Trading Metrics calculated at close of trading on 10-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2001 |
10-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,680.88 |
1,718.81 |
37.93 |
2.3% |
1,831.42 |
High |
1,712.08 |
1,719.32 |
7.24 |
0.4% |
1,864.20 |
Low |
1,669.23 |
1,624.80 |
-44.43 |
-2.7% |
1,666.62 |
Close |
1,697.05 |
1,624.95 |
-72.10 |
-4.2% |
1,668.59 |
Range |
42.85 |
94.52 |
51.67 |
120.6% |
197.58 |
ATR |
67.01 |
68.97 |
1.97 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.92 |
1,876.95 |
1,676.94 |
|
R3 |
1,845.40 |
1,782.43 |
1,650.94 |
|
R2 |
1,750.88 |
1,750.88 |
1,642.28 |
|
R1 |
1,687.91 |
1,687.91 |
1,633.61 |
1,672.14 |
PP |
1,656.36 |
1,656.36 |
1,656.36 |
1,648.47 |
S1 |
1,593.39 |
1,593.39 |
1,616.29 |
1,577.62 |
S2 |
1,561.84 |
1,561.84 |
1,607.62 |
|
S3 |
1,467.32 |
1,498.87 |
1,598.96 |
|
S4 |
1,372.80 |
1,404.35 |
1,572.96 |
|
|
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 |
1,832.01 |
1,624.80 |
207.21 |
12.8% |
59.13 |
3.6% |
0% |
False |
True |
|
10 |
1,865.39 |
1,624.80 |
240.59 |
14.8% |
57.45 |
3.5% |
0% |
False |
True |
|
20 |
1,875.29 |
1,624.80 |
250.49 |
15.4% |
64.27 |
4.0% |
0% |
False |
True |
|
40 |
2,073.98 |
1,624.80 |
449.18 |
27.6% |
67.66 |
4.2% |
0% |
False |
True |
|
60 |
2,073.98 |
1,603.99 |
469.99 |
28.9% |
72.54 |
4.5% |
4% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
44.6% |
76.53 |
4.7% |
38% |
False |
False |
|
100 |
2,423.65 |
1,348.52 |
1,075.13 |
66.2% |
80.78 |
5.0% |
26% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
87.6% |
84.84 |
5.2% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,121.03 |
2.618 |
1,966.77 |
1.618 |
1,872.25 |
1.000 |
1,813.84 |
0.618 |
1,777.73 |
HIGH |
1,719.32 |
0.618 |
1,683.21 |
0.500 |
1,672.06 |
0.382 |
1,660.91 |
LOW |
1,624.80 |
0.618 |
1,566.39 |
1.000 |
1,530.28 |
1.618 |
1,471.87 |
2.618 |
1,377.35 |
4.250 |
1,223.09 |
|
|
Fisher Pivots for day following 10-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,672.06 |
1,677.19 |
PP |
1,656.36 |
1,659.77 |
S1 |
1,640.65 |
1,642.36 |
|