Trading Metrics calculated at close of trading on 25-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2002 |
25-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
830.21 |
858.46 |
28.25 |
3.4% |
919.10 |
High |
861.09 |
885.97 |
24.88 |
2.9% |
932.91 |
Low |
830.21 |
849.28 |
19.07 |
2.3% |
864.13 |
Close |
843.61 |
880.44 |
36.83 |
4.4% |
871.60 |
Range |
30.88 |
36.69 |
5.81 |
18.8% |
68.78 |
ATR |
33.59 |
34.21 |
0.63 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981.97 |
967.89 |
900.62 |
|
R3 |
945.28 |
931.20 |
890.53 |
|
R2 |
908.59 |
908.59 |
887.17 |
|
R1 |
894.51 |
894.51 |
883.80 |
901.55 |
PP |
871.90 |
871.90 |
871.90 |
875.42 |
S1 |
857.82 |
857.82 |
877.08 |
864.86 |
S2 |
835.21 |
835.21 |
873.71 |
|
S3 |
798.52 |
821.13 |
870.35 |
|
S4 |
761.83 |
784.44 |
860.26 |
|
|
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 |
889.24 |
830.21 |
59.03 |
6.7% |
26.66 |
3.0% |
85% |
False |
False |
|
10 |
935.53 |
830.21 |
105.32 |
12.0% |
26.68 |
3.0% |
48% |
False |
False |
|
20 |
978.46 |
830.21 |
148.25 |
16.8% |
27.80 |
3.2% |
34% |
False |
False |
|
40 |
1,052.49 |
830.21 |
222.28 |
25.2% |
33.44 |
3.8% |
23% |
False |
False |
|
60 |
1,066.28 |
830.21 |
236.07 |
26.8% |
38.14 |
4.3% |
21% |
False |
False |
|
80 |
1,196.67 |
830.21 |
366.46 |
41.6% |
39.14 |
4.4% |
14% |
False |
False |
|
100 |
1,350.54 |
830.21 |
520.33 |
59.1% |
39.73 |
4.5% |
10% |
False |
False |
|
120 |
1,426.01 |
830.21 |
595.80 |
67.7% |
39.88 |
4.5% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,041.90 |
2.618 |
982.02 |
1.618 |
945.33 |
1.000 |
922.66 |
0.618 |
908.64 |
HIGH |
885.97 |
0.618 |
871.95 |
0.500 |
867.63 |
0.382 |
863.30 |
LOW |
849.28 |
0.618 |
826.61 |
1.000 |
812.59 |
1.618 |
789.92 |
2.618 |
753.23 |
4.250 |
693.35 |
|
|
Fisher Pivots for day following 25-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
876.17 |
872.99 |
PP |
871.90 |
865.54 |
S1 |
867.63 |
858.09 |
|