Trading Metrics calculated at close of trading on 26-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2001 |
26-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,241.80 |
10,403.50 |
161.70 |
1.6% |
10,538.00 |
High |
10,405.70 |
10,459.00 |
53.30 |
0.5% |
10,679.10 |
Low |
10,241.20 |
10,284.10 |
42.90 |
0.4% |
10,438.70 |
Close |
10,405.70 |
10,455.60 |
49.90 |
0.5% |
10,576.70 |
Range |
164.50 |
174.90 |
10.40 |
6.3% |
240.40 |
ATR |
155.60 |
156.98 |
1.38 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,924.27 |
10,864.83 |
10,551.80 |
|
R3 |
10,749.37 |
10,689.93 |
10,503.70 |
|
R2 |
10,574.47 |
10,574.47 |
10,487.67 |
|
R1 |
10,515.03 |
10,515.03 |
10,471.63 |
10,544.75 |
PP |
10,399.57 |
10,399.57 |
10,399.57 |
10,414.43 |
S1 |
10,340.13 |
10,340.13 |
10,439.57 |
10,369.85 |
S2 |
10,224.67 |
10,224.67 |
10,423.54 |
|
S3 |
10,049.77 |
10,165.23 |
10,407.50 |
|
S4 |
9,874.87 |
9,990.33 |
10,359.41 |
|
|
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 |
10,606.20 |
10,203.70 |
402.50 |
3.8% |
162.42 |
1.6% |
63% |
False |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.5% |
151.00 |
1.4% |
53% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
153.77 |
1.5% |
60% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
149.65 |
1.4% |
31% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
148.81 |
1.4% |
27% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
18.9% |
164.81 |
1.6% |
55% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
180.00 |
1.7% |
60% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
177.45 |
1.7% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,202.33 |
2.618 |
10,916.89 |
1.618 |
10,741.99 |
1.000 |
10,633.90 |
0.618 |
10,567.09 |
HIGH |
10,459.00 |
0.618 |
10,392.19 |
0.500 |
10,371.55 |
0.382 |
10,350.91 |
LOW |
10,284.10 |
0.618 |
10,176.01 |
1.000 |
10,109.20 |
1.618 |
10,001.11 |
2.618 |
9,826.21 |
4.250 |
9,540.78 |
|
|
Fisher Pivots for day following 26-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,427.58 |
10,414.18 |
PP |
10,399.57 |
10,372.77 |
S1 |
10,371.55 |
10,331.35 |
|