Trading Metrics calculated at close of trading on 30-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2002 |
30-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
866.09 |
848.72 |
-17.37 |
-2.0% |
860.99 |
High |
891.12 |
852.98 |
-38.14 |
-4.3% |
897.45 |
Low |
859.60 |
825.80 |
-33.80 |
-3.9% |
830.21 |
Close |
860.35 |
832.52 |
-27.83 |
-3.2% |
860.35 |
Range |
31.52 |
27.18 |
-4.34 |
-13.8% |
67.24 |
ATR |
34.18 |
34.21 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
918.64 |
902.76 |
847.47 |
|
R3 |
891.46 |
875.58 |
839.99 |
|
R2 |
864.28 |
864.28 |
837.50 |
|
R1 |
848.40 |
848.40 |
835.01 |
842.75 |
PP |
837.10 |
837.10 |
837.10 |
834.28 |
S1 |
821.22 |
821.22 |
830.03 |
815.57 |
S2 |
809.92 |
809.92 |
827.54 |
|
S3 |
782.74 |
794.04 |
825.05 |
|
S4 |
755.56 |
766.86 |
817.57 |
|
|
Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.39 |
1,029.61 |
897.33 |
|
R3 |
997.15 |
962.37 |
878.84 |
|
R2 |
929.91 |
929.91 |
872.68 |
|
R1 |
895.13 |
895.13 |
866.51 |
878.90 |
PP |
862.67 |
862.67 |
862.67 |
854.56 |
S1 |
827.89 |
827.89 |
854.19 |
811.66 |
S2 |
795.43 |
795.43 |
848.02 |
|
S3 |
728.19 |
760.65 |
841.86 |
|
S4 |
660.95 |
693.41 |
823.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
897.45 |
825.80 |
71.65 |
8.6% |
32.58 |
3.9% |
9% |
False |
True |
|
10 |
932.91 |
825.80 |
107.11 |
12.9% |
29.51 |
3.5% |
6% |
False |
True |
|
20 |
978.46 |
825.80 |
152.66 |
18.3% |
27.70 |
3.3% |
4% |
False |
True |
|
40 |
1,052.49 |
825.80 |
226.69 |
27.2% |
32.89 |
4.0% |
3% |
False |
True |
|
60 |
1,066.28 |
825.80 |
240.48 |
28.9% |
37.73 |
4.5% |
3% |
False |
True |
|
80 |
1,163.46 |
825.80 |
337.66 |
40.6% |
39.02 |
4.7% |
2% |
False |
True |
|
100 |
1,350.54 |
825.80 |
524.74 |
63.0% |
39.18 |
4.7% |
1% |
False |
True |
|
120 |
1,426.01 |
825.80 |
600.21 |
72.1% |
39.39 |
4.7% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
968.50 |
2.618 |
924.14 |
1.618 |
896.96 |
1.000 |
880.16 |
0.618 |
869.78 |
HIGH |
852.98 |
0.618 |
842.60 |
0.500 |
839.39 |
0.382 |
836.18 |
LOW |
825.80 |
0.618 |
809.00 |
1.000 |
798.62 |
1.618 |
781.82 |
2.618 |
754.64 |
4.250 |
710.29 |
|
|
Fisher Pivots for day following 30-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
839.39 |
861.63 |
PP |
837.10 |
851.92 |
S1 |
834.81 |
842.22 |
|