Trading Metrics calculated at close of trading on 23-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2002 |
23-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
876.75 |
860.99 |
-15.76 |
-1.8% |
919.10 |
High |
879.87 |
864.26 |
-15.61 |
-1.8% |
932.91 |
Low |
864.13 |
837.63 |
-26.50 |
-3.1% |
864.13 |
Close |
871.60 |
843.08 |
-28.52 |
-3.3% |
871.60 |
Range |
15.74 |
26.63 |
10.89 |
69.2% |
68.78 |
ATR |
33.78 |
33.80 |
0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928.21 |
912.28 |
857.73 |
|
R3 |
901.58 |
885.65 |
850.40 |
|
R2 |
874.95 |
874.95 |
847.96 |
|
R1 |
859.02 |
859.02 |
845.52 |
853.67 |
PP |
848.32 |
848.32 |
848.32 |
845.65 |
S1 |
832.39 |
832.39 |
840.64 |
827.04 |
S2 |
821.69 |
821.69 |
838.20 |
|
S3 |
795.06 |
805.76 |
835.76 |
|
S4 |
768.43 |
779.13 |
828.43 |
|
|
Weekly Pivots for week ending 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.89 |
1,052.52 |
909.43 |
|
R3 |
1,027.11 |
983.74 |
890.51 |
|
R2 |
958.33 |
958.33 |
884.21 |
|
R1 |
914.96 |
914.96 |
877.90 |
902.26 |
PP |
889.55 |
889.55 |
889.55 |
883.19 |
S1 |
846.18 |
846.18 |
865.30 |
833.48 |
S2 |
820.77 |
820.77 |
858.99 |
|
S3 |
751.99 |
777.40 |
852.69 |
|
S4 |
683.21 |
708.62 |
833.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.91 |
837.63 |
95.28 |
11.3% |
26.43 |
3.1% |
6% |
False |
True |
|
10 |
978.46 |
837.63 |
140.83 |
16.7% |
25.31 |
3.0% |
4% |
False |
True |
|
20 |
1,021.66 |
837.63 |
184.03 |
21.8% |
28.42 |
3.4% |
3% |
False |
True |
|
40 |
1,052.49 |
837.63 |
214.86 |
25.5% |
33.75 |
4.0% |
3% |
False |
True |
|
60 |
1,074.73 |
837.63 |
237.10 |
28.1% |
38.41 |
4.6% |
2% |
False |
True |
|
80 |
1,246.34 |
837.63 |
408.71 |
48.5% |
39.46 |
4.7% |
1% |
False |
True |
|
100 |
1,350.54 |
837.63 |
512.91 |
60.8% |
40.03 |
4.7% |
1% |
False |
True |
|
120 |
1,426.01 |
837.63 |
588.38 |
69.8% |
39.91 |
4.7% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
977.44 |
2.618 |
933.98 |
1.618 |
907.35 |
1.000 |
890.89 |
0.618 |
880.72 |
HIGH |
864.26 |
0.618 |
854.09 |
0.500 |
850.95 |
0.382 |
847.80 |
LOW |
837.63 |
0.618 |
821.17 |
1.000 |
811.00 |
1.618 |
794.54 |
2.618 |
767.91 |
4.250 |
724.45 |
|
|
Fisher Pivots for day following 23-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
850.95 |
863.44 |
PP |
848.32 |
856.65 |
S1 |
845.70 |
849.87 |
|