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 |
10,476.70 |
10,253.60 |
-223.10 |
-2.1% |
10,505.00 |
High |
10,476.70 |
10,323.10 |
-153.60 |
-1.5% |
10,638.90 |
Low |
10,220.10 |
10,222.20 |
2.10 |
0.0% |
10,220.10 |
Close |
10,252.70 |
10,299.40 |
46.70 |
0.5% |
10,252.70 |
Range |
256.60 |
100.90 |
-155.70 |
-60.7% |
418.80 |
ATR |
151.51 |
147.90 |
-3.62 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,584.27 |
10,542.73 |
10,354.90 |
|
R3 |
10,483.37 |
10,441.83 |
10,327.15 |
|
R2 |
10,382.47 |
10,382.47 |
10,317.90 |
|
R1 |
10,340.93 |
10,340.93 |
10,308.65 |
10,361.70 |
PP |
10,281.57 |
10,281.57 |
10,281.57 |
10,291.95 |
S1 |
10,240.03 |
10,240.03 |
10,290.15 |
10,260.80 |
S2 |
10,180.67 |
10,180.67 |
10,280.90 |
|
S3 |
10,079.77 |
10,139.13 |
10,271.65 |
|
S4 |
9,978.87 |
10,038.23 |
10,243.91 |
|
|
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% |
139.82 |
1.4% |
19% |
False |
False |
|
10 |
10,644.20 |
10,220.10 |
424.10 |
4.1% |
145.09 |
1.4% |
19% |
False |
False |
|
20 |
11,004.30 |
10,220.10 |
784.20 |
7.6% |
148.40 |
1.4% |
10% |
False |
False |
|
40 |
11,350.00 |
10,220.10 |
1,129.90 |
11.0% |
146.07 |
1.4% |
7% |
False |
False |
|
60 |
11,350.00 |
9,934.35 |
1,415.65 |
13.7% |
153.65 |
1.5% |
26% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
177.71 |
1.7% |
53% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
183.80 |
1.8% |
53% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
175.31 |
1.7% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,751.93 |
2.618 |
10,587.26 |
1.618 |
10,486.36 |
1.000 |
10,424.00 |
0.618 |
10,385.46 |
HIGH |
10,323.10 |
0.618 |
10,284.56 |
0.500 |
10,272.65 |
0.382 |
10,260.74 |
LOW |
10,222.20 |
0.618 |
10,159.84 |
1.000 |
10,121.30 |
1.618 |
10,058.94 |
2.618 |
9,958.04 |
4.250 |
9,793.38 |
|
|
Fisher Pivots for day following 09-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,290.48 |
10,393.85 |
PP |
10,281.57 |
10,362.37 |
S1 |
10,272.65 |
10,330.88 |
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