Trading Metrics calculated at close of trading on 13-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2001 |
13-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,269.30 |
10,478.40 |
209.10 |
2.0% |
10,253.60 |
High |
10,496.60 |
10,549.80 |
53.20 |
0.5% |
10,549.80 |
Low |
10,269.30 |
10,432.60 |
163.30 |
1.6% |
10,120.90 |
Close |
10,479.00 |
10,539.10 |
60.10 |
0.6% |
10,539.10 |
Range |
227.30 |
117.20 |
-110.10 |
-48.4% |
428.90 |
ATR |
157.47 |
154.60 |
-2.88 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,858.77 |
10,816.13 |
10,603.56 |
|
R3 |
10,741.57 |
10,698.93 |
10,571.33 |
|
R2 |
10,624.37 |
10,624.37 |
10,560.59 |
|
R1 |
10,581.73 |
10,581.73 |
10,549.84 |
10,603.05 |
PP |
10,507.17 |
10,507.17 |
10,507.17 |
10,517.83 |
S1 |
10,464.53 |
10,464.53 |
10,528.36 |
10,485.85 |
S2 |
10,389.97 |
10,389.97 |
10,517.61 |
|
S3 |
10,272.77 |
10,347.33 |
10,506.87 |
|
S4 |
10,155.57 |
10,230.13 |
10,474.64 |
|
|
Weekly Pivots for week ending 13-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,689.97 |
11,543.43 |
10,775.00 |
|
R3 |
11,261.07 |
11,114.53 |
10,657.05 |
|
R2 |
10,832.17 |
10,832.17 |
10,617.73 |
|
R1 |
10,685.63 |
10,685.63 |
10,578.42 |
10,758.90 |
PP |
10,403.27 |
10,403.27 |
10,403.27 |
10,439.90 |
S1 |
10,256.73 |
10,256.73 |
10,499.78 |
10,330.00 |
S2 |
9,974.37 |
9,974.37 |
10,460.47 |
|
S3 |
9,545.47 |
9,827.83 |
10,421.15 |
|
S4 |
9,116.57 |
9,398.93 |
10,303.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,549.80 |
10,120.90 |
428.90 |
4.1% |
154.28 |
1.5% |
98% |
True |
False |
|
10 |
10,638.90 |
10,120.90 |
518.00 |
4.9% |
148.36 |
1.4% |
81% |
False |
False |
|
20 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
149.70 |
1.4% |
65% |
False |
False |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
144.15 |
1.4% |
34% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
149.24 |
1.4% |
34% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
175.44 |
1.7% |
64% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
184.53 |
1.8% |
64% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
175.82 |
1.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,047.90 |
2.618 |
10,856.63 |
1.618 |
10,739.43 |
1.000 |
10,667.00 |
0.618 |
10,622.23 |
HIGH |
10,549.80 |
0.618 |
10,505.03 |
0.500 |
10,491.20 |
0.382 |
10,477.37 |
LOW |
10,432.60 |
0.618 |
10,360.17 |
1.000 |
10,315.40 |
1.618 |
10,242.97 |
2.618 |
10,125.77 |
4.250 |
9,934.50 |
|
|
Fisher Pivots for day following 13-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,523.13 |
10,471.18 |
PP |
10,507.17 |
10,403.27 |
S1 |
10,491.20 |
10,335.35 |
|