Trading Metrics calculated at close of trading on 23-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2001 |
23-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,606.20 |
10,576.90 |
-29.30 |
-0.3% |
10,538.00 |
High |
10,606.20 |
10,595.40 |
-10.80 |
-0.1% |
10,679.10 |
Low |
10,529.30 |
10,419.70 |
-109.60 |
-1.0% |
10,438.70 |
Close |
10,576.70 |
10,424.40 |
-152.30 |
-1.4% |
10,576.70 |
Range |
76.90 |
175.70 |
98.80 |
128.5% |
240.40 |
ATR |
147.85 |
149.84 |
1.99 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,006.93 |
10,891.37 |
10,521.04 |
|
R3 |
10,831.23 |
10,715.67 |
10,472.72 |
|
R2 |
10,655.53 |
10,655.53 |
10,456.61 |
|
R1 |
10,539.97 |
10,539.97 |
10,440.51 |
10,509.90 |
PP |
10,479.83 |
10,479.83 |
10,479.83 |
10,464.80 |
S1 |
10,364.27 |
10,364.27 |
10,408.29 |
10,334.20 |
S2 |
10,304.13 |
10,304.13 |
10,392.19 |
|
S3 |
10,128.43 |
10,188.57 |
10,376.08 |
|
S4 |
9,952.73 |
10,012.87 |
10,327.77 |
|
|
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 |
10,419.70 |
259.40 |
2.5% |
142.24 |
1.4% |
2% |
False |
True |
|
10 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
150.38 |
1.4% |
54% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
147.74 |
1.4% |
54% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
145.74 |
1.4% |
28% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
147.52 |
1.4% |
25% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
18.9% |
165.70 |
1.6% |
53% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
180.12 |
1.7% |
59% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
176.27 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,342.13 |
2.618 |
11,055.38 |
1.618 |
10,879.68 |
1.000 |
10,771.10 |
0.618 |
10,703.98 |
HIGH |
10,595.40 |
0.618 |
10,528.28 |
0.500 |
10,507.55 |
0.382 |
10,486.82 |
LOW |
10,419.70 |
0.618 |
10,311.12 |
1.000 |
10,244.00 |
1.618 |
10,135.42 |
2.618 |
9,959.72 |
4.250 |
9,672.98 |
|
|
Fisher Pivots for day following 23-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,507.55 |
10,549.40 |
PP |
10,479.83 |
10,507.73 |
S1 |
10,452.12 |
10,466.07 |
|