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 |
10,253.60 |
10,300.80 |
47.20 |
0.5% |
10,505.00 |
High |
10,323.10 |
10,335.60 |
12.50 |
0.1% |
10,638.90 |
Low |
10,222.20 |
10,162.70 |
-59.50 |
-0.6% |
10,220.10 |
Close |
10,299.40 |
10,175.60 |
-123.80 |
-1.2% |
10,252.70 |
Range |
100.90 |
172.90 |
72.00 |
71.4% |
418.80 |
ATR |
147.90 |
149.68 |
1.79 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,743.33 |
10,632.37 |
10,270.70 |
|
R3 |
10,570.43 |
10,459.47 |
10,223.15 |
|
R2 |
10,397.53 |
10,397.53 |
10,207.30 |
|
R1 |
10,286.57 |
10,286.57 |
10,191.45 |
10,255.60 |
PP |
10,224.63 |
10,224.63 |
10,224.63 |
10,209.15 |
S1 |
10,113.67 |
10,113.67 |
10,159.75 |
10,082.70 |
S2 |
10,051.73 |
10,051.73 |
10,143.90 |
|
S3 |
9,878.83 |
9,940.77 |
10,128.05 |
|
S4 |
9,705.93 |
9,767.87 |
10,080.51 |
|
|
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 |
10,595.10 |
10,162.70 |
432.40 |
4.2% |
140.10 |
1.4% |
3% |
False |
True |
|
10 |
10,638.90 |
10,162.70 |
476.20 |
4.7% |
144.77 |
1.4% |
3% |
False |
True |
|
20 |
11,004.30 |
10,162.70 |
841.60 |
8.3% |
151.84 |
1.5% |
2% |
False |
True |
|
40 |
11,350.00 |
10,162.70 |
1,187.30 |
11.7% |
146.75 |
1.4% |
1% |
False |
True |
|
60 |
11,350.00 |
10,046.50 |
1,303.50 |
12.8% |
153.31 |
1.5% |
10% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
22.0% |
178.41 |
1.8% |
48% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
22.0% |
184.15 |
1.8% |
48% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.0% |
175.41 |
1.7% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,070.43 |
2.618 |
10,788.25 |
1.618 |
10,615.35 |
1.000 |
10,508.50 |
0.618 |
10,442.45 |
HIGH |
10,335.60 |
0.618 |
10,269.55 |
0.500 |
10,249.15 |
0.382 |
10,228.75 |
LOW |
10,162.70 |
0.618 |
10,055.85 |
1.000 |
9,989.80 |
1.618 |
9,882.95 |
2.618 |
9,710.05 |
4.250 |
9,427.88 |
|
|
Fisher Pivots for day following 10-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,249.15 |
10,319.70 |
PP |
10,224.63 |
10,271.67 |
S1 |
10,200.12 |
10,223.63 |
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