Trading Metrics calculated at close of trading on 27-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2001 |
27-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,660.06 |
8,567.46 |
-92.60 |
-1.1% |
9,580.32 |
High |
8,718.16 |
8,681.42 |
-36.74 |
-0.4% |
9,580.32 |
Low |
8,527.05 |
8,471.97 |
-55.08 |
-0.6% |
8,062.34 |
Close |
8,567.39 |
8,681.42 |
114.03 |
1.3% |
8,235.81 |
Range |
191.11 |
209.45 |
18.34 |
9.6% |
1,517.98 |
ATR |
251.96 |
248.93 |
-3.04 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,239.95 |
9,170.14 |
8,796.62 |
|
R3 |
9,030.50 |
8,960.69 |
8,739.02 |
|
R2 |
8,821.05 |
8,821.05 |
8,719.82 |
|
R1 |
8,751.24 |
8,751.24 |
8,700.62 |
8,786.15 |
PP |
8,611.60 |
8,611.60 |
8,611.60 |
8,629.06 |
S1 |
8,541.79 |
8,541.79 |
8,662.22 |
8,576.70 |
S2 |
8,402.15 |
8,402.15 |
8,643.02 |
|
S3 |
8,192.70 |
8,332.34 |
8,623.82 |
|
S4 |
7,983.25 |
8,122.89 |
8,566.22 |
|
|
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 |
8,718.16 |
8,062.34 |
655.82 |
7.6% |
274.58 |
3.2% |
94% |
False |
False |
|
10 |
9,671.80 |
8,062.34 |
1,609.46 |
18.5% |
324.74 |
3.7% |
38% |
False |
False |
|
20 |
10,441.40 |
8,062.34 |
2,379.06 |
27.4% |
261.82 |
3.0% |
26% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
29.3% |
197.65 |
2.3% |
24% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
30.1% |
183.02 |
2.1% |
24% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
36.1% |
173.65 |
2.0% |
20% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
37.9% |
168.34 |
1.9% |
19% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
37.9% |
175.76 |
2.0% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,571.58 |
2.618 |
9,229.76 |
1.618 |
9,020.31 |
1.000 |
8,890.87 |
0.618 |
8,810.86 |
HIGH |
8,681.42 |
0.618 |
8,601.41 |
0.500 |
8,576.70 |
0.382 |
8,551.98 |
LOW |
8,471.97 |
0.618 |
8,342.53 |
1.000 |
8,262.52 |
1.618 |
8,133.08 |
2.618 |
7,923.63 |
4.250 |
7,581.81 |
|
|
Fisher Pivots for day following 27-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,646.51 |
8,652.64 |
PP |
8,611.60 |
8,623.85 |
S1 |
8,576.70 |
8,595.07 |
|