Trading Metrics calculated at close of trading on 16-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2002 |
16-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
909.63 |
919.10 |
9.47 |
1.0% |
913.68 |
High |
928.65 |
925.90 |
-2.75 |
-0.3% |
978.46 |
Low |
907.24 |
900.89 |
-6.35 |
-0.7% |
901.13 |
Close |
923.83 |
908.48 |
-15.35 |
-1.7% |
923.83 |
Range |
21.41 |
25.01 |
3.60 |
16.8% |
77.33 |
ATR |
36.87 |
36.02 |
-0.85 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986.79 |
972.64 |
922.24 |
|
R3 |
961.78 |
947.63 |
915.36 |
|
R2 |
936.77 |
936.77 |
913.07 |
|
R1 |
922.62 |
922.62 |
910.77 |
917.19 |
PP |
911.76 |
911.76 |
911.76 |
909.04 |
S1 |
897.61 |
897.61 |
906.19 |
892.18 |
S2 |
886.75 |
886.75 |
903.89 |
|
S3 |
861.74 |
872.60 |
901.60 |
|
S4 |
836.73 |
847.59 |
894.72 |
|
|
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 |
900.89 |
77.57 |
8.5% |
24.18 |
2.7% |
10% |
False |
True |
|
10 |
978.46 |
882.85 |
95.61 |
10.5% |
25.90 |
2.9% |
27% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.7% |
29.21 |
3.2% |
15% |
False |
False |
|
40 |
1,052.49 |
856.35 |
196.14 |
21.6% |
37.61 |
4.1% |
27% |
False |
False |
|
60 |
1,075.63 |
856.35 |
219.28 |
24.1% |
40.49 |
4.5% |
24% |
False |
False |
|
80 |
1,286.82 |
856.35 |
430.47 |
47.4% |
39.84 |
4.4% |
12% |
False |
False |
|
100 |
1,350.54 |
856.35 |
494.19 |
54.4% |
40.97 |
4.5% |
11% |
False |
False |
|
120 |
1,481.74 |
856.35 |
625.39 |
68.8% |
40.34 |
4.4% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.19 |
2.618 |
991.38 |
1.618 |
966.37 |
1.000 |
950.91 |
0.618 |
941.36 |
HIGH |
925.90 |
0.618 |
916.35 |
0.500 |
913.40 |
0.382 |
910.44 |
LOW |
900.89 |
0.618 |
885.43 |
1.000 |
875.88 |
1.618 |
860.42 |
2.618 |
835.41 |
4.250 |
794.60 |
|
|
Fisher Pivots for day following 16-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
913.40 |
918.21 |
PP |
911.76 |
914.97 |
S1 |
910.12 |
911.72 |
|