Trading Metrics calculated at close of trading on 24-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2001 |
24-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,356.56 |
8,242.32 |
-114.24 |
-1.4% |
9,580.32 |
High |
8,438.41 |
8,649.39 |
210.98 |
2.5% |
9,580.32 |
Low |
8,062.34 |
8,242.32 |
179.98 |
2.2% |
8,062.34 |
Close |
8,235.81 |
8,603.86 |
368.05 |
4.5% |
8,235.81 |
Range |
376.07 |
407.07 |
31.00 |
8.2% |
1,517.98 |
ATR |
250.16 |
261.83 |
11.67 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,719.73 |
9,568.87 |
8,827.75 |
|
R3 |
9,312.66 |
9,161.80 |
8,715.80 |
|
R2 |
8,905.59 |
8,905.59 |
8,678.49 |
|
R1 |
8,754.73 |
8,754.73 |
8,641.17 |
8,830.16 |
PP |
8,498.52 |
8,498.52 |
8,498.52 |
8,536.24 |
S1 |
8,347.66 |
8,347.66 |
8,566.55 |
8,423.09 |
S2 |
8,091.45 |
8,091.45 |
8,529.23 |
|
S3 |
7,684.38 |
7,940.59 |
8,491.92 |
|
S4 |
7,277.31 |
7,533.52 |
8,379.97 |
|
|
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 |
9,022.06 |
8,062.34 |
959.72 |
11.2% |
356.50 |
4.1% |
56% |
False |
False |
|
10 |
10,066.70 |
8,062.34 |
2,004.36 |
23.3% |
332.45 |
3.9% |
27% |
False |
False |
|
20 |
10,441.40 |
8,062.34 |
2,379.06 |
27.7% |
255.66 |
3.0% |
23% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
29.6% |
196.89 |
2.3% |
21% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
30.4% |
180.50 |
2.1% |
21% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
36.4% |
171.31 |
2.0% |
17% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
38.2% |
167.26 |
1.9% |
16% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
38.2% |
176.09 |
2.0% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,379.44 |
2.618 |
9,715.10 |
1.618 |
9,308.03 |
1.000 |
9,056.46 |
0.618 |
8,900.96 |
HIGH |
8,649.39 |
0.618 |
8,493.89 |
0.500 |
8,445.86 |
0.382 |
8,397.82 |
LOW |
8,242.32 |
0.618 |
7,990.75 |
1.000 |
7,835.25 |
1.618 |
7,583.68 |
2.618 |
7,176.61 |
4.250 |
6,512.27 |
|
|
Fisher Pivots for day following 24-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,551.19 |
8,537.77 |
PP |
8,498.52 |
8,471.67 |
S1 |
8,445.86 |
8,405.58 |
|