Trading Metrics calculated at close of trading on 17-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2002 |
17-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
919.10 |
927.29 |
8.19 |
0.9% |
913.68 |
High |
925.90 |
932.91 |
7.01 |
0.8% |
978.46 |
Low |
900.89 |
896.45 |
-4.44 |
-0.5% |
901.13 |
Close |
908.48 |
897.53 |
-10.95 |
-1.2% |
923.83 |
Range |
25.01 |
36.46 |
11.45 |
45.8% |
77.33 |
ATR |
36.02 |
36.05 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.34 |
994.40 |
917.58 |
|
R3 |
981.88 |
957.94 |
907.56 |
|
R2 |
945.42 |
945.42 |
904.21 |
|
R1 |
921.48 |
921.48 |
900.87 |
915.22 |
PP |
908.96 |
908.96 |
908.96 |
905.84 |
S1 |
885.02 |
885.02 |
894.19 |
878.76 |
S2 |
872.50 |
872.50 |
890.85 |
|
S3 |
836.04 |
848.56 |
887.50 |
|
S4 |
799.58 |
812.10 |
877.48 |
|
|
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 |
896.45 |
82.01 |
9.1% |
27.22 |
3.0% |
1% |
False |
True |
|
10 |
978.46 |
882.85 |
95.61 |
10.7% |
26.61 |
3.0% |
15% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.9% |
29.30 |
3.3% |
9% |
False |
False |
|
40 |
1,052.49 |
856.35 |
196.14 |
21.9% |
37.22 |
4.1% |
21% |
False |
False |
|
60 |
1,075.63 |
856.35 |
219.28 |
24.4% |
40.38 |
4.5% |
19% |
False |
False |
|
80 |
1,271.51 |
856.35 |
415.16 |
46.3% |
39.72 |
4.4% |
10% |
False |
False |
|
100 |
1,350.54 |
856.35 |
494.19 |
55.1% |
41.07 |
4.6% |
8% |
False |
False |
|
120 |
1,481.74 |
856.35 |
625.39 |
69.7% |
40.46 |
4.5% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.87 |
2.618 |
1,028.36 |
1.618 |
991.90 |
1.000 |
969.37 |
0.618 |
955.44 |
HIGH |
932.91 |
0.618 |
918.98 |
0.500 |
914.68 |
0.382 |
910.38 |
LOW |
896.45 |
0.618 |
873.92 |
1.000 |
859.99 |
1.618 |
837.46 |
2.618 |
801.00 |
4.250 |
741.50 |
|
|
Fisher Pivots for day following 17-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
914.68 |
914.68 |
PP |
908.96 |
908.96 |
S1 |
903.25 |
903.25 |
|