| Trading Metrics calculated at close of trading on 25-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2002 |
25-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
7,871.23 |
7,687.16 |
-184.07 |
-2.3% |
8,311.79 |
| High |
7,871.23 |
7,891.28 |
20.05 |
0.3% |
8,482.34 |
| Low |
7,666.00 |
7,665.66 |
-0.34 |
0.0% |
7,922.07 |
| Close |
7,683.13 |
7,841.82 |
158.69 |
2.1% |
7,986.02 |
| Range |
205.23 |
225.62 |
20.39 |
9.9% |
560.27 |
| ATR |
202.13 |
203.81 |
1.68 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,476.45 |
8,384.75 |
7,965.91 |
|
| R3 |
8,250.83 |
8,159.13 |
7,903.87 |
|
| R2 |
8,025.21 |
8,025.21 |
7,883.18 |
|
| R1 |
7,933.51 |
7,933.51 |
7,862.50 |
7,979.36 |
| PP |
7,799.59 |
7,799.59 |
7,799.59 |
7,822.51 |
| S1 |
7,707.89 |
7,707.89 |
7,821.14 |
7,753.74 |
| S2 |
7,573.97 |
7,573.97 |
7,800.46 |
|
| S3 |
7,348.35 |
7,482.27 |
7,779.77 |
|
| S4 |
7,122.73 |
7,256.65 |
7,717.73 |
|
|
| Weekly Pivots for week ending 20-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,810.95 |
9,458.76 |
8,294.17 |
|
| R3 |
9,250.68 |
8,898.49 |
8,140.09 |
|
| R2 |
8,690.41 |
8,690.41 |
8,088.74 |
|
| R1 |
8,338.22 |
8,338.22 |
8,037.38 |
8,234.18 |
| PP |
8,130.14 |
8,130.14 |
8,130.14 |
8,078.13 |
| S1 |
7,777.95 |
7,777.95 |
7,934.66 |
7,673.91 |
| S2 |
7,569.87 |
7,569.87 |
7,883.30 |
|
| S3 |
7,009.60 |
7,217.68 |
7,831.95 |
|
| S4 |
6,449.33 |
6,657.41 |
7,677.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,170.65 |
7,665.66 |
504.99 |
6.4% |
190.66 |
2.4% |
35% |
False |
True |
|
| 10 |
8,574.94 |
7,665.66 |
909.28 |
11.6% |
192.33 |
2.5% |
19% |
False |
True |
|
| 20 |
8,823.99 |
7,665.66 |
1,158.33 |
14.8% |
193.53 |
2.5% |
15% |
False |
True |
|
| 40 |
9,077.01 |
7,665.66 |
1,411.35 |
18.0% |
213.40 |
2.7% |
12% |
False |
True |
|
| 60 |
9,410.38 |
7,532.66 |
1,877.72 |
23.9% |
241.24 |
3.1% |
16% |
False |
False |
|
| 80 |
9,802.55 |
7,532.66 |
2,269.89 |
28.9% |
228.81 |
2.9% |
14% |
False |
False |
|
| 100 |
10,353.40 |
7,532.66 |
2,820.74 |
36.0% |
213.58 |
2.7% |
11% |
False |
False |
|
| 120 |
10,394.70 |
7,532.66 |
2,862.04 |
36.5% |
202.82 |
2.6% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,850.17 |
|
2.618 |
8,481.95 |
|
1.618 |
8,256.33 |
|
1.000 |
8,116.90 |
|
0.618 |
8,030.71 |
|
HIGH |
7,891.28 |
|
0.618 |
7,805.09 |
|
0.500 |
7,778.47 |
|
0.382 |
7,751.85 |
|
LOW |
7,665.66 |
|
0.618 |
7,526.23 |
|
1.000 |
7,440.04 |
|
1.618 |
7,300.61 |
|
2.618 |
7,074.99 |
|
4.250 |
6,706.78 |
|
|
| Fisher Pivots for day following 25-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
7,820.70 |
7,836.29 |
| PP |
7,799.59 |
7,830.75 |
| S1 |
7,778.47 |
7,825.22 |
|