| Trading Metrics calculated at close of trading on 26-Sep-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2001 |
26-Sep-2001 |
Change |
Change % |
Previous Week |
| Open |
8,605.59 |
8,660.06 |
54.47 |
0.6% |
9,580.32 |
| High |
8,695.54 |
8,718.16 |
22.62 |
0.3% |
9,580.32 |
| Low |
8,506.36 |
8,527.05 |
20.69 |
0.2% |
8,062.34 |
| Close |
8,659.97 |
8,567.39 |
-92.58 |
-1.1% |
8,235.81 |
| Range |
189.18 |
191.11 |
1.93 |
1.0% |
1,517.98 |
| ATR |
256.64 |
251.96 |
-4.68 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,177.53 |
9,063.57 |
8,672.50 |
|
| R3 |
8,986.42 |
8,872.46 |
8,619.95 |
|
| R2 |
8,795.31 |
8,795.31 |
8,602.43 |
|
| R1 |
8,681.35 |
8,681.35 |
8,584.91 |
8,642.78 |
| PP |
8,604.20 |
8,604.20 |
8,604.20 |
8,584.91 |
| S1 |
8,490.24 |
8,490.24 |
8,549.87 |
8,451.67 |
| S2 |
8,413.09 |
8,413.09 |
8,532.35 |
|
| S3 |
8,221.98 |
8,299.13 |
8,514.83 |
|
| S4 |
8,030.87 |
8,108.02 |
8,462.28 |
|
|
| Weekly Pivots for week ending 21-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,180.10 |
12,225.93 |
9,070.70 |
|
| R3 |
11,662.12 |
10,707.95 |
8,653.25 |
|
| R2 |
10,144.14 |
10,144.14 |
8,514.11 |
|
| R1 |
9,189.97 |
9,189.97 |
8,374.96 |
8,908.07 |
| PP |
8,626.16 |
8,626.16 |
8,626.16 |
8,485.20 |
| S1 |
7,671.99 |
7,671.99 |
8,096.66 |
7,390.09 |
| S2 |
7,108.18 |
7,108.18 |
7,957.51 |
|
| S3 |
5,590.20 |
6,154.01 |
7,818.37 |
|
| S4 |
4,072.22 |
4,636.03 |
7,400.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,748.82 |
8,062.34 |
686.48 |
8.0% |
307.31 |
3.6% |
74% |
False |
False |
|
| 10 |
9,842.08 |
8,062.34 |
1,779.74 |
20.8% |
332.17 |
3.9% |
28% |
False |
False |
|
| 20 |
10,441.40 |
8,062.34 |
2,379.06 |
27.8% |
255.01 |
3.0% |
21% |
False |
False |
|
| 40 |
10,609.70 |
8,062.34 |
2,547.36 |
29.7% |
196.78 |
2.3% |
20% |
False |
False |
|
| 60 |
10,679.10 |
8,062.34 |
2,616.76 |
30.5% |
181.58 |
2.1% |
19% |
False |
False |
|
| 80 |
11,196.50 |
8,062.34 |
3,134.16 |
36.6% |
173.24 |
2.0% |
16% |
False |
False |
|
| 100 |
11,350.00 |
8,062.34 |
3,287.66 |
38.4% |
167.98 |
2.0% |
15% |
False |
False |
|
| 120 |
11,350.00 |
8,062.34 |
3,287.66 |
38.4% |
176.41 |
2.1% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,530.38 |
|
2.618 |
9,218.49 |
|
1.618 |
9,027.38 |
|
1.000 |
8,909.27 |
|
0.618 |
8,836.27 |
|
HIGH |
8,718.16 |
|
0.618 |
8,645.16 |
|
0.500 |
8,622.61 |
|
0.382 |
8,600.05 |
|
LOW |
8,527.05 |
|
0.618 |
8,408.94 |
|
1.000 |
8,335.94 |
|
1.618 |
8,217.83 |
|
2.618 |
8,026.72 |
|
4.250 |
7,714.83 |
|
|
| Fisher Pivots for day following 26-Sep-2001 |
| Pivot |
1 day |
3 day |
| R1 |
8,622.61 |
8,538.34 |
| PP |
8,604.20 |
8,509.29 |
| S1 |
8,585.80 |
8,480.24 |
|