Trading Metrics calculated at close of trading on 20-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2002 |
20-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,170.65 |
7,945.93 |
-224.72 |
-2.8% |
8,311.79 |
High |
8,170.65 |
8,017.37 |
-153.28 |
-1.9% |
8,482.34 |
Low |
7,939.83 |
7,922.07 |
-17.76 |
-0.2% |
7,922.07 |
Close |
7,942.39 |
7,986.02 |
43.63 |
0.5% |
7,986.02 |
Range |
230.82 |
95.30 |
-135.52 |
-58.7% |
560.27 |
ATR |
210.36 |
202.14 |
-8.22 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,261.05 |
8,218.84 |
8,038.44 |
|
R3 |
8,165.75 |
8,123.54 |
8,012.23 |
|
R2 |
8,070.45 |
8,070.45 |
8,003.49 |
|
R1 |
8,028.24 |
8,028.24 |
7,994.76 |
8,049.35 |
PP |
7,975.15 |
7,975.15 |
7,975.15 |
7,985.71 |
S1 |
7,932.94 |
7,932.94 |
7,977.28 |
7,954.05 |
S2 |
7,879.85 |
7,879.85 |
7,968.55 |
|
S3 |
7,784.55 |
7,837.64 |
7,959.81 |
|
S4 |
7,689.25 |
7,742.34 |
7,933.61 |
|
|
Weekly Pivots for week ending 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,810.95 |
9,458.76 |
8,294.17 |
|
R3 |
9,250.68 |
8,898.49 |
8,140.09 |
|
R2 |
8,690.41 |
8,690.41 |
8,088.74 |
|
R1 |
8,338.22 |
8,338.22 |
8,037.38 |
8,234.18 |
PP |
8,130.14 |
8,130.14 |
8,130.14 |
8,078.13 |
S1 |
7,777.95 |
7,777.95 |
7,934.66 |
7,673.91 |
S2 |
7,569.87 |
7,569.87 |
7,883.30 |
|
S3 |
7,009.60 |
7,217.68 |
7,831.95 |
|
S4 |
6,449.33 |
6,657.41 |
7,677.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,482.34 |
7,922.07 |
560.27 |
7.0% |
189.93 |
2.4% |
11% |
False |
True |
|
10 |
8,726.90 |
7,922.07 |
804.83 |
10.1% |
179.56 |
2.2% |
8% |
False |
True |
|
20 |
9,051.49 |
7,922.07 |
1,129.42 |
14.1% |
194.67 |
2.4% |
6% |
False |
True |
|
40 |
9,077.01 |
7,922.07 |
1,154.94 |
14.5% |
218.19 |
2.7% |
6% |
False |
True |
|
60 |
9,410.38 |
7,532.66 |
1,877.72 |
23.5% |
240.46 |
3.0% |
24% |
False |
False |
|
80 |
10,042.30 |
7,532.66 |
2,509.64 |
31.4% |
227.86 |
2.9% |
18% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
35.3% |
212.12 |
2.7% |
16% |
False |
False |
|
120 |
10,394.70 |
7,532.66 |
2,862.04 |
35.8% |
201.12 |
2.5% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,422.40 |
2.618 |
8,266.87 |
1.618 |
8,171.57 |
1.000 |
8,112.67 |
0.618 |
8,076.27 |
HIGH |
8,017.37 |
0.618 |
7,980.97 |
0.500 |
7,969.72 |
0.382 |
7,958.47 |
LOW |
7,922.07 |
0.618 |
7,863.17 |
1.000 |
7,826.77 |
1.618 |
7,767.87 |
2.618 |
7,672.57 |
4.250 |
7,517.05 |
|
|
Fisher Pivots for day following 20-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
7,980.59 |
8,087.80 |
PP |
7,975.15 |
8,053.87 |
S1 |
7,969.72 |
8,019.95 |
|