Trading Metrics calculated at close of trading on 10-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2002 |
10-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,425.88 |
8,520.14 |
94.26 |
1.1% |
8,659.27 |
High |
8,558.01 |
8,602.61 |
44.60 |
0.5% |
8,659.27 |
Low |
8,315.47 |
8,502.32 |
186.85 |
2.2% |
8,217.05 |
Close |
8,519.38 |
8,602.61 |
83.23 |
1.0% |
8,427.20 |
Range |
242.54 |
100.29 |
-142.25 |
-58.7% |
442.22 |
ATR |
227.22 |
218.15 |
-9.07 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,870.05 |
8,836.62 |
8,657.77 |
|
R3 |
8,769.76 |
8,736.33 |
8,630.19 |
|
R2 |
8,669.47 |
8,669.47 |
8,621.00 |
|
R1 |
8,636.04 |
8,636.04 |
8,611.80 |
8,652.76 |
PP |
8,569.18 |
8,569.18 |
8,569.18 |
8,577.54 |
S1 |
8,535.75 |
8,535.75 |
8,593.42 |
8,552.47 |
S2 |
8,468.89 |
8,468.89 |
8,584.22 |
|
S3 |
8,368.60 |
8,435.46 |
8,575.03 |
|
S4 |
8,268.31 |
8,335.17 |
8,547.45 |
|
|
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 |
8,602.61 |
8,217.05 |
385.56 |
4.5% |
179.28 |
2.1% |
100% |
True |
False |
|
10 |
9,017.02 |
8,217.05 |
799.97 |
9.3% |
202.57 |
2.4% |
48% |
False |
False |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.0% |
206.66 |
2.4% |
45% |
False |
False |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.0% |
251.56 |
2.9% |
69% |
False |
False |
|
60 |
9,733.39 |
7,532.66 |
2,200.73 |
25.6% |
244.04 |
2.8% |
49% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.8% |
222.44 |
2.6% |
38% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
32.8% |
208.06 |
2.4% |
38% |
False |
False |
|
120 |
10,505.70 |
7,532.66 |
2,973.04 |
34.6% |
197.53 |
2.3% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,028.84 |
2.618 |
8,865.17 |
1.618 |
8,764.88 |
1.000 |
8,702.90 |
0.618 |
8,664.59 |
HIGH |
8,602.61 |
0.618 |
8,564.30 |
0.500 |
8,552.47 |
0.382 |
8,540.63 |
LOW |
8,502.32 |
0.618 |
8,440.34 |
1.000 |
8,402.03 |
1.618 |
8,340.05 |
2.618 |
8,239.76 |
4.250 |
8,076.09 |
|
|
Fisher Pivots for day following 10-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,585.90 |
8,551.59 |
PP |
8,569.18 |
8,500.56 |
S1 |
8,552.47 |
8,449.54 |
|