| Trading Metrics calculated at close of trading on 13-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2002 |
13-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
8,574.94 |
8,377.68 |
-197.26 |
-2.3% |
8,425.88 |
| High |
8,574.94 |
8,378.44 |
-196.50 |
-2.3% |
8,726.90 |
| Low |
8,359.09 |
8,247.84 |
-111.25 |
-1.3% |
8,247.84 |
| Close |
8,379.41 |
8,312.69 |
-66.72 |
-0.8% |
8,312.69 |
| Range |
215.85 |
130.60 |
-85.25 |
-39.5% |
479.06 |
| ATR |
214.35 |
208.44 |
-5.91 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.79 |
8,639.34 |
8,384.52 |
|
| R3 |
8,574.19 |
8,508.74 |
8,348.61 |
|
| R2 |
8,443.59 |
8,443.59 |
8,336.63 |
|
| R1 |
8,378.14 |
8,378.14 |
8,324.66 |
8,345.57 |
| PP |
8,312.99 |
8,312.99 |
8,312.99 |
8,296.70 |
| S1 |
8,247.54 |
8,247.54 |
8,300.72 |
8,214.97 |
| S2 |
8,182.39 |
8,182.39 |
8,288.75 |
|
| S3 |
8,051.79 |
8,116.94 |
8,276.78 |
|
| S4 |
7,921.19 |
7,986.34 |
8,240.86 |
|
|
| Weekly Pivots for week ending 13-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,866.32 |
9,568.57 |
8,576.17 |
|
| R3 |
9,387.26 |
9,089.51 |
8,444.43 |
|
| R2 |
8,908.20 |
8,908.20 |
8,400.52 |
|
| R1 |
8,610.45 |
8,610.45 |
8,356.60 |
8,519.80 |
| PP |
8,429.14 |
8,429.14 |
8,429.14 |
8,383.82 |
| S1 |
8,131.39 |
8,131.39 |
8,268.78 |
8,040.74 |
| S2 |
7,950.08 |
7,950.08 |
8,224.86 |
|
| S3 |
7,471.02 |
7,652.33 |
8,180.95 |
|
| S4 |
6,991.96 |
7,173.27 |
8,049.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,726.90 |
8,247.84 |
479.06 |
5.8% |
169.19 |
2.0% |
14% |
False |
True |
|
| 10 |
8,783.35 |
8,217.05 |
566.30 |
6.8% |
193.20 |
2.3% |
17% |
False |
False |
|
| 20 |
9,077.01 |
8,217.05 |
859.96 |
10.3% |
190.13 |
2.3% |
11% |
False |
False |
|
| 40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.6% |
246.21 |
3.0% |
51% |
False |
False |
|
| 60 |
9,573.89 |
7,532.66 |
2,041.23 |
24.6% |
244.31 |
2.9% |
38% |
False |
False |
|
| 80 |
10,217.70 |
7,532.66 |
2,685.04 |
32.3% |
223.22 |
2.7% |
29% |
False |
False |
|
| 100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.9% |
209.96 |
2.5% |
28% |
False |
False |
|
| 120 |
10,502.60 |
7,532.66 |
2,969.94 |
35.7% |
198.18 |
2.4% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,933.49 |
|
2.618 |
8,720.35 |
|
1.618 |
8,589.75 |
|
1.000 |
8,509.04 |
|
0.618 |
8,459.15 |
|
HIGH |
8,378.44 |
|
0.618 |
8,328.55 |
|
0.500 |
8,313.14 |
|
0.382 |
8,297.73 |
|
LOW |
8,247.84 |
|
0.618 |
8,167.13 |
|
1.000 |
8,117.24 |
|
1.618 |
8,036.53 |
|
2.618 |
7,905.93 |
|
4.250 |
7,692.79 |
|
|
| Fisher Pivots for day following 13-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,313.14 |
8,487.37 |
| PP |
8,312.99 |
8,429.14 |
| S1 |
8,312.84 |
8,370.92 |
|