Trading Metrics calculated at close of trading on 26-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2002 |
26-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
858.46 |
891.02 |
32.56 |
3.8% |
919.10 |
High |
885.97 |
897.45 |
11.48 |
1.3% |
932.91 |
Low |
849.28 |
860.81 |
11.53 |
1.4% |
864.13 |
Close |
880.44 |
873.74 |
-6.70 |
-0.8% |
871.60 |
Range |
36.69 |
36.64 |
-0.05 |
-0.1% |
68.78 |
ATR |
34.21 |
34.39 |
0.17 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987.25 |
967.14 |
893.89 |
|
R3 |
950.61 |
930.50 |
883.82 |
|
R2 |
913.97 |
913.97 |
880.46 |
|
R1 |
893.86 |
893.86 |
877.10 |
885.60 |
PP |
877.33 |
877.33 |
877.33 |
873.20 |
S1 |
857.22 |
857.22 |
870.38 |
848.96 |
S2 |
840.69 |
840.69 |
867.02 |
|
S3 |
804.05 |
820.58 |
863.66 |
|
S4 |
767.41 |
783.94 |
853.59 |
|
|
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 |
897.45 |
830.21 |
67.24 |
7.7% |
29.32 |
3.4% |
65% |
True |
False |
|
10 |
932.91 |
830.21 |
102.70 |
11.8% |
28.28 |
3.2% |
42% |
False |
False |
|
20 |
978.46 |
830.21 |
148.25 |
17.0% |
28.28 |
3.2% |
29% |
False |
False |
|
40 |
1,052.49 |
830.21 |
222.28 |
25.4% |
33.58 |
3.8% |
20% |
False |
False |
|
60 |
1,066.28 |
830.21 |
236.07 |
27.0% |
38.22 |
4.4% |
18% |
False |
False |
|
80 |
1,196.67 |
830.21 |
366.46 |
41.9% |
39.10 |
4.5% |
12% |
False |
False |
|
100 |
1,350.54 |
830.21 |
520.33 |
59.6% |
39.66 |
4.5% |
8% |
False |
False |
|
120 |
1,426.01 |
830.21 |
595.80 |
68.2% |
39.75 |
4.5% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.17 |
2.618 |
993.37 |
1.618 |
956.73 |
1.000 |
934.09 |
0.618 |
920.09 |
HIGH |
897.45 |
0.618 |
883.45 |
0.500 |
879.13 |
0.382 |
874.81 |
LOW |
860.81 |
0.618 |
838.17 |
1.000 |
824.17 |
1.618 |
801.53 |
2.618 |
764.89 |
4.250 |
705.09 |
|
|
Fisher Pivots for day following 26-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
879.13 |
870.44 |
PP |
877.33 |
867.13 |
S1 |
875.54 |
863.83 |
|