Trading Metrics calculated at close of trading on 16-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2002 |
16-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,377.68 |
8,311.79 |
-65.89 |
-0.8% |
8,425.88 |
High |
8,378.44 |
8,389.26 |
10.82 |
0.1% |
8,726.90 |
Low |
8,247.84 |
8,257.69 |
9.85 |
0.1% |
8,247.84 |
Close |
8,312.69 |
8,380.18 |
67.49 |
0.8% |
8,312.69 |
Range |
130.60 |
131.57 |
0.97 |
0.7% |
479.06 |
ATR |
208.44 |
202.95 |
-5.49 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,737.09 |
8,690.20 |
8,452.54 |
|
R3 |
8,605.52 |
8,558.63 |
8,416.36 |
|
R2 |
8,473.95 |
8,473.95 |
8,404.30 |
|
R1 |
8,427.06 |
8,427.06 |
8,392.24 |
8,450.51 |
PP |
8,342.38 |
8,342.38 |
8,342.38 |
8,354.10 |
S1 |
8,295.49 |
8,295.49 |
8,368.12 |
8,318.94 |
S2 |
8,210.81 |
8,210.81 |
8,356.06 |
|
S3 |
8,079.24 |
8,163.92 |
8,344.00 |
|
S4 |
7,947.67 |
8,032.35 |
8,307.82 |
|
|
Weekly Pivots for week ending 13-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,866.32 |
9,568.57 |
8,576.17 |
|
R3 |
9,387.26 |
9,089.51 |
8,444.43 |
|
R2 |
8,908.20 |
8,908.20 |
8,400.52 |
|
R1 |
8,610.45 |
8,610.45 |
8,356.60 |
8,519.80 |
PP |
8,429.14 |
8,429.14 |
8,429.14 |
8,383.82 |
S1 |
8,131.39 |
8,131.39 |
8,268.78 |
8,040.74 |
S2 |
7,950.08 |
7,950.08 |
8,224.86 |
|
S3 |
7,471.02 |
7,652.33 |
8,180.95 |
|
S4 |
6,991.96 |
7,173.27 |
8,049.21 |
|
|
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 |
8,247.84 |
479.06 |
5.7% |
147.00 |
1.8% |
28% |
False |
False |
|
10 |
8,726.90 |
8,217.05 |
509.85 |
6.1% |
188.61 |
2.3% |
32% |
False |
False |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.3% |
190.30 |
2.3% |
19% |
False |
False |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.4% |
238.51 |
2.8% |
55% |
False |
False |
|
60 |
9,430.66 |
7,532.66 |
1,898.00 |
22.6% |
244.03 |
2.9% |
45% |
False |
False |
|
80 |
10,217.70 |
7,532.66 |
2,685.04 |
32.0% |
223.69 |
2.7% |
32% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.7% |
209.92 |
2.5% |
30% |
False |
False |
|
120 |
10,502.60 |
7,532.66 |
2,969.94 |
35.4% |
197.98 |
2.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,948.43 |
2.618 |
8,733.71 |
1.618 |
8,602.14 |
1.000 |
8,520.83 |
0.618 |
8,470.57 |
HIGH |
8,389.26 |
0.618 |
8,339.00 |
0.500 |
8,323.48 |
0.382 |
8,307.95 |
LOW |
8,257.69 |
0.618 |
8,176.38 |
1.000 |
8,126.12 |
1.618 |
8,044.81 |
2.618 |
7,913.24 |
4.250 |
7,698.52 |
|
|
Fisher Pivots for day following 16-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,361.28 |
8,411.39 |
PP |
8,342.38 |
8,400.99 |
S1 |
8,323.48 |
8,390.58 |
|