Trading Metrics calculated at close of trading on 11-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2002 |
11-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,520.14 |
8,604.27 |
84.13 |
1.0% |
8,659.27 |
High |
8,602.61 |
8,726.90 |
124.29 |
1.4% |
8,659.27 |
Low |
8,502.32 |
8,570.22 |
67.90 |
0.8% |
8,217.05 |
Close |
8,602.61 |
8,581.17 |
-21.44 |
-0.2% |
8,427.20 |
Range |
100.29 |
156.68 |
56.39 |
56.2% |
442.22 |
ATR |
218.15 |
213.76 |
-4.39 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,096.14 |
8,995.33 |
8,667.34 |
|
R3 |
8,939.46 |
8,838.65 |
8,624.26 |
|
R2 |
8,782.78 |
8,782.78 |
8,609.89 |
|
R1 |
8,681.97 |
8,681.97 |
8,595.53 |
8,654.04 |
PP |
8,626.10 |
8,626.10 |
8,626.10 |
8,612.13 |
S1 |
8,525.29 |
8,525.29 |
8,566.81 |
8,497.36 |
S2 |
8,469.42 |
8,469.42 |
8,552.45 |
|
S3 |
8,312.74 |
8,368.61 |
8,538.08 |
|
S4 |
8,156.06 |
8,211.93 |
8,495.00 |
|
|
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 |
8,726.90 |
8,217.05 |
509.85 |
5.9% |
176.18 |
2.1% |
71% |
True |
False |
|
10 |
8,823.99 |
8,217.05 |
606.94 |
7.1% |
194.73 |
2.3% |
60% |
False |
False |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.0% |
200.88 |
2.3% |
42% |
False |
False |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.0% |
249.75 |
2.9% |
68% |
False |
False |
|
60 |
9,733.39 |
7,532.66 |
2,200.73 |
25.6% |
243.13 |
2.8% |
48% |
False |
False |
|
80 |
10,348.90 |
7,532.66 |
2,816.24 |
32.8% |
223.19 |
2.6% |
37% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
32.9% |
209.04 |
2.4% |
37% |
False |
False |
|
120 |
10,502.60 |
7,532.66 |
2,969.94 |
34.6% |
197.57 |
2.3% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,392.79 |
2.618 |
9,137.09 |
1.618 |
8,980.41 |
1.000 |
8,883.58 |
0.618 |
8,823.73 |
HIGH |
8,726.90 |
0.618 |
8,667.05 |
0.500 |
8,648.56 |
0.382 |
8,630.07 |
LOW |
8,570.22 |
0.618 |
8,473.39 |
1.000 |
8,413.54 |
1.618 |
8,316.71 |
2.618 |
8,160.03 |
4.250 |
7,904.33 |
|
|
Fisher Pivots for day following 11-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,648.56 |
8,561.18 |
PP |
8,626.10 |
8,541.18 |
S1 |
8,603.63 |
8,521.19 |
|