Trading Metrics calculated at close of trading on 23-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2002 |
23-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
7,945.93 |
7,984.77 |
38.84 |
0.5% |
8,311.79 |
High |
8,017.37 |
7,984.77 |
-32.60 |
-0.4% |
8,482.34 |
Low |
7,922.07 |
7,788.42 |
-133.65 |
-1.7% |
7,922.07 |
Close |
7,986.02 |
7,872.15 |
-113.87 |
-1.4% |
7,986.02 |
Range |
95.30 |
196.35 |
101.05 |
106.0% |
560.27 |
ATR |
202.14 |
201.82 |
-0.32 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,470.83 |
8,367.84 |
7,980.14 |
|
R3 |
8,274.48 |
8,171.49 |
7,926.15 |
|
R2 |
8,078.13 |
8,078.13 |
7,908.15 |
|
R1 |
7,975.14 |
7,975.14 |
7,890.15 |
7,928.46 |
PP |
7,881.78 |
7,881.78 |
7,881.78 |
7,858.44 |
S1 |
7,778.79 |
7,778.79 |
7,854.15 |
7,732.11 |
S2 |
7,685.43 |
7,685.43 |
7,836.15 |
|
S3 |
7,489.08 |
7,582.44 |
7,818.15 |
|
S4 |
7,292.73 |
7,386.09 |
7,764.16 |
|
|
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 |
7,788.42 |
693.92 |
8.8% |
202.88 |
2.6% |
12% |
False |
True |
|
10 |
8,726.90 |
7,788.42 |
938.48 |
11.9% |
174.94 |
2.2% |
9% |
False |
True |
|
20 |
9,017.02 |
7,788.42 |
1,228.60 |
15.6% |
193.41 |
2.5% |
7% |
False |
True |
|
40 |
9,077.01 |
7,788.42 |
1,288.59 |
16.4% |
219.27 |
2.8% |
6% |
False |
True |
|
60 |
9,410.38 |
7,532.66 |
1,877.72 |
23.9% |
239.82 |
3.0% |
18% |
False |
False |
|
80 |
10,042.30 |
7,532.66 |
2,509.64 |
31.9% |
228.55 |
2.9% |
14% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
35.8% |
211.53 |
2.7% |
12% |
False |
False |
|
120 |
10,394.70 |
7,532.66 |
2,862.04 |
36.4% |
201.09 |
2.6% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,819.26 |
2.618 |
8,498.81 |
1.618 |
8,302.46 |
1.000 |
8,181.12 |
0.618 |
8,106.11 |
HIGH |
7,984.77 |
0.618 |
7,909.76 |
0.500 |
7,886.60 |
0.382 |
7,863.43 |
LOW |
7,788.42 |
0.618 |
7,667.08 |
1.000 |
7,592.07 |
1.618 |
7,470.73 |
2.618 |
7,274.38 |
4.250 |
6,953.93 |
|
|
Fisher Pivots for day following 23-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
7,886.60 |
7,979.54 |
PP |
7,881.78 |
7,943.74 |
S1 |
7,876.97 |
7,907.95 |
|