Trading Metrics calculated at close of trading on 28-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2001 |
28-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
8,567.46 |
8,679.07 |
111.61 |
1.3% |
8,242.32 |
High |
8,681.42 |
8,856.55 |
175.13 |
2.0% |
8,856.55 |
Low |
8,471.97 |
8,679.00 |
207.03 |
2.4% |
8,242.32 |
Close |
8,681.42 |
8,847.56 |
166.14 |
1.9% |
8,847.56 |
Range |
209.45 |
177.55 |
-31.90 |
-15.2% |
614.23 |
ATR |
248.93 |
243.83 |
-5.10 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,327.02 |
9,264.84 |
8,945.21 |
|
R3 |
9,149.47 |
9,087.29 |
8,896.39 |
|
R2 |
8,971.92 |
8,971.92 |
8,880.11 |
|
R1 |
8,909.74 |
8,909.74 |
8,863.84 |
8,940.83 |
PP |
8,794.37 |
8,794.37 |
8,794.37 |
8,809.92 |
S1 |
8,732.19 |
8,732.19 |
8,831.28 |
8,763.28 |
S2 |
8,616.82 |
8,616.82 |
8,815.01 |
|
S3 |
8,439.27 |
8,554.64 |
8,798.73 |
|
S4 |
8,261.72 |
8,377.09 |
8,749.91 |
|
|
Weekly Pivots for week ending 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,491.50 |
10,283.76 |
9,185.39 |
|
R3 |
9,877.27 |
9,669.53 |
9,016.47 |
|
R2 |
9,263.04 |
9,263.04 |
8,960.17 |
|
R1 |
9,055.30 |
9,055.30 |
8,903.86 |
9,159.17 |
PP |
8,648.81 |
8,648.81 |
8,648.81 |
8,700.75 |
S1 |
8,441.07 |
8,441.07 |
8,791.26 |
8,544.94 |
S2 |
8,034.58 |
8,034.58 |
8,734.95 |
|
S3 |
7,420.35 |
7,826.84 |
8,678.65 |
|
S4 |
6,806.12 |
7,212.61 |
8,509.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,856.55 |
8,242.32 |
614.23 |
6.9% |
234.87 |
2.7% |
99% |
True |
False |
|
10 |
9,580.32 |
8,062.34 |
1,517.98 |
17.2% |
324.67 |
3.7% |
52% |
False |
False |
|
20 |
10,441.40 |
8,062.34 |
2,379.06 |
26.9% |
259.85 |
2.9% |
33% |
False |
False |
|
40 |
10,609.70 |
8,062.34 |
2,547.36 |
28.8% |
199.96 |
2.3% |
31% |
False |
False |
|
60 |
10,679.10 |
8,062.34 |
2,616.76 |
29.6% |
182.66 |
2.1% |
30% |
False |
False |
|
80 |
11,196.50 |
8,062.34 |
3,134.16 |
35.4% |
174.45 |
2.0% |
25% |
False |
False |
|
100 |
11,350.00 |
8,062.34 |
3,287.66 |
37.2% |
168.75 |
1.9% |
24% |
False |
False |
|
120 |
11,350.00 |
8,062.34 |
3,287.66 |
37.2% |
174.35 |
2.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,611.14 |
2.618 |
9,321.38 |
1.618 |
9,143.83 |
1.000 |
9,034.10 |
0.618 |
8,966.28 |
HIGH |
8,856.55 |
0.618 |
8,788.73 |
0.500 |
8,767.78 |
0.382 |
8,746.82 |
LOW |
8,679.00 |
0.618 |
8,569.27 |
1.000 |
8,501.45 |
1.618 |
8,391.72 |
2.618 |
8,214.17 |
4.250 |
7,924.41 |
|
|
Fisher Pivots for day following 28-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
8,820.97 |
8,786.46 |
PP |
8,794.37 |
8,725.36 |
S1 |
8,767.78 |
8,664.26 |
|