Trading Metrics calculated at close of trading on 09-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2002 |
09-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
911.60 |
913.68 |
2.08 |
0.2% |
928.50 |
High |
932.96 |
939.24 |
6.28 |
0.7% |
932.96 |
Low |
910.78 |
901.13 |
-9.65 |
-1.1% |
882.85 |
Close |
922.22 |
932.23 |
10.01 |
1.1% |
922.22 |
Range |
22.18 |
38.11 |
15.93 |
71.8% |
50.11 |
ATR |
40.57 |
40.39 |
-0.18 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.53 |
1,023.49 |
953.19 |
|
R3 |
1,000.42 |
985.38 |
942.71 |
|
R2 |
962.31 |
962.31 |
939.22 |
|
R1 |
947.27 |
947.27 |
935.72 |
954.79 |
PP |
924.20 |
924.20 |
924.20 |
927.96 |
S1 |
909.16 |
909.16 |
928.74 |
916.68 |
S2 |
886.09 |
886.09 |
925.24 |
|
S3 |
847.98 |
871.05 |
921.75 |
|
S4 |
809.87 |
832.94 |
911.27 |
|
|
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 |
939.24 |
882.85 |
56.39 |
6.0% |
27.62 |
3.0% |
88% |
True |
False |
|
10 |
1,021.66 |
882.85 |
138.81 |
14.9% |
31.53 |
3.4% |
36% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.2% |
33.70 |
3.6% |
29% |
False |
False |
|
40 |
1,060.77 |
856.35 |
204.42 |
21.9% |
40.45 |
4.3% |
37% |
False |
False |
|
60 |
1,163.46 |
856.35 |
307.11 |
32.9% |
41.74 |
4.5% |
25% |
False |
False |
|
80 |
1,342.43 |
856.35 |
486.08 |
52.1% |
40.61 |
4.4% |
16% |
False |
False |
|
100 |
1,410.93 |
856.35 |
554.58 |
59.5% |
41.49 |
4.5% |
14% |
False |
False |
|
120 |
1,491.31 |
856.35 |
634.96 |
68.1% |
41.03 |
4.4% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.21 |
2.618 |
1,039.01 |
1.618 |
1,000.90 |
1.000 |
977.35 |
0.618 |
962.79 |
HIGH |
939.24 |
0.618 |
924.68 |
0.500 |
920.19 |
0.382 |
915.69 |
LOW |
901.13 |
0.618 |
877.58 |
1.000 |
863.02 |
1.618 |
839.47 |
2.618 |
801.36 |
4.250 |
739.16 |
|
|
Fisher Pivots for day following 09-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
928.22 |
925.17 |
PP |
924.20 |
918.11 |
S1 |
920.19 |
911.05 |
|