| Trading Metrics calculated at close of trading on 17-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2002 |
17-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
8,311.79 |
8,386.35 |
74.56 |
0.9% |
8,425.88 |
| High |
8,389.26 |
8,482.34 |
93.08 |
1.1% |
8,726.90 |
| Low |
8,257.69 |
8,192.01 |
-65.68 |
-0.8% |
8,247.84 |
| Close |
8,380.18 |
8,207.55 |
-172.63 |
-2.1% |
8,312.69 |
| Range |
131.57 |
290.33 |
158.76 |
120.7% |
479.06 |
| ATR |
202.95 |
209.19 |
6.24 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,164.96 |
8,976.58 |
8,367.23 |
|
| R3 |
8,874.63 |
8,686.25 |
8,287.39 |
|
| R2 |
8,584.30 |
8,584.30 |
8,260.78 |
|
| R1 |
8,395.92 |
8,395.92 |
8,234.16 |
8,344.95 |
| PP |
8,293.97 |
8,293.97 |
8,293.97 |
8,268.48 |
| S1 |
8,105.59 |
8,105.59 |
8,180.94 |
8,054.62 |
| S2 |
8,003.64 |
8,003.64 |
8,154.32 |
|
| S3 |
7,713.31 |
7,815.26 |
8,127.71 |
|
| S4 |
7,422.98 |
7,524.93 |
8,047.87 |
|
|
| 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 |
8,192.01 |
534.89 |
6.5% |
185.01 |
2.3% |
3% |
False |
True |
|
| 10 |
8,726.90 |
8,192.01 |
534.89 |
6.5% |
182.15 |
2.2% |
3% |
False |
True |
|
| 20 |
9,077.01 |
8,192.01 |
885.00 |
10.8% |
192.79 |
2.3% |
2% |
False |
True |
|
| 40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.8% |
236.11 |
2.9% |
44% |
False |
False |
|
| 60 |
9,413.08 |
7,532.66 |
1,880.42 |
22.9% |
245.37 |
3.0% |
36% |
False |
False |
|
| 80 |
10,217.70 |
7,532.66 |
2,685.04 |
32.7% |
225.70 |
2.7% |
25% |
False |
False |
|
| 100 |
10,353.40 |
7,532.66 |
2,820.74 |
34.4% |
211.69 |
2.6% |
24% |
False |
False |
|
| 120 |
10,502.60 |
7,532.66 |
2,969.94 |
36.2% |
199.43 |
2.4% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,716.24 |
|
2.618 |
9,242.42 |
|
1.618 |
8,952.09 |
|
1.000 |
8,772.67 |
|
0.618 |
8,661.76 |
|
HIGH |
8,482.34 |
|
0.618 |
8,371.43 |
|
0.500 |
8,337.18 |
|
0.382 |
8,302.92 |
|
LOW |
8,192.01 |
|
0.618 |
8,012.59 |
|
1.000 |
7,901.68 |
|
1.618 |
7,722.26 |
|
2.618 |
7,431.93 |
|
4.250 |
6,958.11 |
|
|
| Fisher Pivots for day following 17-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,337.18 |
8,337.18 |
| PP |
8,293.97 |
8,293.97 |
| S1 |
8,250.76 |
8,250.76 |
|