Trading Metrics calculated at close of trading on 30-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2001 |
30-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,451.90 |
10,418.70 |
-33.20 |
-0.3% |
10,576.90 |
High |
10,460.10 |
10,440.50 |
-19.60 |
-0.2% |
10,595.40 |
Low |
10,375.30 |
10,361.50 |
-13.80 |
-0.1% |
10,203.70 |
Close |
10,416.70 |
10,401.70 |
-15.00 |
-0.1% |
10,416.70 |
Range |
84.80 |
79.00 |
-5.80 |
-6.8% |
391.70 |
ATR |
151.82 |
146.62 |
-5.20 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,638.23 |
10,598.97 |
10,445.15 |
|
R3 |
10,559.23 |
10,519.97 |
10,423.43 |
|
R2 |
10,480.23 |
10,480.23 |
10,416.18 |
|
R1 |
10,440.97 |
10,440.97 |
10,408.94 |
10,421.10 |
PP |
10,401.23 |
10,401.23 |
10,401.23 |
10,391.30 |
S1 |
10,361.97 |
10,361.97 |
10,394.46 |
10,342.10 |
S2 |
10,322.23 |
10,322.23 |
10,387.22 |
|
S3 |
10,243.23 |
10,282.97 |
10,379.98 |
|
S4 |
10,164.23 |
10,203.97 |
10,358.25 |
|
|
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 |
10,460.10 |
10,203.70 |
256.40 |
2.5% |
144.66 |
1.4% |
77% |
False |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.6% |
143.45 |
1.4% |
42% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
146.31 |
1.4% |
50% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
146.26 |
1.4% |
26% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
146.78 |
1.4% |
23% |
False |
False |
|
80 |
11,350.00 |
9,527.21 |
1,822.79 |
17.5% |
159.40 |
1.5% |
48% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
179.04 |
1.7% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
176.90 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,776.25 |
2.618 |
10,647.32 |
1.618 |
10,568.32 |
1.000 |
10,519.50 |
0.618 |
10,489.32 |
HIGH |
10,440.50 |
0.618 |
10,410.32 |
0.500 |
10,401.00 |
0.382 |
10,391.68 |
LOW |
10,361.50 |
0.618 |
10,312.68 |
1.000 |
10,282.50 |
1.618 |
10,233.68 |
2.618 |
10,154.68 |
4.250 |
10,025.75 |
|
|
Fisher Pivots for day following 30-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,401.47 |
10,391.83 |
PP |
10,401.23 |
10,381.97 |
S1 |
10,401.00 |
10,372.10 |
|