Trading Metrics calculated at close of trading on 12-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2001 |
12-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,174.70 |
10,269.30 |
94.60 |
0.9% |
10,505.00 |
High |
10,274.00 |
10,496.60 |
222.60 |
2.2% |
10,638.90 |
Low |
10,120.90 |
10,269.30 |
148.40 |
1.5% |
10,220.10 |
Close |
10,241.00 |
10,479.00 |
238.00 |
2.3% |
10,252.70 |
Range |
153.10 |
227.30 |
74.20 |
48.5% |
418.80 |
ATR |
149.93 |
157.47 |
7.55 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,096.87 |
11,015.23 |
10,604.02 |
|
R3 |
10,869.57 |
10,787.93 |
10,541.51 |
|
R2 |
10,642.27 |
10,642.27 |
10,520.67 |
|
R1 |
10,560.63 |
10,560.63 |
10,499.84 |
10,601.45 |
PP |
10,414.97 |
10,414.97 |
10,414.97 |
10,435.38 |
S1 |
10,333.33 |
10,333.33 |
10,458.16 |
10,374.15 |
S2 |
10,187.67 |
10,187.67 |
10,437.33 |
|
S3 |
9,960.37 |
10,106.03 |
10,416.49 |
|
S4 |
9,733.07 |
9,878.73 |
10,353.99 |
|
|
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 |
10,496.60 |
10,120.90 |
375.70 |
3.6% |
182.16 |
1.7% |
95% |
True |
False |
|
10 |
10,638.90 |
10,120.90 |
518.00 |
4.9% |
156.54 |
1.5% |
69% |
False |
False |
|
20 |
10,868.50 |
10,120.90 |
747.60 |
7.1% |
154.29 |
1.5% |
48% |
False |
False |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
151.64 |
1.4% |
29% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
154.95 |
1.5% |
29% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
177.74 |
1.7% |
61% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
185.12 |
1.8% |
61% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
175.89 |
1.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,462.63 |
2.618 |
11,091.67 |
1.618 |
10,864.37 |
1.000 |
10,723.90 |
0.618 |
10,637.07 |
HIGH |
10,496.60 |
0.618 |
10,409.77 |
0.500 |
10,382.95 |
0.382 |
10,356.13 |
LOW |
10,269.30 |
0.618 |
10,128.83 |
1.000 |
10,042.00 |
1.618 |
9,901.53 |
2.618 |
9,674.23 |
4.250 |
9,303.28 |
|
|
Fisher Pivots for day following 12-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,446.98 |
10,422.25 |
PP |
10,414.97 |
10,365.50 |
S1 |
10,382.95 |
10,308.75 |
|