Trading Metrics calculated at close of trading on 25-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2001 |
25-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,242.32 |
8,605.59 |
363.27 |
4.4% |
9,580.32 |
High |
8,649.39 |
8,695.54 |
46.15 |
0.5% |
9,580.32 |
Low |
8,242.32 |
8,506.36 |
264.04 |
3.2% |
8,062.34 |
Close |
8,603.86 |
8,659.97 |
56.11 |
0.7% |
8,235.81 |
Range |
407.07 |
189.18 |
-217.89 |
-53.5% |
1,517.98 |
ATR |
261.83 |
256.64 |
-5.19 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,188.16 |
9,113.25 |
8,764.02 |
|
R3 |
8,998.98 |
8,924.07 |
8,711.99 |
|
R2 |
8,809.80 |
8,809.80 |
8,694.65 |
|
R1 |
8,734.89 |
8,734.89 |
8,677.31 |
8,772.35 |
PP |
8,620.62 |
8,620.62 |
8,620.62 |
8,639.35 |
S1 |
8,545.71 |
8,545.71 |
8,642.63 |
8,583.17 |
S2 |
8,431.44 |
8,431.44 |
8,625.29 |
|
S3 |
8,242.26 |
8,356.53 |
8,607.95 |
|
S4 |
8,053.08 |
8,167.35 |
8,555.92 |
|
|
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 |
8,945.47 |
8,062.34 |
883.13 |
10.2% |
362.14 |
4.2% |
68% |
False |
False |
|
10 |
10,028.40 |
8,062.34 |
1,966.06 |
22.7% |
333.29 |
3.8% |
30% |
False |
False |
|
20 |
10,441.40 |
8,062.34 |
2,379.06 |
27.5% |
253.98 |
2.9% |
25% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
29.4% |
196.12 |
2.3% |
23% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
30.2% |
180.72 |
2.1% |
23% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
36.2% |
172.05 |
2.0% |
19% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
38.0% |
168.01 |
1.9% |
18% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
38.0% |
176.04 |
2.0% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,499.56 |
2.618 |
9,190.81 |
1.618 |
9,001.63 |
1.000 |
8,884.72 |
0.618 |
8,812.45 |
HIGH |
8,695.54 |
0.618 |
8,623.27 |
0.500 |
8,600.95 |
0.382 |
8,578.63 |
LOW |
8,506.36 |
0.618 |
8,389.45 |
1.000 |
8,317.18 |
1.618 |
8,200.27 |
2.618 |
8,011.09 |
4.250 |
7,702.35 |
|
|
Fisher Pivots for day following 25-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,640.30 |
8,566.29 |
PP |
8,620.62 |
8,472.62 |
S1 |
8,600.95 |
8,378.94 |
|