Trading Metrics calculated at close of trading on 24-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2001 |
24-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,576.90 |
10,423.80 |
-153.10 |
-1.4% |
10,538.00 |
High |
10,595.40 |
10,423.80 |
-171.60 |
-1.6% |
10,679.10 |
Low |
10,419.70 |
10,203.70 |
-216.00 |
-2.1% |
10,438.70 |
Close |
10,424.40 |
10,241.10 |
-183.30 |
-1.8% |
10,576.70 |
Range |
175.70 |
220.10 |
44.40 |
25.3% |
240.40 |
ATR |
149.84 |
154.90 |
5.06 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,949.83 |
10,815.57 |
10,362.16 |
|
R3 |
10,729.73 |
10,595.47 |
10,301.63 |
|
R2 |
10,509.63 |
10,509.63 |
10,281.45 |
|
R1 |
10,375.37 |
10,375.37 |
10,261.28 |
10,332.45 |
PP |
10,289.53 |
10,289.53 |
10,289.53 |
10,268.08 |
S1 |
10,155.27 |
10,155.27 |
10,220.92 |
10,112.35 |
S2 |
10,069.43 |
10,069.43 |
10,200.75 |
|
S3 |
9,849.33 |
9,935.17 |
10,180.57 |
|
S4 |
9,629.23 |
9,715.07 |
10,120.05 |
|
|
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 |
10,203.70 |
475.40 |
4.6% |
148.30 |
1.4% |
8% |
False |
True |
|
10 |
10,679.10 |
10,120.90 |
558.20 |
5.5% |
155.10 |
1.5% |
22% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.5% |
149.94 |
1.5% |
22% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.5% |
147.98 |
1.4% |
11% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
149.27 |
1.5% |
10% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
19.3% |
166.01 |
1.6% |
44% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
180.41 |
1.8% |
51% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
177.07 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,359.23 |
2.618 |
11,000.02 |
1.618 |
10,779.92 |
1.000 |
10,643.90 |
0.618 |
10,559.82 |
HIGH |
10,423.80 |
0.618 |
10,339.72 |
0.500 |
10,313.75 |
0.382 |
10,287.78 |
LOW |
10,203.70 |
0.618 |
10,067.68 |
1.000 |
9,983.60 |
1.618 |
9,847.58 |
2.618 |
9,627.48 |
4.250 |
9,268.28 |
|
|
Fisher Pivots for day following 24-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,313.75 |
10,404.95 |
PP |
10,289.53 |
10,350.33 |
S1 |
10,265.32 |
10,295.72 |
|