Trading Metrics calculated at close of trading on 17-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2001 |
17-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,603.36 |
9,580.32 |
-23.04 |
-0.2% |
9,603.36 |
High |
9,671.80 |
9,580.32 |
-91.48 |
-0.9% |
9,671.80 |
Low |
9,493.55 |
8,883.40 |
-610.15 |
-6.4% |
9,493.55 |
Close |
9,605.51 |
8,920.70 |
-684.81 |
-7.1% |
9,605.51 |
Range |
178.25 |
696.92 |
518.67 |
291.0% |
178.25 |
ATR |
176.22 |
215.21 |
38.99 |
22.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,218.90 |
10,766.72 |
9,304.01 |
|
R3 |
10,521.98 |
10,069.80 |
9,112.35 |
|
R2 |
9,825.06 |
9,825.06 |
9,048.47 |
|
R1 |
9,372.88 |
9,372.88 |
8,984.58 |
9,250.51 |
PP |
9,128.14 |
9,128.14 |
9,128.14 |
9,066.96 |
S1 |
8,675.96 |
8,675.96 |
8,856.82 |
8,553.59 |
S2 |
8,431.22 |
8,431.22 |
8,792.93 |
|
S3 |
7,734.30 |
7,979.04 |
8,729.05 |
|
S4 |
7,037.38 |
7,282.12 |
8,537.39 |
|
|
Weekly Pivots for week ending 14-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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,066.70 |
8,883.40 |
1,183.30 |
13.3% |
308.40 |
3.5% |
3% |
False |
True |
|
10 |
10,382.80 |
8,883.40 |
1,499.40 |
16.8% |
258.82 |
2.9% |
2% |
False |
True |
|
20 |
10,478.80 |
8,883.40 |
1,595.40 |
17.9% |
199.47 |
2.2% |
2% |
False |
True |
|
40 |
10,679.10 |
8,883.40 |
1,795.70 |
20.1% |
170.11 |
1.9% |
2% |
False |
True |
|
60 |
10,759.60 |
8,883.40 |
1,876.20 |
21.0% |
162.84 |
1.8% |
2% |
False |
True |
|
80 |
11,350.00 |
8,883.40 |
2,466.60 |
27.7% |
156.82 |
1.8% |
2% |
False |
True |
|
100 |
11,350.00 |
8,883.40 |
2,466.60 |
27.7% |
157.48 |
1.8% |
2% |
False |
True |
|
120 |
11,350.00 |
8,883.40 |
2,466.60 |
27.7% |
172.53 |
1.9% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,542.23 |
2.618 |
11,404.86 |
1.618 |
10,707.94 |
1.000 |
10,277.24 |
0.618 |
10,011.02 |
HIGH |
9,580.32 |
0.618 |
9,314.10 |
0.500 |
9,231.86 |
0.382 |
9,149.62 |
LOW |
8,883.40 |
0.618 |
8,452.70 |
1.000 |
8,186.48 |
1.618 |
7,755.78 |
2.618 |
7,058.86 |
4.250 |
5,921.49 |
|
|
Fisher Pivots for day following 17-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
9,231.86 |
9,362.74 |
PP |
9,128.14 |
9,215.39 |
S1 |
9,024.42 |
9,068.05 |
|