919.25 |
LOW |
910.78 |
0.618 |
897.07 |
1.000 |
888.60 |
1.618 |
874.89 |
2.618 |
852.71 |
4.250 |
816.52 |
|
|
Fisher Pivots for day following 06-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
922.10 |
917.45 |
PP |
921.99 |
912.68 |
S1 |
921.87 |
907.91 |
|