Trading Metrics calculated at close of trading on 12-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2002 |
12-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,604.27 |
8,574.94 |
-29.33 |
-0.3% |
8,659.27 |
High |
8,726.90 |
8,574.94 |
-151.96 |
-1.7% |
8,659.27 |
Low |
8,570.22 |
8,359.09 |
-211.13 |
-2.5% |
8,217.05 |
Close |
8,581.17 |
8,379.41 |
-201.76 |
-2.4% |
8,427.20 |
Range |
156.68 |
215.85 |
59.17 |
37.8% |
442.22 |
ATR |
213.76 |
214.35 |
0.59 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,085.36 |
8,948.24 |
8,498.13 |
|
R3 |
8,869.51 |
8,732.39 |
8,438.77 |
|
R2 |
8,653.66 |
8,653.66 |
8,418.98 |
|
R1 |
8,516.54 |
8,516.54 |
8,399.20 |
8,477.18 |
PP |
8,437.81 |
8,437.81 |
8,437.81 |
8,418.13 |
S1 |
8,300.69 |
8,300.69 |
8,359.62 |
8,261.33 |
S2 |
8,221.96 |
8,221.96 |
8,339.84 |
|
S3 |
8,006.11 |
8,084.84 |
8,320.05 |
|
S4 |
7,790.26 |
7,868.99 |
8,260.69 |
|
|
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 |
8,296.46 |
430.44 |
5.1% |
178.72 |
2.1% |
19% |
False |
False |
|
10 |
8,783.35 |
8,217.05 |
566.30 |
6.8% |
198.54 |
2.4% |
29% |
False |
False |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.3% |
191.91 |
2.3% |
19% |
False |
False |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.4% |
248.38 |
3.0% |
55% |
False |
False |
|
60 |
9,733.39 |
7,532.66 |
2,200.73 |
26.3% |
245.31 |
2.9% |
38% |
False |
False |
|
80 |
10,293.00 |
7,532.66 |
2,760.34 |
32.9% |
224.17 |
2.7% |
31% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.7% |
209.73 |
2.5% |
30% |
False |
False |
|
120 |
10,502.60 |
7,532.66 |
2,969.94 |
35.4% |
198.50 |
2.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,492.30 |
2.618 |
9,140.04 |
1.618 |
8,924.19 |
1.000 |
8,790.79 |
0.618 |
8,708.34 |
HIGH |
8,574.94 |
0.618 |
8,492.49 |
0.500 |
8,467.02 |
0.382 |
8,441.54 |
LOW |
8,359.09 |
0.618 |
8,225.69 |
1.000 |
8,143.24 |
1.618 |
8,009.84 |
2.618 |
7,793.99 |
4.250 |
7,441.73 |
|
|
Fisher Pivots for day following 12-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,467.02 |
8,543.00 |
PP |
8,437.81 |
8,488.47 |
S1 |
8,408.61 |
8,433.94 |
|