Trading Metrics calculated at close of trading on 06-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2001 |
06-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,566.20 |
10,476.70 |
-89.50 |
-0.8% |
10,505.00 |
High |
10,567.60 |
10,476.70 |
-90.90 |
-0.9% |
10,638.90 |
Low |
10,461.10 |
10,220.10 |
-241.00 |
-2.3% |
10,220.10 |
Close |
10,479.90 |
10,252.70 |
-227.20 |
-2.2% |
10,252.70 |
Range |
106.50 |
256.60 |
150.10 |
140.9% |
418.80 |
ATR |
143.18 |
151.51 |
8.33 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,086.30 |
10,926.10 |
10,393.83 |
|
R3 |
10,829.70 |
10,669.50 |
10,323.27 |
|
R2 |
10,573.10 |
10,573.10 |
10,299.74 |
|
R1 |
10,412.90 |
10,412.90 |
10,276.22 |
10,364.70 |
PP |
10,316.50 |
10,316.50 |
10,316.50 |
10,292.40 |
S1 |
10,156.30 |
10,156.30 |
10,229.18 |
10,108.10 |
S2 |
10,059.90 |
10,059.90 |
10,205.66 |
|
S3 |
9,803.30 |
9,899.70 |
10,182.14 |
|
S4 |
9,546.70 |
9,643.10 |
10,111.57 |
|
|
Weekly Pivots for week ending 06-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,626.97 |
11,358.63 |
10,483.04 |
|
R3 |
11,208.17 |
10,939.83 |
10,367.87 |
|
R2 |
10,789.37 |
10,789.37 |
10,329.48 |
|
R1 |
10,521.03 |
10,521.03 |
10,291.09 |
10,445.80 |
PP |
10,370.57 |
10,370.57 |
10,370.57 |
10,332.95 |
S1 |
10,102.23 |
10,102.23 |
10,214.31 |
10,027.00 |
S2 |
9,951.77 |
9,951.77 |
10,175.92 |
|
S3 |
9,532.97 |
9,683.43 |
10,137.53 |
|
S4 |
9,114.17 |
9,264.63 |
10,022.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,638.90 |
10,220.10 |
418.80 |
4.1% |
142.44 |
1.4% |
8% |
False |
True |
|
10 |
10,724.70 |
10,220.10 |
504.60 |
4.9% |
150.07 |
1.5% |
6% |
False |
True |
|
20 |
11,096.50 |
10,220.10 |
876.40 |
8.5% |
151.27 |
1.5% |
4% |
False |
True |
|
40 |
11,350.00 |
10,220.10 |
1,129.90 |
11.0% |
146.31 |
1.4% |
3% |
False |
True |
|
60 |
11,350.00 |
9,934.35 |
1,415.65 |
13.8% |
155.67 |
1.5% |
22% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
181.25 |
1.8% |
51% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
183.98 |
1.8% |
51% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
175.95 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,567.25 |
2.618 |
11,148.48 |
1.618 |
10,891.88 |
1.000 |
10,733.30 |
0.618 |
10,635.28 |
HIGH |
10,476.70 |
0.618 |
10,378.68 |
0.500 |
10,348.40 |
0.382 |
10,318.12 |
LOW |
10,220.10 |
0.618 |
10,061.52 |
1.000 |
9,963.50 |
1.618 |
9,804.92 |
2.618 |
9,548.32 |
4.250 |
9,129.55 |
|
|
Fisher Pivots for day following 06-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,348.40 |
10,407.60 |
PP |
10,316.50 |
10,355.97 |
S1 |
10,284.60 |
10,304.33 |
|