Trading Metrics calculated at close of trading on 06-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2002 |
06-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,420.20 |
8,296.46 |
-123.74 |
-1.5% |
8,659.27 |
High |
8,420.20 |
8,474.71 |
54.51 |
0.6% |
8,659.27 |
Low |
8,217.05 |
8,296.46 |
79.41 |
1.0% |
8,217.05 |
Close |
8,283.70 |
8,427.20 |
143.50 |
1.7% |
8,427.20 |
Range |
203.15 |
178.25 |
-24.90 |
-12.3% |
442.22 |
ATR |
228.73 |
226.04 |
-2.69 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,934.21 |
8,858.95 |
8,525.24 |
|
R3 |
8,755.96 |
8,680.70 |
8,476.22 |
|
R2 |
8,577.71 |
8,577.71 |
8,459.88 |
|
R1 |
8,502.45 |
8,502.45 |
8,443.54 |
8,540.08 |
PP |
8,399.46 |
8,399.46 |
8,399.46 |
8,418.27 |
S1 |
8,324.20 |
8,324.20 |
8,410.86 |
8,361.83 |
S2 |
8,221.21 |
8,221.21 |
8,394.52 |
|
S3 |
8,042.96 |
8,145.95 |
8,378.18 |
|
S4 |
7,864.71 |
7,967.70 |
8,329.16 |
|
|
Weekly Pivots for week ending 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,761.17 |
9,536.40 |
8,670.42 |
|
R3 |
9,318.95 |
9,094.18 |
8,548.81 |
|
R2 |
8,876.73 |
8,876.73 |
8,508.27 |
|
R1 |
8,651.96 |
8,651.96 |
8,467.74 |
8,543.24 |
PP |
8,434.51 |
8,434.51 |
8,434.51 |
8,380.14 |
S1 |
8,209.74 |
8,209.74 |
8,386.66 |
8,101.02 |
S2 |
7,992.29 |
7,992.29 |
8,346.13 |
|
S3 |
7,550.07 |
7,767.52 |
8,305.59 |
|
S4 |
7,107.85 |
7,325.30 |
8,183.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,783.35 |
8,217.05 |
566.30 |
6.7% |
217.21 |
2.6% |
37% |
False |
False |
|
10 |
9,051.49 |
8,217.05 |
834.44 |
9.9% |
209.79 |
2.5% |
25% |
False |
False |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.2% |
208.55 |
2.5% |
24% |
False |
False |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.3% |
260.16 |
3.1% |
58% |
False |
False |
|
60 |
9,733.39 |
7,532.66 |
2,200.73 |
26.1% |
244.51 |
2.9% |
41% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
33.5% |
220.82 |
2.6% |
32% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.5% |
208.03 |
2.5% |
32% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.3% |
196.56 |
2.3% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,232.27 |
2.618 |
8,941.37 |
1.618 |
8,763.12 |
1.000 |
8,652.96 |
0.618 |
8,584.87 |
HIGH |
8,474.71 |
0.618 |
8,406.62 |
0.500 |
8,385.59 |
0.382 |
8,364.55 |
LOW |
8,296.46 |
0.618 |
8,186.30 |
1.000 |
8,118.21 |
1.618 |
8,008.05 |
2.618 |
7,829.80 |
4.250 |
7,538.90 |
|
|
Fisher Pivots for day following 06-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,413.33 |
8,400.09 |
PP |
8,399.46 |
8,372.99 |
S1 |
8,385.59 |
8,345.88 |
|