Trading Metrics calculated at close of trading on 26-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2002 |
26-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
7,687.16 |
7,844.62 |
157.46 |
2.0% |
8,311.79 |
High |
7,891.28 |
8,012.42 |
121.14 |
1.5% |
8,482.34 |
Low |
7,665.66 |
7,844.62 |
178.96 |
2.3% |
7,922.07 |
Close |
7,841.82 |
7,997.12 |
155.30 |
2.0% |
7,986.02 |
Range |
225.62 |
167.80 |
-57.82 |
-25.6% |
560.27 |
ATR |
203.81 |
201.43 |
-2.37 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,454.79 |
8,393.75 |
8,089.41 |
|
R3 |
8,286.99 |
8,225.95 |
8,043.27 |
|
R2 |
8,119.19 |
8,119.19 |
8,027.88 |
|
R1 |
8,058.15 |
8,058.15 |
8,012.50 |
8,088.67 |
PP |
7,951.39 |
7,951.39 |
7,951.39 |
7,966.65 |
S1 |
7,890.35 |
7,890.35 |
7,981.74 |
7,920.87 |
S2 |
7,783.59 |
7,783.59 |
7,966.36 |
|
S3 |
7,615.79 |
7,722.55 |
7,950.98 |
|
S4 |
7,447.99 |
7,554.75 |
7,904.83 |
|
|
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 |
8,017.37 |
7,665.66 |
351.71 |
4.4% |
178.06 |
2.2% |
94% |
False |
False |
|
10 |
8,482.34 |
7,665.66 |
816.68 |
10.2% |
187.52 |
2.3% |
41% |
False |
False |
|
20 |
8,783.35 |
7,665.66 |
1,117.69 |
14.0% |
193.03 |
2.4% |
30% |
False |
False |
|
40 |
9,077.01 |
7,665.66 |
1,411.35 |
17.6% |
212.60 |
2.7% |
23% |
False |
False |
|
60 |
9,410.38 |
7,532.66 |
1,877.72 |
23.5% |
241.11 |
3.0% |
25% |
False |
False |
|
80 |
9,802.55 |
7,532.66 |
2,269.89 |
28.4% |
229.08 |
2.9% |
20% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
35.3% |
213.09 |
2.7% |
16% |
False |
False |
|
120 |
10,394.70 |
7,532.66 |
2,862.04 |
35.8% |
203.07 |
2.5% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,725.57 |
2.618 |
8,451.72 |
1.618 |
8,283.92 |
1.000 |
8,180.22 |
0.618 |
8,116.12 |
HIGH |
8,012.42 |
0.618 |
7,948.32 |
0.500 |
7,928.52 |
0.382 |
7,908.72 |
LOW |
7,844.62 |
0.618 |
7,740.92 |
1.000 |
7,676.82 |
1.618 |
7,573.12 |
2.618 |
7,405.32 |
4.250 |
7,131.47 |
|
|
Fisher Pivots for day following 26-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
7,974.25 |
7,944.43 |
PP |
7,951.39 |
7,891.73 |
S1 |
7,928.52 |
7,839.04 |
|