Trading Metrics calculated at close of trading on 27-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2001 |
27-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,403.50 |
10,451.90 |
48.40 |
0.5% |
10,576.90 |
High |
10,459.00 |
10,460.10 |
1.10 |
0.0% |
10,595.40 |
Low |
10,284.10 |
10,375.30 |
91.20 |
0.9% |
10,203.70 |
Close |
10,455.60 |
10,416.70 |
-38.90 |
-0.4% |
10,416.70 |
Range |
174.90 |
84.80 |
-90.10 |
-51.5% |
391.70 |
ATR |
156.98 |
151.82 |
-5.16 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671.77 |
10,629.03 |
10,463.34 |
|
R3 |
10,586.97 |
10,544.23 |
10,440.02 |
|
R2 |
10,502.17 |
10,502.17 |
10,432.25 |
|
R1 |
10,459.43 |
10,459.43 |
10,424.47 |
10,438.40 |
PP |
10,417.37 |
10,417.37 |
10,417.37 |
10,406.85 |
S1 |
10,374.63 |
10,374.63 |
10,408.93 |
10,353.60 |
S2 |
10,332.57 |
10,332.57 |
10,401.15 |
|
S3 |
10,247.77 |
10,289.83 |
10,393.38 |
|
S4 |
10,162.97 |
10,205.03 |
10,370.06 |
|
|
Weekly Pivots for week ending 27-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,580.37 |
11,390.23 |
10,632.14 |
|
R3 |
11,188.67 |
10,998.53 |
10,524.42 |
|
R2 |
10,796.97 |
10,796.97 |
10,488.51 |
|
R1 |
10,606.83 |
10,606.83 |
10,452.61 |
10,506.05 |
PP |
10,405.27 |
10,405.27 |
10,405.27 |
10,354.88 |
S1 |
10,215.13 |
10,215.13 |
10,380.79 |
10,114.35 |
S2 |
10,013.57 |
10,013.57 |
10,344.89 |
|
S3 |
9,621.87 |
9,823.43 |
10,308.98 |
|
S4 |
9,230.17 |
9,431.73 |
10,201.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,595.40 |
10,203.70 |
391.70 |
3.8% |
164.00 |
1.6% |
54% |
False |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.6% |
147.76 |
1.4% |
45% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
148.06 |
1.4% |
53% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
148.94 |
1.4% |
28% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
147.95 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
9,375.72 |
1,974.28 |
19.0% |
161.54 |
1.6% |
53% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
179.64 |
1.7% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
177.10 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,820.50 |
2.618 |
10,682.11 |
1.618 |
10,597.31 |
1.000 |
10,544.90 |
0.618 |
10,512.51 |
HIGH |
10,460.10 |
0.618 |
10,427.71 |
0.500 |
10,417.70 |
0.382 |
10,407.69 |
LOW |
10,375.30 |
0.618 |
10,322.89 |
1.000 |
10,290.50 |
1.618 |
10,238.09 |
2.618 |
10,153.29 |
4.250 |
10,014.90 |
|
|
Fisher Pivots for day following 27-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,417.70 |
10,394.68 |
PP |
10,417.37 |
10,372.67 |
S1 |
10,417.03 |
10,350.65 |
|