Trading Metrics calculated at close of trading on 16-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2001 |
16-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,478.40 |
10,538.00 |
59.60 |
0.6% |
10,253.60 |
High |
10,549.80 |
10,568.70 |
18.90 |
0.2% |
10,549.80 |
Low |
10,432.60 |
10,446.60 |
14.00 |
0.1% |
10,120.90 |
Close |
10,539.10 |
10,472.10 |
-67.00 |
-0.6% |
10,539.10 |
Range |
117.20 |
122.10 |
4.90 |
4.2% |
428.90 |
ATR |
154.60 |
152.28 |
-2.32 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,862.10 |
10,789.20 |
10,539.26 |
|
R3 |
10,740.00 |
10,667.10 |
10,505.68 |
|
R2 |
10,617.90 |
10,617.90 |
10,494.49 |
|
R1 |
10,545.00 |
10,545.00 |
10,483.29 |
10,520.40 |
PP |
10,495.80 |
10,495.80 |
10,495.80 |
10,483.50 |
S1 |
10,422.90 |
10,422.90 |
10,460.91 |
10,398.30 |
S2 |
10,373.70 |
10,373.70 |
10,449.72 |
|
S3 |
10,251.60 |
10,300.80 |
10,438.52 |
|
S4 |
10,129.50 |
10,178.70 |
10,404.95 |
|
|
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 |
10,568.70 |
10,120.90 |
447.80 |
4.3% |
158.52 |
1.5% |
78% |
True |
False |
|
10 |
10,638.90 |
10,120.90 |
518.00 |
4.9% |
149.17 |
1.4% |
68% |
False |
False |
|
20 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
148.32 |
1.4% |
55% |
False |
False |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
143.53 |
1.4% |
29% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
149.07 |
1.4% |
29% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
173.74 |
1.7% |
61% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
183.50 |
1.8% |
61% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
175.80 |
1.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,087.63 |
2.618 |
10,888.36 |
1.618 |
10,766.26 |
1.000 |
10,690.80 |
0.618 |
10,644.16 |
HIGH |
10,568.70 |
0.618 |
10,522.06 |
0.500 |
10,507.65 |
0.382 |
10,493.24 |
LOW |
10,446.60 |
0.618 |
10,371.14 |
1.000 |
10,324.50 |
1.618 |
10,249.04 |
2.618 |
10,126.94 |
4.250 |
9,927.68 |
|
|
Fisher Pivots for day following 16-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,507.65 |
10,454.40 |
PP |
10,495.80 |
10,436.70 |
S1 |
10,483.95 |
10,419.00 |
|