Trading Metrics calculated at close of trading on 19-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2002 |
19-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
884.03 |
875.77 |
-8.26 |
-0.9% |
913.68 |
High |
906.05 |
889.24 |
-16.81 |
-1.9% |
978.46 |
Low |
876.08 |
865.87 |
-10.21 |
-1.2% |
901.13 |
Close |
895.20 |
865.93 |
-29.27 |
-3.3% |
923.83 |
Range |
29.97 |
23.37 |
-6.60 |
-22.0% |
77.33 |
ATR |
35.62 |
35.17 |
-0.45 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
943.79 |
928.23 |
878.78 |
|
R3 |
920.42 |
904.86 |
872.36 |
|
R2 |
897.05 |
897.05 |
870.21 |
|
R1 |
881.49 |
881.49 |
868.07 |
877.59 |
PP |
873.68 |
873.68 |
873.68 |
871.73 |
S1 |
858.12 |
858.12 |
863.79 |
854.22 |
S2 |
850.31 |
850.31 |
861.65 |
|
S3 |
826.94 |
834.75 |
859.50 |
|
S4 |
803.57 |
811.38 |
853.08 |
|
|
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 |
932.91 |
865.87 |
67.04 |
7.7% |
27.24 |
3.1% |
0% |
False |
True |
|
10 |
978.46 |
865.87 |
112.59 |
13.0% |
27.10 |
3.1% |
0% |
False |
True |
|
20 |
1,052.49 |
865.87 |
186.62 |
21.6% |
29.35 |
3.4% |
0% |
False |
True |
|
40 |
1,052.49 |
856.35 |
196.14 |
22.7% |
35.05 |
4.0% |
5% |
False |
False |
|
60 |
1,074.73 |
856.35 |
218.38 |
25.2% |
39.33 |
4.5% |
4% |
False |
False |
|
80 |
1,246.34 |
856.35 |
389.99 |
45.0% |
39.60 |
4.6% |
2% |
False |
False |
|
100 |
1,350.54 |
856.35 |
494.19 |
57.1% |
40.55 |
4.7% |
2% |
False |
False |
|
120 |
1,451.73 |
856.35 |
595.38 |
68.8% |
40.28 |
4.7% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
988.56 |
2.618 |
950.42 |
1.618 |
927.05 |
1.000 |
912.61 |
0.618 |
903.68 |
HIGH |
889.24 |
0.618 |
880.31 |
0.500 |
877.56 |
0.382 |
874.80 |
LOW |
865.87 |
0.618 |
851.43 |
1.000 |
842.50 |
1.618 |
828.06 |
2.618 |
804.69 |
4.250 |
766.55 |
|
|
Fisher Pivots for day following 19-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
877.56 |
899.39 |
PP |
873.68 |
888.24 |
S1 |
869.81 |
877.08 |
|