Trading Metrics calculated at close of trading on 09-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2001 |
09-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,728.57 |
1,680.88 |
-47.69 |
-2.8% |
1,831.42 |
High |
1,729.57 |
1,712.08 |
-17.49 |
-1.0% |
1,864.20 |
Low |
1,666.62 |
1,669.23 |
2.61 |
0.2% |
1,666.62 |
Close |
1,668.59 |
1,697.05 |
28.46 |
1.7% |
1,668.59 |
Range |
62.95 |
42.85 |
-20.10 |
-31.9% |
197.58 |
ATR |
68.81 |
67.01 |
-1.81 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.34 |
1,802.04 |
1,720.62 |
|
R3 |
1,778.49 |
1,759.19 |
1,708.83 |
|
R2 |
1,735.64 |
1,735.64 |
1,704.91 |
|
R1 |
1,716.34 |
1,716.34 |
1,700.98 |
1,725.99 |
PP |
1,692.79 |
1,692.79 |
1,692.79 |
1,697.61 |
S1 |
1,673.49 |
1,673.49 |
1,693.12 |
1,683.14 |
S2 |
1,649.94 |
1,649.94 |
1,689.19 |
|
S3 |
1,607.09 |
1,630.64 |
1,685.27 |
|
S4 |
1,564.24 |
1,587.79 |
1,673.48 |
|
|
Weekly Pivots for week ending 06-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,325.88 |
2,194.81 |
1,777.26 |
|
R3 |
2,128.30 |
1,997.23 |
1,722.92 |
|
R2 |
1,930.72 |
1,930.72 |
1,704.81 |
|
R1 |
1,799.65 |
1,799.65 |
1,686.70 |
1,766.40 |
PP |
1,733.14 |
1,733.14 |
1,733.14 |
1,716.51 |
S1 |
1,602.07 |
1,602.07 |
1,650.48 |
1,568.82 |
S2 |
1,535.56 |
1,535.56 |
1,632.37 |
|
S3 |
1,337.98 |
1,404.49 |
1,614.26 |
|
S4 |
1,140.40 |
1,206.91 |
1,559.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,864.20 |
1,666.62 |
197.58 |
11.6% |
50.04 |
2.9% |
15% |
False |
False |
|
10 |
1,865.39 |
1,666.62 |
198.77 |
11.7% |
52.26 |
3.1% |
15% |
False |
False |
|
20 |
1,885.17 |
1,655.26 |
229.91 |
13.5% |
62.48 |
3.7% |
18% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
24.7% |
66.56 |
3.9% |
10% |
False |
False |
|
60 |
2,073.98 |
1,603.99 |
469.99 |
27.7% |
72.78 |
4.3% |
20% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
42.7% |
76.80 |
4.5% |
48% |
False |
False |
|
100 |
2,423.65 |
1,348.52 |
1,075.13 |
63.4% |
81.17 |
4.8% |
32% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
83.9% |
84.80 |
5.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.19 |
2.618 |
1,824.26 |
1.618 |
1,781.41 |
1.000 |
1,754.93 |
0.618 |
1,738.56 |
HIGH |
1,712.08 |
0.618 |
1,695.71 |
0.500 |
1,690.66 |
0.382 |
1,685.60 |
LOW |
1,669.23 |
0.618 |
1,642.75 |
1.000 |
1,626.38 |
1.618 |
1,599.90 |
2.618 |
1,557.05 |
4.250 |
1,487.12 |
|
|
Fisher Pivots for day following 09-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,694.92 |
1,739.44 |
PP |
1,692.79 |
1,725.31 |
S1 |
1,690.66 |
1,711.18 |
|