Trading Metrics calculated at close of trading on 10-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2001 |
10-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,841.25 |
9,603.36 |
-237.89 |
-2.4% |
9,946.98 |
High |
9,842.08 |
9,671.80 |
-170.28 |
-1.7% |
10,182.40 |
Low |
9,558.39 |
9,493.55 |
-64.84 |
-0.7% |
9,558.39 |
Close |
9,605.85 |
9,605.51 |
-0.34 |
0.0% |
9,605.85 |
Range |
283.69 |
178.25 |
-105.44 |
-37.2% |
624.01 |
ATR |
176.07 |
176.22 |
0.16 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,125.04 |
10,043.52 |
9,703.55 |
|
R3 |
9,946.79 |
9,865.27 |
9,654.53 |
|
R2 |
9,768.54 |
9,768.54 |
9,638.19 |
|
R1 |
9,687.02 |
9,687.02 |
9,621.85 |
9,727.78 |
PP |
9,590.29 |
9,590.29 |
9,590.29 |
9,610.67 |
S1 |
9,508.77 |
9,508.77 |
9,589.17 |
9,549.53 |
S2 |
9,412.04 |
9,412.04 |
9,572.83 |
|
S3 |
9,233.79 |
9,330.52 |
9,556.49 |
|
S4 |
9,055.54 |
9,152.27 |
9,507.47 |
|
|
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 |
9,493.55 |
688.85 |
7.2% |
226.52 |
2.4% |
16% |
False |
True |
|
10 |
10,441.40 |
9,493.55 |
947.85 |
9.9% |
195.03 |
2.0% |
12% |
False |
True |
|
20 |
10,478.80 |
9,493.55 |
985.25 |
10.3% |
168.56 |
1.8% |
11% |
False |
True |
|
40 |
10,679.10 |
9,493.55 |
1,185.55 |
12.3% |
155.74 |
1.6% |
9% |
False |
True |
|
60 |
10,759.60 |
9,493.55 |
1,266.05 |
13.2% |
153.72 |
1.6% |
9% |
False |
True |
|
80 |
11,350.00 |
9,493.55 |
1,856.45 |
19.3% |
149.94 |
1.6% |
6% |
False |
True |
|
100 |
11,350.00 |
9,493.55 |
1,856.45 |
19.3% |
151.84 |
1.6% |
6% |
False |
True |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
23.4% |
168.87 |
1.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,429.36 |
2.618 |
10,138.46 |
1.618 |
9,960.21 |
1.000 |
9,850.05 |
0.618 |
9,781.96 |
HIGH |
9,671.80 |
0.618 |
9,603.71 |
0.500 |
9,582.68 |
0.382 |
9,561.64 |
LOW |
9,493.55 |
0.618 |
9,383.39 |
1.000 |
9,315.30 |
1.618 |
9,205.14 |
2.618 |
9,026.89 |
4.250 |
8,735.99 |
|
|
Fisher Pivots for day following 10-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
9,597.90 |
9,760.98 |
PP |
9,590.29 |
9,709.15 |
S1 |
9,582.68 |
9,657.33 |
|