Trading Metrics calculated at close of trading on 31-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2001 |
31-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
1,148.60 |
1,128.21 |
-20.39 |
-1.8% |
1,184.41 |
High |
1,151.75 |
1,141.83 |
-9.92 |
-0.9% |
1,186.85 |
Low |
1,124.87 |
1,126.38 |
1.51 |
0.1% |
1,124.87 |
Close |
1,129.03 |
1,133.58 |
4.55 |
0.4% |
1,133.58 |
Range |
26.88 |
15.45 |
-11.43 |
-42.5% |
61.98 |
ATR |
17.27 |
17.14 |
-0.13 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.28 |
1,172.38 |
1,142.08 |
|
R3 |
1,164.83 |
1,156.93 |
1,137.83 |
|
R2 |
1,149.38 |
1,149.38 |
1,136.41 |
|
R1 |
1,141.48 |
1,141.48 |
1,135.00 |
1,145.43 |
PP |
1,133.93 |
1,133.93 |
1,133.93 |
1,135.91 |
S1 |
1,126.03 |
1,126.03 |
1,132.16 |
1,129.98 |
S2 |
1,118.48 |
1,118.48 |
1,130.75 |
|
S3 |
1,103.03 |
1,110.58 |
1,129.33 |
|
S4 |
1,087.58 |
1,095.13 |
1,125.08 |
|
|
Weekly Pivots for week ending 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.37 |
1,295.96 |
1,167.67 |
|
R3 |
1,272.39 |
1,233.98 |
1,150.62 |
|
R2 |
1,210.41 |
1,210.41 |
1,144.94 |
|
R1 |
1,172.00 |
1,172.00 |
1,139.26 |
1,160.22 |
PP |
1,148.43 |
1,148.43 |
1,148.43 |
1,142.54 |
S1 |
1,110.02 |
1,110.02 |
1,127.90 |
1,098.24 |
S2 |
1,086.45 |
1,086.45 |
1,122.22 |
|
S3 |
1,024.47 |
1,048.04 |
1,116.54 |
|
S4 |
962.49 |
986.06 |
1,099.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,186.85 |
1,124.87 |
61.98 |
5.5% |
17.84 |
1.6% |
14% |
False |
False |
|
10 |
1,186.85 |
1,124.87 |
61.98 |
5.5% |
16.94 |
1.5% |
14% |
False |
False |
|
20 |
1,211.90 |
1,124.87 |
87.03 |
7.7% |
16.46 |
1.5% |
10% |
False |
False |
|
40 |
1,226.27 |
1,124.87 |
101.40 |
8.9% |
16.90 |
1.5% |
9% |
False |
False |
|
60 |
1,277.11 |
1,124.87 |
152.24 |
13.4% |
17.19 |
1.5% |
6% |
False |
False |
|
80 |
1,315.93 |
1,124.87 |
191.06 |
16.9% |
17.04 |
1.5% |
5% |
False |
False |
|
100 |
1,315.93 |
1,124.87 |
191.06 |
16.9% |
18.26 |
1.6% |
5% |
False |
False |
|
120 |
1,315.93 |
1,081.19 |
234.74 |
20.7% |
20.35 |
1.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.49 |
2.618 |
1,182.28 |
1.618 |
1,166.83 |
1.000 |
1,157.28 |
0.618 |
1,151.38 |
HIGH |
1,141.83 |
0.618 |
1,135.93 |
0.500 |
1,134.11 |
0.382 |
1,132.28 |
LOW |
1,126.38 |
0.618 |
1,116.83 |
1.000 |
1,110.93 |
1.618 |
1,101.38 |
2.618 |
1,085.93 |
4.250 |
1,060.72 |
|
|
Fisher Pivots for day following 31-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
1,134.11 |
1,145.92 |
PP |
1,133.93 |
1,141.81 |
S1 |
1,133.76 |
1,137.69 |
|