Trading Metrics calculated at close of trading on 17-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2001 |
17-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,538.00 |
10,468.60 |
-69.40 |
-0.7% |
10,253.60 |
High |
10,568.70 |
10,628.50 |
59.80 |
0.6% |
10,549.80 |
Low |
10,446.60 |
10,438.70 |
-7.90 |
-0.1% |
10,120.90 |
Close |
10,472.10 |
10,606.40 |
134.30 |
1.3% |
10,539.10 |
Range |
122.10 |
189.80 |
67.70 |
55.4% |
428.90 |
ATR |
152.28 |
154.96 |
2.68 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,127.27 |
11,056.63 |
10,710.79 |
|
R3 |
10,937.47 |
10,866.83 |
10,658.60 |
|
R2 |
10,747.67 |
10,747.67 |
10,641.20 |
|
R1 |
10,677.03 |
10,677.03 |
10,623.80 |
10,712.35 |
PP |
10,557.87 |
10,557.87 |
10,557.87 |
10,575.53 |
S1 |
10,487.23 |
10,487.23 |
10,589.00 |
10,522.55 |
S2 |
10,368.07 |
10,368.07 |
10,571.60 |
|
S3 |
10,178.27 |
10,297.43 |
10,554.21 |
|
S4 |
9,988.47 |
10,107.63 |
10,502.01 |
|
|
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 |
10,628.50 |
10,120.90 |
507.60 |
4.8% |
161.90 |
1.5% |
96% |
True |
False |
|
10 |
10,628.50 |
10,120.90 |
507.60 |
4.8% |
151.00 |
1.4% |
96% |
True |
False |
|
20 |
10,759.60 |
10,120.90 |
638.70 |
6.0% |
153.09 |
1.4% |
76% |
False |
False |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
145.52 |
1.4% |
40% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
149.08 |
1.4% |
40% |
False |
False |
|
80 |
11,350.00 |
9,338.15 |
2,011.85 |
19.0% |
171.22 |
1.6% |
63% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
183.46 |
1.7% |
67% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
176.87 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,435.15 |
2.618 |
11,125.40 |
1.618 |
10,935.60 |
1.000 |
10,818.30 |
0.618 |
10,745.80 |
HIGH |
10,628.50 |
0.618 |
10,556.00 |
0.500 |
10,533.60 |
0.382 |
10,511.20 |
LOW |
10,438.70 |
0.618 |
10,321.40 |
1.000 |
10,248.90 |
1.618 |
10,131.60 |
2.618 |
9,941.80 |
4.250 |
9,632.05 |
|
|
Fisher Pivots for day following 17-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,582.13 |
10,581.12 |
PP |
10,557.87 |
10,555.83 |
S1 |
10,533.60 |
10,530.55 |
|