Trading Metrics calculated at close of trading on 20-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2001 |
20-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,574.30 |
10,606.20 |
31.90 |
0.3% |
10,538.00 |
High |
10,679.10 |
10,606.20 |
-72.90 |
-0.7% |
10,679.10 |
Low |
10,523.90 |
10,529.30 |
5.40 |
0.1% |
10,438.70 |
Close |
10,610.00 |
10,576.70 |
-33.30 |
-0.3% |
10,576.70 |
Range |
155.20 |
76.90 |
-78.30 |
-50.5% |
240.40 |
ATR |
153.02 |
147.85 |
-5.17 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,801.43 |
10,765.97 |
10,619.00 |
|
R3 |
10,724.53 |
10,689.07 |
10,597.85 |
|
R2 |
10,647.63 |
10,647.63 |
10,590.80 |
|
R1 |
10,612.17 |
10,612.17 |
10,583.75 |
10,591.45 |
PP |
10,570.73 |
10,570.73 |
10,570.73 |
10,560.38 |
S1 |
10,535.27 |
10,535.27 |
10,569.65 |
10,514.55 |
S2 |
10,493.83 |
10,493.83 |
10,562.60 |
|
S3 |
10,416.93 |
10,458.37 |
10,555.55 |
|
S4 |
10,340.03 |
10,381.47 |
10,534.41 |
|
|
Weekly Pivots for week ending 20-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,286.03 |
11,171.77 |
10,708.92 |
|
R3 |
11,045.63 |
10,931.37 |
10,642.81 |
|
R2 |
10,805.23 |
10,805.23 |
10,620.77 |
|
R1 |
10,690.97 |
10,690.97 |
10,598.74 |
10,748.10 |
PP |
10,564.83 |
10,564.83 |
10,564.83 |
10,593.40 |
S1 |
10,450.57 |
10,450.57 |
10,554.66 |
10,507.70 |
S2 |
10,324.43 |
10,324.43 |
10,532.63 |
|
S3 |
10,084.03 |
10,210.17 |
10,510.59 |
|
S4 |
9,843.63 |
9,969.77 |
10,444.48 |
|
|
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 |
10,438.70 |
240.40 |
2.3% |
131.52 |
1.2% |
57% |
False |
False |
|
10 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
142.90 |
1.4% |
82% |
False |
False |
|
20 |
10,724.70 |
10,120.90 |
603.80 |
5.7% |
146.49 |
1.4% |
75% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.2% |
144.55 |
1.4% |
42% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
146.98 |
1.4% |
37% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
18.7% |
166.57 |
1.6% |
61% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
180.97 |
1.7% |
66% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
176.62 |
1.7% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,933.03 |
2.618 |
10,807.52 |
1.618 |
10,730.62 |
1.000 |
10,683.10 |
0.618 |
10,653.72 |
HIGH |
10,606.20 |
0.618 |
10,576.82 |
0.500 |
10,567.75 |
0.382 |
10,558.68 |
LOW |
10,529.30 |
0.618 |
10,481.78 |
1.000 |
10,452.40 |
1.618 |
10,404.88 |
2.618 |
10,327.98 |
4.250 |
10,202.48 |
|
|
Fisher Pivots for day following 20-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,573.72 |
10,580.00 |
PP |
10,570.73 |
10,578.90 |
S1 |
10,567.75 |
10,577.80 |
|