Trading Metrics calculated at close of trading on 19-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2001 |
19-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,594.50 |
10,574.30 |
-20.20 |
-0.2% |
10,253.60 |
High |
10,594.50 |
10,679.10 |
84.60 |
0.8% |
10,549.80 |
Low |
10,480.90 |
10,523.90 |
43.00 |
0.4% |
10,120.90 |
Close |
10,569.80 |
10,610.00 |
40.20 |
0.4% |
10,539.10 |
Range |
113.60 |
155.20 |
41.60 |
36.6% |
428.90 |
ATR |
152.85 |
153.02 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,069.93 |
10,995.17 |
10,695.36 |
|
R3 |
10,914.73 |
10,839.97 |
10,652.68 |
|
R2 |
10,759.53 |
10,759.53 |
10,638.45 |
|
R1 |
10,684.77 |
10,684.77 |
10,624.23 |
10,722.15 |
PP |
10,604.33 |
10,604.33 |
10,604.33 |
10,623.03 |
S1 |
10,529.57 |
10,529.57 |
10,595.77 |
10,566.95 |
S2 |
10,449.13 |
10,449.13 |
10,581.55 |
|
S3 |
10,293.93 |
10,374.37 |
10,567.32 |
|
S4 |
10,138.73 |
10,219.17 |
10,524.64 |
|
|
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 |
10,679.10 |
10,432.60 |
246.50 |
2.3% |
139.58 |
1.3% |
72% |
True |
False |
|
10 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
160.87 |
1.5% |
88% |
True |
False |
|
20 |
10,759.60 |
10,120.90 |
638.70 |
6.0% |
150.77 |
1.4% |
77% |
False |
False |
|
40 |
11,262.30 |
10,120.90 |
1,141.40 |
10.8% |
146.66 |
1.4% |
43% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
148.95 |
1.4% |
40% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
18.6% |
169.49 |
1.6% |
63% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
181.59 |
1.7% |
67% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
176.92 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,338.70 |
2.618 |
11,085.41 |
1.618 |
10,930.21 |
1.000 |
10,834.30 |
0.618 |
10,775.01 |
HIGH |
10,679.10 |
0.618 |
10,619.81 |
0.500 |
10,601.50 |
0.382 |
10,583.19 |
LOW |
10,523.90 |
0.618 |
10,427.99 |
1.000 |
10,368.70 |
1.618 |
10,272.79 |
2.618 |
10,117.59 |
4.250 |
9,864.30 |
|
|
Fisher Pivots for day following 19-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,607.17 |
10,592.97 |
PP |
10,604.33 |
10,575.93 |
S1 |
10,601.50 |
10,558.90 |
|