Trading Metrics calculated at close of trading on 13-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2002 |
13-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
935.53 |
909.63 |
-25.90 |
-2.8% |
913.68 |
High |
935.53 |
928.65 |
-6.88 |
-0.7% |
978.46 |
Low |
914.89 |
907.24 |
-7.65 |
-0.8% |
901.13 |
Close |
915.01 |
923.83 |
8.82 |
1.0% |
923.83 |
Range |
20.64 |
21.41 |
0.77 |
3.7% |
77.33 |
ATR |
38.06 |
36.87 |
-1.19 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.14 |
975.39 |
935.61 |
|
R3 |
962.73 |
953.98 |
929.72 |
|
R2 |
941.32 |
941.32 |
927.76 |
|
R1 |
932.57 |
932.57 |
925.79 |
936.95 |
PP |
919.91 |
919.91 |
919.91 |
922.09 |
S1 |
911.16 |
911.16 |
921.87 |
915.54 |
S2 |
898.50 |
898.50 |
919.90 |
|
S3 |
877.09 |
889.75 |
917.94 |
|
S4 |
855.68 |
868.34 |
912.05 |
|
|
Weekly Pivots for week ending 13-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.46 |
1,122.48 |
966.36 |
|
R3 |
1,089.13 |
1,045.15 |
945.10 |
|
R2 |
1,011.80 |
1,011.80 |
938.01 |
|
R1 |
967.82 |
967.82 |
930.92 |
989.81 |
PP |
934.47 |
934.47 |
934.47 |
945.47 |
S1 |
890.49 |
890.49 |
916.74 |
912.48 |
S2 |
857.14 |
857.14 |
909.65 |
|
S3 |
779.81 |
813.16 |
902.56 |
|
S4 |
702.48 |
735.83 |
881.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
978.46 |
901.13 |
77.33 |
8.4% |
26.80 |
2.9% |
29% |
False |
False |
|
10 |
978.46 |
882.85 |
95.61 |
10.3% |
25.74 |
2.8% |
43% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.4% |
30.09 |
3.3% |
24% |
False |
False |
|
40 |
1,052.49 |
856.35 |
196.14 |
21.2% |
37.86 |
4.1% |
34% |
False |
False |
|
60 |
1,102.72 |
856.35 |
246.37 |
26.7% |
40.82 |
4.4% |
27% |
False |
False |
|
80 |
1,286.82 |
856.35 |
430.47 |
46.6% |
39.97 |
4.3% |
16% |
False |
False |
|
100 |
1,350.54 |
856.35 |
494.19 |
53.5% |
41.09 |
4.4% |
14% |
False |
False |
|
120 |
1,481.74 |
856.35 |
625.39 |
67.7% |
40.46 |
4.4% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,019.64 |
2.618 |
984.70 |
1.618 |
963.29 |
1.000 |
950.06 |
0.618 |
941.88 |
HIGH |
928.65 |
0.618 |
920.47 |
0.500 |
917.95 |
0.382 |
915.42 |
LOW |
907.24 |
0.618 |
894.01 |
1.000 |
885.83 |
1.618 |
872.60 |
2.618 |
851.19 |
4.250 |
816.25 |
|
|
Fisher Pivots for day following 13-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
921.87 |
942.85 |
PP |
919.91 |
936.51 |
S1 |
917.95 |
930.17 |
|