Trading Metrics calculated at close of trading on 24-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2002 |
24-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
7,984.77 |
7,871.23 |
-113.54 |
-1.4% |
8,311.79 |
High |
7,984.77 |
7,871.23 |
-113.54 |
-1.4% |
8,482.34 |
Low |
7,788.42 |
7,666.00 |
-122.42 |
-1.6% |
7,922.07 |
Close |
7,872.15 |
7,683.13 |
-189.02 |
-2.4% |
7,986.02 |
Range |
196.35 |
205.23 |
8.88 |
4.5% |
560.27 |
ATR |
201.82 |
202.13 |
0.31 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,355.81 |
8,224.70 |
7,796.01 |
|
R3 |
8,150.58 |
8,019.47 |
7,739.57 |
|
R2 |
7,945.35 |
7,945.35 |
7,720.76 |
|
R1 |
7,814.24 |
7,814.24 |
7,701.94 |
7,777.18 |
PP |
7,740.12 |
7,740.12 |
7,740.12 |
7,721.59 |
S1 |
7,609.01 |
7,609.01 |
7,664.32 |
7,571.95 |
S2 |
7,534.89 |
7,534.89 |
7,645.50 |
|
S3 |
7,329.66 |
7,403.78 |
7,626.69 |
|
S4 |
7,124.43 |
7,198.55 |
7,570.25 |
|
|
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 |
8,253.53 |
7,666.00 |
587.53 |
7.6% |
185.86 |
2.4% |
3% |
False |
True |
|
10 |
8,726.90 |
7,666.00 |
1,060.90 |
13.8% |
185.44 |
2.4% |
2% |
False |
True |
|
20 |
9,017.02 |
7,666.00 |
1,351.02 |
17.6% |
194.00 |
2.5% |
1% |
False |
True |
|
40 |
9,077.01 |
7,666.00 |
1,411.01 |
18.4% |
213.31 |
2.8% |
1% |
False |
True |
|
60 |
9,410.38 |
7,532.66 |
1,877.72 |
24.4% |
241.15 |
3.1% |
8% |
False |
False |
|
80 |
9,986.49 |
7,532.66 |
2,453.83 |
31.9% |
229.52 |
3.0% |
6% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
36.7% |
212.80 |
2.8% |
5% |
False |
False |
|
120 |
10,394.70 |
7,532.66 |
2,862.04 |
37.3% |
201.93 |
2.6% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,743.46 |
2.618 |
8,408.52 |
1.618 |
8,203.29 |
1.000 |
8,076.46 |
0.618 |
7,998.06 |
HIGH |
7,871.23 |
0.618 |
7,792.83 |
0.500 |
7,768.62 |
0.382 |
7,744.40 |
LOW |
7,666.00 |
0.618 |
7,539.17 |
1.000 |
7,460.77 |
1.618 |
7,333.94 |
2.618 |
7,128.71 |
4.250 |
6,793.77 |
|
|
Fisher Pivots for day following 24-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
7,768.62 |
7,841.69 |
PP |
7,740.12 |
7,788.83 |
S1 |
7,711.63 |
7,735.98 |
|