Trading Metrics calculated at close of trading on 27-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2002 |
27-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
7,844.62 |
7,996.01 |
151.39 |
1.9% |
7,984.77 |
High |
8,012.42 |
7,996.01 |
-16.41 |
-0.2% |
8,012.42 |
Low |
7,844.62 |
7,694.72 |
-149.90 |
-1.9% |
7,665.66 |
Close |
7,997.12 |
7,701.45 |
-295.67 |
-3.7% |
7,701.45 |
Range |
167.80 |
301.29 |
133.49 |
79.6% |
346.76 |
ATR |
201.43 |
208.65 |
7.21 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,701.26 |
8,502.65 |
7,867.16 |
|
R3 |
8,399.97 |
8,201.36 |
7,784.30 |
|
R2 |
8,098.68 |
8,098.68 |
7,756.69 |
|
R1 |
7,900.07 |
7,900.07 |
7,729.07 |
7,848.73 |
PP |
7,797.39 |
7,797.39 |
7,797.39 |
7,771.73 |
S1 |
7,598.78 |
7,598.78 |
7,673.83 |
7,547.44 |
S2 |
7,496.10 |
7,496.10 |
7,646.21 |
|
S3 |
7,194.81 |
7,297.49 |
7,618.60 |
|
S4 |
6,893.52 |
6,996.20 |
7,535.74 |
|
|
Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,833.46 |
8,614.21 |
7,892.17 |
|
R3 |
8,486.70 |
8,267.45 |
7,796.81 |
|
R2 |
8,139.94 |
8,139.94 |
7,765.02 |
|
R1 |
7,920.69 |
7,920.69 |
7,733.24 |
7,856.94 |
PP |
7,793.18 |
7,793.18 |
7,793.18 |
7,761.30 |
S1 |
7,573.93 |
7,573.93 |
7,669.66 |
7,510.18 |
S2 |
7,446.42 |
7,446.42 |
7,637.88 |
|
S3 |
7,099.66 |
7,227.17 |
7,606.09 |
|
S4 |
6,752.90 |
6,880.41 |
7,510.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,012.42 |
7,665.66 |
346.76 |
4.5% |
219.26 |
2.8% |
10% |
False |
False |
|
10 |
8,482.34 |
7,665.66 |
816.68 |
10.6% |
204.59 |
2.7% |
4% |
False |
False |
|
20 |
8,783.35 |
7,665.66 |
1,117.69 |
14.5% |
198.90 |
2.6% |
3% |
False |
False |
|
40 |
9,077.01 |
7,665.66 |
1,411.35 |
18.3% |
213.77 |
2.8% |
3% |
False |
False |
|
60 |
9,410.38 |
7,532.66 |
1,877.72 |
24.4% |
243.25 |
3.2% |
9% |
False |
False |
|
80 |
9,802.55 |
7,532.66 |
2,269.89 |
29.5% |
231.44 |
3.0% |
7% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
36.6% |
215.02 |
2.8% |
6% |
False |
False |
|
120 |
10,394.70 |
7,532.66 |
2,862.04 |
37.2% |
204.72 |
2.7% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,276.49 |
2.618 |
8,784.79 |
1.618 |
8,483.50 |
1.000 |
8,297.30 |
0.618 |
8,182.21 |
HIGH |
7,996.01 |
0.618 |
7,880.92 |
0.500 |
7,845.37 |
0.382 |
7,809.81 |
LOW |
7,694.72 |
0.618 |
7,508.52 |
1.000 |
7,393.43 |
1.618 |
7,207.23 |
2.618 |
6,905.94 |
4.250 |
6,414.24 |
|
|
Fisher Pivots for day following 27-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
7,845.37 |
7,839.04 |
PP |
7,797.39 |
7,793.18 |
S1 |
7,749.42 |
7,747.31 |
|