Trading Metrics calculated at close of trading on 24-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2002 |
24-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
860.99 |
830.21 |
-30.78 |
-3.6% |
919.10 |
High |
864.26 |
861.09 |
-3.17 |
-0.4% |
932.91 |
Low |
837.63 |
830.21 |
-7.42 |
-0.9% |
864.13 |
Close |
843.08 |
843.61 |
0.53 |
0.1% |
871.60 |
Range |
26.63 |
30.88 |
4.25 |
16.0% |
68.78 |
ATR |
33.80 |
33.59 |
-0.21 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.61 |
921.49 |
860.59 |
|
R3 |
906.73 |
890.61 |
852.10 |
|
R2 |
875.85 |
875.85 |
849.27 |
|
R1 |
859.73 |
859.73 |
846.44 |
867.79 |
PP |
844.97 |
844.97 |
844.97 |
849.00 |
S1 |
828.85 |
828.85 |
840.78 |
836.91 |
S2 |
814.09 |
814.09 |
837.95 |
|
S3 |
783.21 |
797.97 |
835.12 |
|
S4 |
752.33 |
767.09 |
826.63 |
|
|
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 |
906.05 |
830.21 |
75.84 |
9.0% |
25.32 |
3.0% |
18% |
False |
True |
|
10 |
978.46 |
830.21 |
148.25 |
17.6% |
26.27 |
3.1% |
9% |
False |
True |
|
20 |
1,021.66 |
830.21 |
191.45 |
22.7% |
28.46 |
3.4% |
7% |
False |
True |
|
40 |
1,052.49 |
830.21 |
222.28 |
26.3% |
33.56 |
4.0% |
6% |
False |
True |
|
60 |
1,066.28 |
830.21 |
236.07 |
28.0% |
38.40 |
4.6% |
6% |
False |
True |
|
80 |
1,213.18 |
830.21 |
382.97 |
45.4% |
39.37 |
4.7% |
3% |
False |
True |
|
100 |
1,350.54 |
830.21 |
520.33 |
61.7% |
39.75 |
4.7% |
3% |
False |
True |
|
120 |
1,426.01 |
830.21 |
595.80 |
70.6% |
39.89 |
4.7% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
992.33 |
2.618 |
941.93 |
1.618 |
911.05 |
1.000 |
891.97 |
0.618 |
880.17 |
HIGH |
861.09 |
0.618 |
849.29 |
0.500 |
845.65 |
0.382 |
842.01 |
LOW |
830.21 |
0.618 |
811.13 |
1.000 |
799.33 |
1.618 |
780.25 |
2.618 |
749.37 |
4.250 |
698.97 |
|
|
Fisher Pivots for day following 24-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
845.65 |
855.04 |
PP |
844.97 |
851.23 |
S1 |
844.29 |
847.42 |
|