| Trading Metrics calculated at close of trading on 10-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2002 |
10-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
913.68 |
934.43 |
20.75 |
2.3% |
928.50 |
| High |
939.24 |
951.46 |
12.22 |
1.3% |
932.96 |
| Low |
901.13 |
930.19 |
29.06 |
3.2% |
882.85 |
| Close |
932.23 |
947.72 |
15.49 |
1.7% |
922.22 |
| Range |
38.11 |
21.27 |
-16.84 |
-44.2% |
50.11 |
| ATR |
40.39 |
39.03 |
-1.37 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.93 |
998.60 |
959.42 |
|
| R3 |
985.66 |
977.33 |
953.57 |
|
| R2 |
964.39 |
964.39 |
951.62 |
|
| R1 |
956.06 |
956.06 |
949.67 |
960.23 |
| PP |
943.12 |
943.12 |
943.12 |
945.21 |
| S1 |
934.79 |
934.79 |
945.77 |
938.96 |
| S2 |
921.85 |
921.85 |
943.82 |
|
| S3 |
900.58 |
913.52 |
941.87 |
|
| S4 |
879.31 |
892.25 |
936.02 |
|
|
| Weekly Pivots for week ending 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,063.01 |
1,042.72 |
949.78 |
|
| R3 |
1,012.90 |
992.61 |
936.00 |
|
| R2 |
962.79 |
962.79 |
931.41 |
|
| R1 |
942.50 |
942.50 |
926.81 |
927.59 |
| PP |
912.68 |
912.68 |
912.68 |
905.22 |
| S1 |
892.39 |
892.39 |
917.63 |
877.48 |
| S2 |
862.57 |
862.57 |
913.03 |
|
| S3 |
812.46 |
842.28 |
908.44 |
|
| S4 |
762.35 |
792.17 |
894.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951.46 |
882.85 |
68.61 |
7.2% |
26.01 |
2.7% |
95% |
True |
False |
|
| 10 |
1,021.66 |
882.85 |
138.81 |
14.6% |
30.66 |
3.2% |
47% |
False |
False |
|
| 20 |
1,052.49 |
882.85 |
169.64 |
17.9% |
33.72 |
3.6% |
38% |
False |
False |
|
| 40 |
1,060.77 |
856.35 |
204.42 |
21.6% |
39.33 |
4.1% |
45% |
False |
False |
|
| 60 |
1,163.46 |
856.35 |
307.11 |
32.4% |
41.15 |
4.3% |
30% |
False |
False |
|
| 80 |
1,342.43 |
856.35 |
486.08 |
51.3% |
40.58 |
4.3% |
19% |
False |
False |
|
| 100 |
1,408.31 |
856.35 |
551.96 |
58.2% |
41.29 |
4.4% |
17% |
False |
False |
|
| 120 |
1,491.31 |
856.35 |
634.96 |
67.0% |
40.89 |
4.3% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,041.86 |
|
2.618 |
1,007.14 |
|
1.618 |
985.87 |
|
1.000 |
972.73 |
|
0.618 |
964.60 |
|
HIGH |
951.46 |
|
0.618 |
943.33 |
|
0.500 |
940.83 |
|
0.382 |
938.32 |
|
LOW |
930.19 |
|
0.618 |
917.05 |
|
1.000 |
908.92 |
|
1.618 |
895.78 |
|
2.618 |
874.51 |
|
4.250 |
839.79 |
|
|
| Fisher Pivots for day following 10-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
945.42 |
940.58 |
| PP |
943.12 |
933.44 |
| S1 |
940.83 |
926.30 |
|