Trading Metrics calculated at close of trading on 18-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2001 |
18-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,580.32 |
8,922.70 |
-657.62 |
-6.9% |
9,603.36 |
High |
9,580.32 |
9,022.06 |
-558.26 |
-5.8% |
9,671.80 |
Low |
8,883.40 |
8,861.05 |
-22.35 |
-0.3% |
9,493.55 |
Close |
8,920.70 |
8,903.40 |
-17.30 |
-0.2% |
9,605.51 |
Range |
696.92 |
161.01 |
-535.91 |
-76.9% |
178.25 |
ATR |
215.21 |
211.34 |
-3.87 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,411.87 |
9,318.64 |
8,991.96 |
|
R3 |
9,250.86 |
9,157.63 |
8,947.68 |
|
R2 |
9,089.85 |
9,089.85 |
8,932.92 |
|
R1 |
8,996.62 |
8,996.62 |
8,918.16 |
8,962.73 |
PP |
8,928.84 |
8,928.84 |
8,928.84 |
8,911.89 |
S1 |
8,835.61 |
8,835.61 |
8,888.64 |
8,801.72 |
S2 |
8,767.83 |
8,767.83 |
8,873.88 |
|
S3 |
8,606.82 |
8,674.60 |
8,859.12 |
|
S4 |
8,445.81 |
8,513.59 |
8,814.84 |
|
|
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 |
10,028.40 |
8,861.05 |
1,167.35 |
13.1% |
304.44 |
3.4% |
4% |
False |
True |
|
10 |
10,267.70 |
8,861.05 |
1,406.65 |
15.8% |
258.07 |
2.9% |
3% |
False |
True |
|
20 |
10,469.70 |
8,861.05 |
1,608.65 |
18.1% |
202.92 |
2.3% |
3% |
False |
True |
|
40 |
10,679.10 |
8,861.05 |
1,818.05 |
20.4% |
169.39 |
1.9% |
2% |
False |
True |
|
60 |
10,759.60 |
8,861.05 |
1,898.55 |
21.3% |
163.95 |
1.8% |
2% |
False |
True |
|
80 |
11,350.00 |
8,861.05 |
2,488.95 |
28.0% |
157.45 |
1.8% |
2% |
False |
True |
|
100 |
11,350.00 |
8,861.05 |
2,488.95 |
28.0% |
157.20 |
1.8% |
2% |
False |
True |
|
120 |
11,350.00 |
8,861.05 |
2,488.95 |
28.0% |
170.61 |
1.9% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,706.35 |
2.618 |
9,443.58 |
1.618 |
9,282.57 |
1.000 |
9,183.07 |
0.618 |
9,121.56 |
HIGH |
9,022.06 |
0.618 |
8,960.55 |
0.500 |
8,941.56 |
0.382 |
8,922.56 |
LOW |
8,861.05 |
0.618 |
8,761.55 |
1.000 |
8,700.04 |
1.618 |
8,600.54 |
2.618 |
8,439.53 |
4.250 |
8,176.76 |
|
|
Fisher Pivots for day following 18-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,941.56 |
9,266.43 |
PP |
8,928.84 |
9,145.42 |
S1 |
8,916.12 |
9,024.41 |
|