Trading Metrics calculated at close of trading on 20-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2001 |
20-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,903.54 |
8,748.61 |
-154.93 |
-1.7% |
9,603.36 |
High |
8,945.47 |
8,748.82 |
-196.65 |
-2.2% |
9,671.80 |
Low |
8,480.21 |
8,375.72 |
-104.49 |
-1.2% |
9,493.55 |
Close |
8,759.13 |
8,376.21 |
-382.92 |
-4.4% |
9,605.51 |
Range |
465.26 |
373.10 |
-92.16 |
-19.8% |
178.25 |
ATR |
229.48 |
240.47 |
11.00 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,619.55 |
9,370.98 |
8,581.42 |
|
R3 |
9,246.45 |
8,997.88 |
8,478.81 |
|
R2 |
8,873.35 |
8,873.35 |
8,444.61 |
|
R1 |
8,624.78 |
8,624.78 |
8,410.41 |
8,562.52 |
PP |
8,500.25 |
8,500.25 |
8,500.25 |
8,469.12 |
S1 |
8,251.68 |
8,251.68 |
8,342.01 |
8,189.42 |
S2 |
8,127.15 |
8,127.15 |
8,307.81 |
|
S3 |
7,754.05 |
7,878.58 |
8,273.61 |
|
S4 |
7,380.95 |
7,505.48 |
8,171.01 |
|
|
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 |
9,671.80 |
8,375.72 |
1,296.08 |
15.5% |
374.91 |
4.5% |
0% |
False |
True |
|
10 |
10,182.40 |
8,375.72 |
1,806.68 |
21.6% |
297.86 |
3.6% |
0% |
False |
True |
|
20 |
10,441.40 |
8,375.72 |
2,065.68 |
24.7% |
232.22 |
2.8% |
0% |
False |
True |
|
40 |
10,609.70 |
8,375.72 |
2,233.98 |
26.7% |
183.63 |
2.2% |
0% |
False |
True |
|
60 |
10,759.60 |
8,375.72 |
2,383.88 |
28.5% |
172.67 |
2.1% |
0% |
False |
True |
|
80 |
11,262.30 |
8,375.72 |
2,886.58 |
34.5% |
165.14 |
2.0% |
0% |
False |
True |
|
100 |
11,350.00 |
8,375.72 |
2,974.28 |
35.5% |
162.82 |
1.9% |
0% |
False |
True |
|
120 |
11,350.00 |
8,375.72 |
2,974.28 |
35.5% |
174.21 |
2.1% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,334.50 |
2.618 |
9,725.60 |
1.618 |
9,352.50 |
1.000 |
9,121.92 |
0.618 |
8,979.40 |
HIGH |
8,748.82 |
0.618 |
8,606.30 |
0.500 |
8,562.27 |
0.382 |
8,518.24 |
LOW |
8,375.72 |
0.618 |
8,145.14 |
1.000 |
8,002.62 |
1.618 |
7,772.04 |
2.618 |
7,398.94 |
4.250 |
6,790.05 |
|
|
Fisher Pivots for day following 20-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,562.27 |
8,698.89 |
PP |
8,500.25 |
8,591.33 |
S1 |
8,438.23 |
8,483.77 |
|