Trading Metrics calculated at close of trading on 07-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2001 |
07-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
10,028.40 |
9,841.25 |
-187.15 |
-1.9% |
9,946.98 |
High |
10,028.40 |
9,842.08 |
-186.32 |
-1.9% |
10,182.40 |
Low |
9,826.09 |
9,558.39 |
-267.70 |
-2.7% |
9,558.39 |
Close |
9,840.84 |
9,605.85 |
-234.99 |
-2.4% |
9,605.85 |
Range |
202.31 |
283.69 |
81.38 |
40.2% |
624.01 |
ATR |
167.79 |
176.07 |
8.28 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,519.84 |
10,346.54 |
9,761.88 |
|
R3 |
10,236.15 |
10,062.85 |
9,683.86 |
|
R2 |
9,952.46 |
9,952.46 |
9,657.86 |
|
R1 |
9,779.16 |
9,779.16 |
9,631.85 |
9,723.97 |
PP |
9,668.77 |
9,668.77 |
9,668.77 |
9,641.18 |
S1 |
9,495.47 |
9,495.47 |
9,579.85 |
9,440.28 |
S2 |
9,385.08 |
9,385.08 |
9,553.84 |
|
S3 |
9,101.39 |
9,211.78 |
9,527.84 |
|
S4 |
8,817.70 |
8,928.09 |
9,449.82 |
|
|
Weekly Pivots for week ending 07-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,654.24 |
11,254.06 |
9,949.06 |
|
R3 |
11,030.23 |
10,630.05 |
9,777.45 |
|
R2 |
10,406.22 |
10,406.22 |
9,720.25 |
|
R1 |
10,006.04 |
10,006.04 |
9,663.05 |
9,894.13 |
PP |
9,782.21 |
9,782.21 |
9,782.21 |
9,726.26 |
S1 |
9,382.03 |
9,382.03 |
9,548.65 |
9,270.12 |
S2 |
9,158.20 |
9,158.20 |
9,491.45 |
|
S3 |
8,534.19 |
8,758.02 |
9,434.25 |
|
S4 |
7,910.18 |
8,134.01 |
9,262.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,182.40 |
9,558.39 |
624.01 |
6.5% |
220.81 |
2.3% |
8% |
False |
True |
|
10 |
10,441.40 |
9,558.39 |
883.01 |
9.2% |
198.89 |
2.1% |
5% |
False |
True |
|
20 |
10,478.80 |
9,558.39 |
920.41 |
9.6% |
171.46 |
1.8% |
5% |
False |
True |
|
40 |
10,679.10 |
9,558.39 |
1,120.71 |
11.7% |
154.21 |
1.6% |
4% |
False |
True |
|
60 |
10,868.50 |
9,558.39 |
1,310.11 |
13.6% |
154.24 |
1.6% |
4% |
False |
True |
|
80 |
11,350.00 |
9,558.39 |
1,791.61 |
18.7% |
152.92 |
1.6% |
3% |
False |
True |
|
100 |
11,350.00 |
9,558.39 |
1,791.61 |
18.7% |
154.66 |
1.6% |
3% |
False |
True |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
23.4% |
169.90 |
1.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,047.76 |
2.618 |
10,584.78 |
1.618 |
10,301.09 |
1.000 |
10,125.77 |
0.618 |
10,017.40 |
HIGH |
9,842.08 |
0.618 |
9,733.71 |
0.500 |
9,700.24 |
0.382 |
9,666.76 |
LOW |
9,558.39 |
0.618 |
9,383.07 |
1.000 |
9,274.70 |
1.618 |
9,099.38 |
2.618 |
8,815.69 |
4.250 |
8,352.71 |
|
|
Fisher Pivots for day following 07-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
9,700.24 |
9,812.55 |
PP |
9,668.77 |
9,743.65 |
S1 |
9,637.31 |
9,674.75 |
|