Trading Metrics calculated at close of trading on 18-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2002 |
18-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,386.35 |
8,203.07 |
-183.28 |
-2.2% |
8,425.88 |
High |
8,482.34 |
8,253.53 |
-228.81 |
-2.7% |
8,726.90 |
Low |
8,192.01 |
8,051.91 |
-140.10 |
-1.7% |
8,247.84 |
Close |
8,207.55 |
8,172.45 |
-35.10 |
-0.4% |
8,312.69 |
Range |
290.33 |
201.62 |
-88.71 |
-30.6% |
479.06 |
ATR |
209.19 |
208.65 |
-0.54 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,764.16 |
8,669.92 |
8,283.34 |
|
R3 |
8,562.54 |
8,468.30 |
8,227.90 |
|
R2 |
8,360.92 |
8,360.92 |
8,209.41 |
|
R1 |
8,266.68 |
8,266.68 |
8,190.93 |
8,212.99 |
PP |
8,159.30 |
8,159.30 |
8,159.30 |
8,132.45 |
S1 |
8,065.06 |
8,065.06 |
8,153.97 |
8,011.37 |
S2 |
7,957.68 |
7,957.68 |
8,135.49 |
|
S3 |
7,756.06 |
7,863.44 |
8,117.00 |
|
S4 |
7,554.44 |
7,661.82 |
8,061.56 |
|
|
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 |
8,574.94 |
8,051.91 |
523.03 |
6.4% |
193.99 |
2.4% |
23% |
False |
True |
|
10 |
8,726.90 |
8,051.91 |
674.99 |
8.3% |
185.09 |
2.3% |
18% |
False |
True |
|
20 |
9,077.01 |
8,051.91 |
1,025.10 |
12.5% |
194.65 |
2.4% |
12% |
False |
True |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.9% |
235.86 |
2.9% |
41% |
False |
False |
|
60 |
9,413.08 |
7,532.66 |
1,880.42 |
23.0% |
243.96 |
3.0% |
34% |
False |
False |
|
80 |
10,118.50 |
7,532.66 |
2,585.84 |
31.6% |
226.56 |
2.8% |
25% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
34.5% |
211.99 |
2.6% |
23% |
False |
False |
|
120 |
10,402.10 |
7,532.66 |
2,869.44 |
35.1% |
200.29 |
2.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,110.42 |
2.618 |
8,781.37 |
1.618 |
8,579.75 |
1.000 |
8,455.15 |
0.618 |
8,378.13 |
HIGH |
8,253.53 |
0.618 |
8,176.51 |
0.500 |
8,152.72 |
0.382 |
8,128.93 |
LOW |
8,051.91 |
0.618 |
7,927.31 |
1.000 |
7,850.29 |
1.618 |
7,725.69 |
2.618 |
7,524.07 |
4.250 |
7,195.03 |
|
|
Fisher Pivots for day following 18-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,165.87 |
8,267.13 |
PP |
8,159.30 |
8,235.57 |
S1 |
8,152.72 |
8,204.01 |
|