Trading Metrics calculated at close of trading on 25-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2001 |
25-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,423.80 |
10,241.80 |
-182.00 |
-1.7% |
10,538.00 |
High |
10,423.80 |
10,405.70 |
-18.10 |
-0.2% |
10,679.10 |
Low |
10,203.70 |
10,241.20 |
37.50 |
0.4% |
10,438.70 |
Close |
10,241.10 |
10,405.70 |
164.60 |
1.6% |
10,576.70 |
Range |
220.10 |
164.50 |
-55.60 |
-25.3% |
240.40 |
ATR |
154.90 |
155.60 |
0.69 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,844.37 |
10,789.53 |
10,496.18 |
|
R3 |
10,679.87 |
10,625.03 |
10,450.94 |
|
R2 |
10,515.37 |
10,515.37 |
10,435.86 |
|
R1 |
10,460.53 |
10,460.53 |
10,420.78 |
10,487.95 |
PP |
10,350.87 |
10,350.87 |
10,350.87 |
10,364.58 |
S1 |
10,296.03 |
10,296.03 |
10,390.62 |
10,323.45 |
S2 |
10,186.37 |
10,186.37 |
10,375.54 |
|
S3 |
10,021.87 |
10,131.53 |
10,360.46 |
|
S4 |
9,857.37 |
9,967.03 |
10,315.23 |
|
|
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% |
158.48 |
1.5% |
42% |
False |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.6% |
156.24 |
1.5% |
42% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
151.19 |
1.5% |
51% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
149.71 |
1.4% |
26% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
148.77 |
1.4% |
23% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
19.0% |
166.22 |
1.6% |
52% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
179.29 |
1.7% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
177.44 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,104.83 |
2.618 |
10,836.36 |
1.618 |
10,671.86 |
1.000 |
10,570.20 |
0.618 |
10,507.36 |
HIGH |
10,405.70 |
0.618 |
10,342.86 |
0.500 |
10,323.45 |
0.382 |
10,304.04 |
LOW |
10,241.20 |
0.618 |
10,139.54 |
1.000 |
10,076.70 |
1.618 |
9,975.04 |
2.618 |
9,810.54 |
4.250 |
9,542.08 |
|
|
Fisher Pivots for day following 25-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,378.28 |
10,403.65 |
PP |
10,350.87 |
10,401.60 |
S1 |
10,323.45 |
10,399.55 |
|