| Trading Metrics calculated at close of trading on 28-Sep-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2001 |
28-Sep-2001 |
Change |
Change % |
Previous Week |
| Open |
1,137.49 |
1,158.07 |
20.58 |
1.8% |
1,166.72 |
| High |
1,153.33 |
1,255.94 |
102.61 |
8.9% |
1,255.94 |
| Low |
1,101.39 |
1,145.76 |
44.37 |
4.0% |
1,101.39 |
| Close |
1,144.27 |
1,168.37 |
24.10 |
2.1% |
1,168.37 |
| Range |
51.94 |
110.18 |
58.24 |
112.1% |
154.55 |
| ATR |
62.59 |
66.09 |
3.51 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.56 |
1,454.65 |
1,228.97 |
|
| R3 |
1,410.38 |
1,344.47 |
1,198.67 |
|
| R2 |
1,300.20 |
1,300.20 |
1,188.57 |
|
| R1 |
1,234.29 |
1,234.29 |
1,178.47 |
1,267.25 |
| PP |
1,190.02 |
1,190.02 |
1,190.02 |
1,206.50 |
| S1 |
1,124.11 |
1,124.11 |
1,158.27 |
1,157.07 |
| S2 |
1,079.84 |
1,079.84 |
1,148.17 |
|
| S3 |
969.66 |
1,013.93 |
1,138.07 |
|
| S4 |
859.48 |
903.75 |
1,107.77 |
|
|
| Weekly Pivots for week ending 28-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.88 |
1,558.18 |
1,253.37 |
|
| R3 |
1,484.33 |
1,403.63 |
1,210.87 |
|
| R2 |
1,329.78 |
1,329.78 |
1,196.70 |
|
| R1 |
1,249.08 |
1,249.08 |
1,182.54 |
1,289.43 |
| PP |
1,175.23 |
1,175.23 |
1,175.23 |
1,195.41 |
| S1 |
1,094.53 |
1,094.53 |
1,154.20 |
1,134.88 |
| S2 |
1,020.68 |
1,020.68 |
1,140.04 |
|
| S3 |
866.13 |
939.98 |
1,125.87 |
|
| S4 |
711.58 |
785.43 |
1,083.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.94 |
1,101.39 |
154.55 |
13.2% |
65.18 |
5.6% |
43% |
True |
False |
|
| 10 |
1,310.23 |
1,088.96 |
221.27 |
18.9% |
66.92 |
5.7% |
36% |
False |
False |
|
| 20 |
1,601.97 |
1,088.96 |
513.01 |
43.9% |
60.39 |
5.2% |
15% |
False |
False |
|
| 40 |
1,766.58 |
1,088.96 |
677.62 |
58.0% |
54.12 |
4.6% |
12% |
False |
False |
|
| 60 |
1,865.39 |
1,088.96 |
776.43 |
66.5% |
55.46 |
4.7% |
10% |
False |
False |
|
| 80 |
1,963.83 |
1,088.96 |
874.87 |
74.9% |
58.27 |
5.0% |
9% |
False |
False |
|
| 100 |
2,073.98 |
1,088.96 |
985.02 |
84.3% |
61.14 |
5.2% |
8% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
84.3% |
65.42 |
5.6% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.21 |
|
2.618 |
1,544.39 |
|
1.618 |
1,434.21 |
|
1.000 |
1,366.12 |
|
0.618 |
1,324.03 |
|
HIGH |
1,255.94 |
|
0.618 |
1,213.85 |
|
0.500 |
1,200.85 |
|
0.382 |
1,187.85 |
|
LOW |
1,145.76 |
|
0.618 |
1,077.67 |
|
1.000 |
1,035.58 |
|
1.618 |
967.49 |
|
2.618 |
857.31 |
|
4.250 |
677.50 |
|
|
| Fisher Pivots for day following 28-Sep-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.85 |
1,178.67 |
| PP |
1,190.02 |
1,175.23 |
| S1 |
1,179.20 |
1,171.80 |
|