Trading Metrics calculated at close of trading on 18-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2001 |
18-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,468.60 |
10,594.50 |
125.90 |
1.2% |
10,253.60 |
High |
10,628.50 |
10,594.50 |
-34.00 |
-0.3% |
10,549.80 |
Low |
10,438.70 |
10,480.90 |
42.20 |
0.4% |
10,120.90 |
Close |
10,606.40 |
10,569.80 |
-36.60 |
-0.3% |
10,539.10 |
Range |
189.80 |
113.60 |
-76.20 |
-40.1% |
428.90 |
ATR |
154.96 |
152.85 |
-2.10 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,889.20 |
10,843.10 |
10,632.28 |
|
R3 |
10,775.60 |
10,729.50 |
10,601.04 |
|
R2 |
10,662.00 |
10,662.00 |
10,590.63 |
|
R1 |
10,615.90 |
10,615.90 |
10,580.21 |
10,582.15 |
PP |
10,548.40 |
10,548.40 |
10,548.40 |
10,531.53 |
S1 |
10,502.30 |
10,502.30 |
10,559.39 |
10,468.55 |
S2 |
10,434.80 |
10,434.80 |
10,548.97 |
|
S3 |
10,321.20 |
10,388.70 |
10,538.56 |
|
S4 |
10,207.60 |
10,275.10 |
10,507.32 |
|
|
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 |
10,269.30 |
359.20 |
3.4% |
154.00 |
1.5% |
84% |
False |
False |
|
10 |
10,628.50 |
10,120.90 |
507.60 |
4.8% |
156.00 |
1.5% |
88% |
False |
False |
|
20 |
10,759.60 |
10,120.90 |
638.70 |
6.0% |
149.92 |
1.4% |
70% |
False |
False |
|
40 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
145.54 |
1.4% |
37% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
149.51 |
1.4% |
37% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
18.7% |
170.25 |
1.6% |
60% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
182.24 |
1.7% |
65% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
176.61 |
1.7% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,077.30 |
2.618 |
10,891.90 |
1.618 |
10,778.30 |
1.000 |
10,708.10 |
0.618 |
10,664.70 |
HIGH |
10,594.50 |
0.618 |
10,551.10 |
0.500 |
10,537.70 |
0.382 |
10,524.30 |
LOW |
10,480.90 |
0.618 |
10,410.70 |
1.000 |
10,367.30 |
1.618 |
10,297.10 |
2.618 |
10,183.50 |
4.250 |
9,998.10 |
|
|
Fisher Pivots for day following 18-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,559.10 |
10,557.73 |
PP |
10,548.40 |
10,545.67 |
S1 |
10,537.70 |
10,533.60 |
|