Trading Metrics calculated at close of trading on 11-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2001 |
11-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,300.80 |
10,174.70 |
-126.10 |
-1.2% |
10,505.00 |
High |
10,335.60 |
10,274.00 |
-61.60 |
-0.6% |
10,638.90 |
Low |
10,162.70 |
10,120.90 |
-41.80 |
-0.4% |
10,220.10 |
Close |
10,175.60 |
10,241.00 |
65.40 |
0.6% |
10,252.70 |
Range |
172.90 |
153.10 |
-19.80 |
-11.5% |
418.80 |
ATR |
149.68 |
149.93 |
0.24 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671.27 |
10,609.23 |
10,325.21 |
|
R3 |
10,518.17 |
10,456.13 |
10,283.10 |
|
R2 |
10,365.07 |
10,365.07 |
10,269.07 |
|
R1 |
10,303.03 |
10,303.03 |
10,255.03 |
10,334.05 |
PP |
10,211.97 |
10,211.97 |
10,211.97 |
10,227.48 |
S1 |
10,149.93 |
10,149.93 |
10,226.97 |
10,180.95 |
S2 |
10,058.87 |
10,058.87 |
10,212.93 |
|
S3 |
9,905.77 |
9,996.83 |
10,198.90 |
|
S4 |
9,752.67 |
9,843.73 |
10,156.80 |
|
|
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 |
10,567.60 |
10,120.90 |
446.70 |
4.4% |
158.00 |
1.5% |
27% |
False |
True |
|
10 |
10,638.90 |
10,120.90 |
518.00 |
5.1% |
146.13 |
1.4% |
23% |
False |
True |
|
20 |
11,004.30 |
10,120.90 |
883.40 |
8.6% |
149.82 |
1.5% |
14% |
False |
True |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
148.61 |
1.5% |
10% |
False |
True |
|
60 |
11,350.00 |
10,075.50 |
1,274.50 |
12.4% |
153.56 |
1.5% |
13% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
177.38 |
1.7% |
51% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
184.47 |
1.8% |
51% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
175.27 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,924.68 |
2.618 |
10,674.82 |
1.618 |
10,521.72 |
1.000 |
10,427.10 |
0.618 |
10,368.62 |
HIGH |
10,274.00 |
0.618 |
10,215.52 |
0.500 |
10,197.45 |
0.382 |
10,179.38 |
LOW |
10,120.90 |
0.618 |
10,026.28 |
1.000 |
9,967.80 |
1.618 |
9,873.18 |
2.618 |
9,720.08 |
4.250 |
9,470.23 |
|
|
Fisher Pivots for day following 11-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,226.48 |
10,236.75 |
PP |
10,211.97 |
10,232.50 |
S1 |
10,197.45 |
10,228.25 |
|