Day Change Summary |
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Previous |
Current |
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10-Jul-2001 |
11-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,718.81 |
1,617.51 |
-101.30 |
-5.9% |
1,831.42 |
High |
1,719.32 |
1,646.83 |
-72.49 |
-4.2% |
1,864.20 |
Low |
1,624.80 |
1,600.19 |
-24.61 |
-1.5% |
1,666.62 |
Close |
1,624.95 |
1,641.56 |
16.61 |
1.0% |
1,668.59 |
Range |
94.52 |
46.64 |
-47.88 |
-50.7% |
197.58 |
ATR |
68.97 |
67.38 |
-1.60 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.45 |
1,752.14 |
1,667.21 |
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R3 |
1,722.81 |
1,705.50 |
1,654.39 |
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R2 |
1,676.17 |
1,676.17 |
1,650.11 |
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R1 |
1,658.86 |
1,658.86 |
1,645.84 |
1,667.52 |
PP |
1,629.53 |
1,629.53 |
1,629.53 |
1,633.85 |
S1 |
1,612.22 |
1,612.22 |
1,637.28 |
1,620.88 |
S2 |
1,582.89 |
1,582.89 |
1,633.01 |
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S3 |
1,536.25 |
1,565.58 |
1,628.73 |
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S4 |
1,489.61 |
1,518.94 |
1,615.91 |
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Weekly Pivots for week ending 06-Jul-2001 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,325.88 |
2,194.81 |
1,777.26 |
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R3 |
2,128.30 |
1,997.23 |
1,722.92 |
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R2 |
1,930.72 |
1,930.72 |
1,704.81 |
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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 |
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S3 |
1,337.98 |
1,404.49 |
1,614.26 |
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S4 |
1,140.40 |
1,206.91 |
1,559.92 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.26 |
1,600.19 |
212.07 |
12.9% |
61.74 |
3.8% |
20% |
False |
True |
|
10 |
1,865.39 |
1,600.19 |
265.20 |
16.2% |
56.91 |
3.5% |
16% |
False |
True |
|
20 |
1,875.29 |
1,600.19 |
275.10 |
16.8% |
61.87 |
3.8% |
15% |
False |
True |
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40 |
2,073.98 |
1,600.19 |
473.79 |
28.9% |
67.55 |
4.1% |
9% |
False |
True |
|
60 |
2,073.98 |
1,600.19 |
473.79 |
28.9% |
72.15 |
4.4% |
9% |
False |
True |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
44.2% |
76.29 |
4.6% |
40% |
False |
False |
|
100 |
2,266.36 |
1,348.52 |
917.84 |
55.9% |
80.57 |
4.9% |
32% |
False |
False |
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120 |
2,771.63 |
1,348.52 |
1,423.11 |
86.7% |
84.07 |
5.1% |
21% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,845.05 |
2.618 |
1,768.93 |
1.618 |
1,722.29 |
1.000 |
1,693.47 |
0.618 |
1,675.65 |
HIGH |
1,646.83 |
0.618 |
1,629.01 |
0.500 |
1,623.51 |
0.382 |
1,618.01 |
LOW |
1,600.19 |
0.618 |
1,571.37 |
1.000 |
1,553.55 |
1.618 |
1,524.73 |
2.618 |
1,478.09 |
4.250 |
1,401.97 |
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