Trading Metrics calculated at close of trading on 19-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2001 |
19-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,922.70 |
8,903.54 |
-19.16 |
-0.2% |
9,603.36 |
High |
9,022.06 |
8,945.47 |
-76.59 |
-0.8% |
9,671.80 |
Low |
8,861.05 |
8,480.21 |
-380.84 |
-4.3% |
9,493.55 |
Close |
8,903.40 |
8,759.13 |
-144.27 |
-1.6% |
9,605.51 |
Range |
161.01 |
465.26 |
304.25 |
189.0% |
178.25 |
ATR |
211.34 |
229.48 |
18.14 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,124.05 |
9,906.85 |
9,015.02 |
|
R3 |
9,658.79 |
9,441.59 |
8,887.08 |
|
R2 |
9,193.53 |
9,193.53 |
8,844.43 |
|
R1 |
8,976.33 |
8,976.33 |
8,801.78 |
8,852.30 |
PP |
8,728.27 |
8,728.27 |
8,728.27 |
8,666.26 |
S1 |
8,511.07 |
8,511.07 |
8,716.48 |
8,387.04 |
S2 |
8,263.01 |
8,263.01 |
8,673.83 |
|
S3 |
7,797.75 |
8,045.81 |
8,631.18 |
|
S4 |
7,332.49 |
7,580.55 |
8,503.24 |
|
|
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 |
9,842.08 |
8,480.21 |
1,361.87 |
15.5% |
357.03 |
4.1% |
20% |
False |
True |
|
10 |
10,182.40 |
8,480.21 |
1,702.19 |
19.4% |
285.38 |
3.3% |
16% |
False |
True |
|
20 |
10,441.40 |
8,480.21 |
1,961.19 |
22.4% |
219.74 |
2.5% |
14% |
False |
True |
|
40 |
10,679.10 |
8,480.21 |
2,198.89 |
25.1% |
178.18 |
2.0% |
13% |
False |
True |
|
60 |
10,759.60 |
8,480.21 |
2,279.39 |
26.0% |
168.76 |
1.9% |
12% |
False |
True |
|
80 |
11,350.00 |
8,480.21 |
2,869.79 |
32.8% |
161.86 |
1.8% |
10% |
False |
True |
|
100 |
11,350.00 |
8,480.21 |
2,869.79 |
32.8% |
160.98 |
1.8% |
10% |
False |
True |
|
120 |
11,350.00 |
8,480.21 |
2,869.79 |
32.8% |
172.89 |
2.0% |
10% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,922.83 |
2.618 |
10,163.52 |
1.618 |
9,698.26 |
1.000 |
9,410.73 |
0.618 |
9,233.00 |
HIGH |
8,945.47 |
0.618 |
8,767.74 |
0.500 |
8,712.84 |
0.382 |
8,657.94 |
LOW |
8,480.21 |
0.618 |
8,192.68 |
1.000 |
8,014.95 |
1.618 |
7,727.42 |
2.618 |
7,262.16 |
4.250 |
6,502.86 |
|
|
Fisher Pivots for day following 19-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,743.70 |
9,030.27 |
PP |
8,728.27 |
8,939.89 |
S1 |
8,712.84 |
8,849.51 |
|