| Trading Metrics calculated at close of trading on 19-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2002 |
19-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
8,203.07 |
8,170.65 |
-32.42 |
-0.4% |
8,425.88 |
| High |
8,253.53 |
8,170.65 |
-82.88 |
-1.0% |
8,726.90 |
| Low |
8,051.91 |
7,939.83 |
-112.08 |
-1.4% |
8,247.84 |
| Close |
8,172.45 |
7,942.39 |
-230.06 |
-2.8% |
8,312.69 |
| Range |
201.62 |
230.82 |
29.20 |
14.5% |
479.06 |
| ATR |
208.65 |
210.36 |
1.71 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,710.08 |
8,557.06 |
8,069.34 |
|
| R3 |
8,479.26 |
8,326.24 |
8,005.87 |
|
| R2 |
8,248.44 |
8,248.44 |
7,984.71 |
|
| R1 |
8,095.42 |
8,095.42 |
7,963.55 |
8,056.52 |
| PP |
8,017.62 |
8,017.62 |
8,017.62 |
7,998.18 |
| S1 |
7,864.60 |
7,864.60 |
7,921.23 |
7,825.70 |
| S2 |
7,786.80 |
7,786.80 |
7,900.07 |
|
| S3 |
7,555.98 |
7,633.78 |
7,878.91 |
|
| S4 |
7,325.16 |
7,402.96 |
7,815.44 |
|
|
| 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 |
8,482.34 |
7,939.83 |
542.51 |
6.8% |
196.99 |
2.5% |
0% |
False |
True |
|
| 10 |
8,726.90 |
7,939.83 |
787.07 |
9.9% |
187.86 |
2.4% |
0% |
False |
True |
|
| 20 |
9,077.01 |
7,939.83 |
1,137.18 |
14.3% |
197.41 |
2.5% |
0% |
False |
True |
|
| 40 |
9,077.01 |
7,939.83 |
1,137.18 |
14.3% |
224.90 |
2.8% |
0% |
False |
True |
|
| 60 |
9,410.38 |
7,532.66 |
1,877.72 |
23.6% |
242.78 |
3.1% |
22% |
False |
False |
|
| 80 |
10,042.30 |
7,532.66 |
2,509.64 |
31.6% |
227.49 |
2.9% |
16% |
False |
False |
|
| 100 |
10,353.40 |
7,532.66 |
2,820.74 |
35.5% |
213.04 |
2.7% |
15% |
False |
False |
|
| 120 |
10,394.70 |
7,532.66 |
2,862.04 |
36.0% |
201.06 |
2.5% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,151.64 |
|
2.618 |
8,774.94 |
|
1.618 |
8,544.12 |
|
1.000 |
8,401.47 |
|
0.618 |
8,313.30 |
|
HIGH |
8,170.65 |
|
0.618 |
8,082.48 |
|
0.500 |
8,055.24 |
|
0.382 |
8,028.00 |
|
LOW |
7,939.83 |
|
0.618 |
7,797.18 |
|
1.000 |
7,709.01 |
|
1.618 |
7,566.36 |
|
2.618 |
7,335.54 |
|
4.250 |
6,958.85 |
|
|
| Fisher Pivots for day following 19-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,055.24 |
8,211.09 |
| PP |
8,017.62 |
8,121.52 |
| S1 |
7,980.01 |
8,031.96 |
|