| Trading Metrics calculated at close of trading on 20-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2002 |
20-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
875.77 |
876.75 |
0.98 |
0.1% |
919.10 |
| High |
889.24 |
879.87 |
-9.37 |
-1.1% |
932.91 |
| Low |
865.87 |
864.13 |
-1.74 |
-0.2% |
864.13 |
| Close |
865.93 |
871.60 |
5.67 |
0.7% |
871.60 |
| Range |
23.37 |
15.74 |
-7.63 |
-32.6% |
68.78 |
| ATR |
35.17 |
33.78 |
-1.39 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.09 |
911.08 |
880.26 |
|
| R3 |
903.35 |
895.34 |
875.93 |
|
| R2 |
887.61 |
887.61 |
874.49 |
|
| R1 |
879.60 |
879.60 |
873.04 |
875.74 |
| PP |
871.87 |
871.87 |
871.87 |
869.93 |
| S1 |
863.86 |
863.86 |
870.16 |
860.00 |
| S2 |
856.13 |
856.13 |
868.71 |
|
| S3 |
840.39 |
848.12 |
867.27 |
|
| S4 |
824.65 |
832.38 |
862.94 |
|
|
| Weekly Pivots for week ending 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,095.89 |
1,052.52 |
909.43 |
|
| R3 |
1,027.11 |
983.74 |
890.51 |
|
| R2 |
958.33 |
958.33 |
884.21 |
|
| R1 |
914.96 |
914.96 |
877.90 |
902.26 |
| PP |
889.55 |
889.55 |
889.55 |
883.19 |
| S1 |
846.18 |
846.18 |
865.30 |
833.48 |
| S2 |
820.77 |
820.77 |
858.99 |
|
| S3 |
751.99 |
777.40 |
852.69 |
|
| S4 |
683.21 |
708.62 |
833.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
932.91 |
864.13 |
68.78 |
7.9% |
26.11 |
3.0% |
11% |
False |
True |
|
| 10 |
978.46 |
864.13 |
114.33 |
13.1% |
26.45 |
3.0% |
7% |
False |
True |
|
| 20 |
1,036.66 |
864.13 |
172.53 |
19.8% |
28.67 |
3.3% |
4% |
False |
True |
|
| 40 |
1,052.49 |
856.35 |
196.14 |
22.5% |
33.87 |
3.9% |
8% |
False |
False |
|
| 60 |
1,074.73 |
856.35 |
218.38 |
25.1% |
38.66 |
4.4% |
7% |
False |
False |
|
| 80 |
1,246.34 |
856.35 |
389.99 |
44.7% |
39.53 |
4.5% |
4% |
False |
False |
|
| 100 |
1,350.54 |
856.35 |
494.19 |
56.7% |
40.22 |
4.6% |
3% |
False |
False |
|
| 120 |
1,426.01 |
856.35 |
569.66 |
65.4% |
40.06 |
4.6% |
3% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946.77 |
|
2.618 |
921.08 |
|
1.618 |
905.34 |
|
1.000 |
895.61 |
|
0.618 |
889.60 |
|
HIGH |
879.87 |
|
0.618 |
873.86 |
|
0.500 |
872.00 |
|
0.382 |
870.14 |
|
LOW |
864.13 |
|
0.618 |
854.40 |
|
1.000 |
848.39 |
|
1.618 |
838.66 |
|
2.618 |
822.92 |
|
4.250 |
797.24 |
|
|
| Fisher Pivots for day following 20-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
872.00 |
885.09 |
| PP |
871.87 |
880.59 |
| S1 |
871.73 |
876.10 |
|