Trading Metrics calculated at close of trading on 11-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2002 |
11-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
934.43 |
958.29 |
23.86 |
2.6% |
928.50 |
High |
951.46 |
978.46 |
27.00 |
2.8% |
932.96 |
Low |
930.19 |
945.90 |
15.71 |
1.7% |
882.85 |
Close |
947.72 |
946.40 |
-1.32 |
-0.1% |
922.22 |
Range |
21.27 |
32.56 |
11.29 |
53.1% |
50.11 |
ATR |
39.03 |
38.56 |
-0.46 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.60 |
1,033.06 |
964.31 |
|
R3 |
1,022.04 |
1,000.50 |
955.35 |
|
R2 |
989.48 |
989.48 |
952.37 |
|
R1 |
967.94 |
967.94 |
949.38 |
962.43 |
PP |
956.92 |
956.92 |
956.92 |
954.17 |
S1 |
935.38 |
935.38 |
943.42 |
929.87 |
S2 |
924.36 |
924.36 |
940.43 |
|
S3 |
891.80 |
902.82 |
937.45 |
|
S4 |
859.24 |
870.26 |
928.49 |
|
|
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 |
978.46 |
882.85 |
95.61 |
10.1% |
26.55 |
2.8% |
66% |
True |
False |
|
10 |
978.46 |
882.85 |
95.61 |
10.1% |
28.91 |
3.1% |
66% |
True |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
17.9% |
32.74 |
3.5% |
37% |
False |
False |
|
40 |
1,060.77 |
856.35 |
204.42 |
21.6% |
39.06 |
4.1% |
44% |
False |
False |
|
60 |
1,163.46 |
856.35 |
307.11 |
32.5% |
41.17 |
4.4% |
29% |
False |
False |
|
80 |
1,313.26 |
856.35 |
456.91 |
48.3% |
40.53 |
4.3% |
20% |
False |
False |
|
100 |
1,365.34 |
856.35 |
508.99 |
53.8% |
41.36 |
4.4% |
18% |
False |
False |
|
120 |
1,491.03 |
856.35 |
634.68 |
67.1% |
40.76 |
4.3% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,116.84 |
2.618 |
1,063.70 |
1.618 |
1,031.14 |
1.000 |
1,011.02 |
0.618 |
998.58 |
HIGH |
978.46 |
0.618 |
966.02 |
0.500 |
962.18 |
0.382 |
958.34 |
LOW |
945.90 |
0.618 |
925.78 |
1.000 |
913.34 |
1.618 |
893.22 |
2.618 |
860.66 |
4.250 |
807.52 |
|
|
Fisher Pivots for day following 11-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
962.18 |
944.20 |
PP |
956.92 |
942.00 |
S1 |
951.66 |
939.80 |
|