Trading Metrics calculated at close of trading on 21-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2001 |
21-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,748.61 |
8,356.56 |
-392.05 |
-4.5% |
9,580.32 |
High |
8,748.82 |
8,438.41 |
-310.41 |
-3.5% |
9,580.32 |
Low |
8,375.72 |
8,062.34 |
-313.38 |
-3.7% |
8,062.34 |
Close |
8,376.21 |
8,235.81 |
-140.40 |
-1.7% |
8,235.81 |
Range |
373.10 |
376.07 |
2.97 |
0.8% |
1,517.98 |
ATR |
240.47 |
250.16 |
9.69 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,373.73 |
9,180.84 |
8,442.65 |
|
R3 |
8,997.66 |
8,804.77 |
8,339.23 |
|
R2 |
8,621.59 |
8,621.59 |
8,304.76 |
|
R1 |
8,428.70 |
8,428.70 |
8,270.28 |
8,337.11 |
PP |
8,245.52 |
8,245.52 |
8,245.52 |
8,199.73 |
S1 |
8,052.63 |
8,052.63 |
8,201.34 |
7,961.04 |
S2 |
7,869.45 |
7,869.45 |
8,166.86 |
|
S3 |
7,493.38 |
7,676.56 |
8,132.39 |
|
S4 |
7,117.31 |
7,300.49 |
8,028.97 |
|
|
Weekly Pivots for week ending 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,180.10 |
12,225.93 |
9,070.70 |
|
R3 |
11,662.12 |
10,707.95 |
8,653.25 |
|
R2 |
10,144.14 |
10,144.14 |
8,514.11 |
|
R1 |
9,189.97 |
9,189.97 |
8,374.96 |
8,908.07 |
PP |
8,626.16 |
8,626.16 |
8,626.16 |
8,485.20 |
S1 |
7,671.99 |
7,671.99 |
8,096.66 |
7,390.09 |
S2 |
7,108.18 |
7,108.18 |
7,957.51 |
|
S3 |
5,590.20 |
6,154.01 |
7,818.37 |
|
S4 |
4,072.22 |
4,636.03 |
7,400.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,580.32 |
8,062.34 |
1,517.98 |
18.4% |
414.47 |
5.0% |
11% |
False |
True |
|
10 |
10,182.40 |
8,062.34 |
2,120.06 |
25.7% |
320.50 |
3.9% |
8% |
False |
True |
|
20 |
10,441.40 |
8,062.34 |
2,379.06 |
28.9% |
240.79 |
2.9% |
7% |
False |
True |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
30.9% |
191.11 |
2.3% |
7% |
False |
True |
|
60 |
10,724.70 |
8,062.34 |
2,662.36 |
32.3% |
176.23 |
2.1% |
7% |
False |
True |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
38.1% |
167.83 |
2.0% |
6% |
False |
True |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
39.9% |
164.63 |
2.0% |
5% |
False |
True |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
39.9% |
174.75 |
2.1% |
5% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,036.71 |
2.618 |
9,422.96 |
1.618 |
9,046.89 |
1.000 |
8,814.48 |
0.618 |
8,670.82 |
HIGH |
8,438.41 |
0.618 |
8,294.75 |
0.500 |
8,250.38 |
0.382 |
8,206.00 |
LOW |
8,062.34 |
0.618 |
7,829.93 |
1.000 |
7,686.27 |
1.618 |
7,453.86 |
2.618 |
7,077.79 |
4.250 |
6,464.04 |
|
|
Fisher Pivots for day following 21-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,250.38 |
8,503.91 |
PP |
8,245.52 |
8,414.54 |
S1 |
8,240.67 |
8,325.18 |
|