| Trading Metrics calculated at close of trading on 09-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2002 |
09-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
8,296.46 |
8,425.88 |
129.42 |
1.6% |
8,659.27 |
| High |
8,474.71 |
8,558.01 |
83.30 |
1.0% |
8,659.27 |
| Low |
8,296.46 |
8,315.47 |
19.01 |
0.2% |
8,217.05 |
| Close |
8,427.20 |
8,519.38 |
92.18 |
1.1% |
8,427.20 |
| Range |
178.25 |
242.54 |
64.29 |
36.1% |
442.22 |
| ATR |
226.04 |
227.22 |
1.18 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,191.91 |
9,098.18 |
8,652.78 |
|
| R3 |
8,949.37 |
8,855.64 |
8,586.08 |
|
| R2 |
8,706.83 |
8,706.83 |
8,563.85 |
|
| R1 |
8,613.10 |
8,613.10 |
8,541.61 |
8,659.97 |
| PP |
8,464.29 |
8,464.29 |
8,464.29 |
8,487.72 |
| S1 |
8,370.56 |
8,370.56 |
8,497.15 |
8,417.43 |
| S2 |
8,221.75 |
8,221.75 |
8,474.91 |
|
| S3 |
7,979.21 |
8,128.02 |
8,452.68 |
|
| S4 |
7,736.67 |
7,885.48 |
8,385.98 |
|
|
| Weekly Pivots for week ending 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,761.17 |
9,536.40 |
8,670.42 |
|
| R3 |
9,318.95 |
9,094.18 |
8,548.81 |
|
| R2 |
8,876.73 |
8,876.73 |
8,508.27 |
|
| R1 |
8,651.96 |
8,651.96 |
8,467.74 |
8,543.24 |
| PP |
8,434.51 |
8,434.51 |
8,434.51 |
8,380.14 |
| S1 |
8,209.74 |
8,209.74 |
8,386.66 |
8,101.02 |
| S2 |
7,992.29 |
7,992.29 |
8,346.13 |
|
| S3 |
7,550.07 |
7,767.52 |
8,305.59 |
|
| S4 |
7,107.85 |
7,325.30 |
8,183.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,659.27 |
8,217.05 |
442.22 |
5.2% |
230.22 |
2.7% |
68% |
False |
False |
|
| 10 |
9,017.02 |
8,217.05 |
799.97 |
9.4% |
211.89 |
2.5% |
38% |
False |
False |
|
| 20 |
9,077.01 |
8,217.05 |
859.96 |
10.1% |
209.65 |
2.5% |
35% |
False |
False |
|
| 40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.1% |
259.98 |
3.1% |
64% |
False |
False |
|
| 60 |
9,733.39 |
7,532.66 |
2,200.73 |
25.8% |
246.33 |
2.9% |
45% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
33.1% |
222.28 |
2.6% |
35% |
False |
False |
|
| 100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.1% |
209.07 |
2.5% |
35% |
False |
False |
|
| 120 |
10,627.00 |
7,532.66 |
3,094.34 |
36.3% |
197.78 |
2.3% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,588.81 |
|
2.618 |
9,192.98 |
|
1.618 |
8,950.44 |
|
1.000 |
8,800.55 |
|
0.618 |
8,707.90 |
|
HIGH |
8,558.01 |
|
0.618 |
8,465.36 |
|
0.500 |
8,436.74 |
|
0.382 |
8,408.12 |
|
LOW |
8,315.47 |
|
0.618 |
8,165.58 |
|
1.000 |
8,072.93 |
|
1.618 |
7,923.04 |
|
2.618 |
7,680.50 |
|
4.250 |
7,284.68 |
|
|
| Fisher Pivots for day following 09-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,491.83 |
8,475.43 |
| PP |
8,464.29 |
8,431.48 |
| S1 |
8,436.74 |
8,387.53 |
|