Trading Metrics calculated at close of trading on 18-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2002 |
18-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
927.29 |
884.03 |
-43.26 |
-4.7% |
913.68 |
High |
932.91 |
906.05 |
-26.86 |
-2.9% |
978.46 |
Low |
896.45 |
876.08 |
-20.37 |
-2.3% |
901.13 |
Close |
897.53 |
895.20 |
-2.33 |
-0.3% |
923.83 |
Range |
36.46 |
29.97 |
-6.49 |
-17.8% |
77.33 |
ATR |
36.05 |
35.62 |
-0.43 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982.35 |
968.75 |
911.68 |
|
R3 |
952.38 |
938.78 |
903.44 |
|
R2 |
922.41 |
922.41 |
900.69 |
|
R1 |
908.81 |
908.81 |
897.95 |
915.61 |
PP |
892.44 |
892.44 |
892.44 |
895.85 |
S1 |
878.84 |
878.84 |
892.45 |
885.64 |
S2 |
862.47 |
862.47 |
889.71 |
|
S3 |
832.50 |
848.87 |
886.96 |
|
S4 |
802.53 |
818.90 |
878.72 |
|
|
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 |
935.53 |
876.08 |
59.45 |
6.6% |
26.70 |
3.0% |
32% |
False |
True |
|
10 |
978.46 |
876.08 |
102.38 |
11.4% |
26.63 |
3.0% |
19% |
False |
True |
|
20 |
1,052.49 |
876.08 |
176.41 |
19.7% |
29.79 |
3.3% |
11% |
False |
True |
|
40 |
1,052.49 |
856.35 |
196.14 |
21.9% |
36.53 |
4.1% |
20% |
False |
False |
|
60 |
1,074.73 |
856.35 |
218.38 |
24.4% |
39.87 |
4.5% |
18% |
False |
False |
|
80 |
1,264.86 |
856.35 |
408.51 |
45.6% |
39.79 |
4.4% |
10% |
False |
False |
|
100 |
1,350.54 |
856.35 |
494.19 |
55.2% |
40.71 |
4.5% |
8% |
False |
False |
|
120 |
1,481.74 |
856.35 |
625.39 |
69.9% |
40.55 |
4.5% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.42 |
2.618 |
984.51 |
1.618 |
954.54 |
1.000 |
936.02 |
0.618 |
924.57 |
HIGH |
906.05 |
0.618 |
894.60 |
0.500 |
891.07 |
0.382 |
887.53 |
LOW |
876.08 |
0.618 |
857.56 |
1.000 |
846.11 |
1.618 |
827.59 |
2.618 |
797.62 |
4.250 |
748.71 |
|
|
Fisher Pivots for day following 18-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
893.82 |
904.50 |
PP |
892.44 |
901.40 |
S1 |
891.07 |
898.30 |
|