| 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 |
891.02 |
866.09 |
-24.93 |
-2.8% |
860.99 |
| High |
897.45 |
891.12 |
-6.33 |
-0.7% |
897.45 |
| Low |
860.81 |
859.60 |
-1.21 |
-0.1% |
830.21 |
| Close |
873.74 |
860.35 |
-13.39 |
-1.5% |
860.35 |
| Range |
36.64 |
31.52 |
-5.12 |
-14.0% |
67.24 |
| ATR |
34.39 |
34.18 |
-0.20 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.92 |
944.15 |
877.69 |
|
| R3 |
933.40 |
912.63 |
869.02 |
|
| R2 |
901.88 |
901.88 |
866.13 |
|
| R1 |
881.11 |
881.11 |
863.24 |
875.74 |
| PP |
870.36 |
870.36 |
870.36 |
867.67 |
| S1 |
849.59 |
849.59 |
857.46 |
844.22 |
| S2 |
838.84 |
838.84 |
854.57 |
|
| S3 |
807.32 |
818.07 |
851.68 |
|
| S4 |
775.80 |
786.55 |
843.01 |
|
|
| Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,064.39 |
1,029.61 |
897.33 |
|
| R3 |
997.15 |
962.37 |
878.84 |
|
| R2 |
929.91 |
929.91 |
872.68 |
|
| R1 |
895.13 |
895.13 |
866.51 |
878.90 |
| PP |
862.67 |
862.67 |
862.67 |
854.56 |
| S1 |
827.89 |
827.89 |
854.19 |
811.66 |
| S2 |
795.43 |
795.43 |
848.02 |
|
| S3 |
728.19 |
760.65 |
841.86 |
|
| S4 |
660.95 |
693.41 |
823.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
897.45 |
830.21 |
67.24 |
7.8% |
32.47 |
3.8% |
45% |
False |
False |
|
| 10 |
932.91 |
830.21 |
102.70 |
11.9% |
29.29 |
3.4% |
29% |
False |
False |
|
| 20 |
978.46 |
830.21 |
148.25 |
17.2% |
27.52 |
3.2% |
20% |
False |
False |
|
| 40 |
1,052.49 |
830.21 |
222.28 |
25.8% |
33.17 |
3.9% |
14% |
False |
False |
|
| 60 |
1,066.28 |
830.21 |
236.07 |
27.4% |
37.98 |
4.4% |
13% |
False |
False |
|
| 80 |
1,185.29 |
830.21 |
355.08 |
41.3% |
39.10 |
4.5% |
8% |
False |
False |
|
| 100 |
1,350.54 |
830.21 |
520.33 |
60.5% |
39.61 |
4.6% |
6% |
False |
False |
|
| 120 |
1,426.01 |
830.21 |
595.80 |
69.3% |
39.52 |
4.6% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,025.08 |
|
2.618 |
973.64 |
|
1.618 |
942.12 |
|
1.000 |
922.64 |
|
0.618 |
910.60 |
|
HIGH |
891.12 |
|
0.618 |
879.08 |
|
0.500 |
875.36 |
|
0.382 |
871.64 |
|
LOW |
859.60 |
|
0.618 |
840.12 |
|
1.000 |
828.08 |
|
1.618 |
808.60 |
|
2.618 |
777.08 |
|
4.250 |
725.64 |
|
|
| Fisher Pivots for day following 27-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
875.36 |
873.37 |
| PP |
870.36 |
869.03 |
| S1 |
865.35 |
864.69 |
|