Trading Metrics calculated at close of trading on 31-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2001 |
31-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,418.70 |
10,403.20 |
-15.50 |
-0.1% |
10,576.90 |
High |
10,440.50 |
10,595.00 |
154.50 |
1.5% |
10,595.40 |
Low |
10,361.50 |
10,403.00 |
41.50 |
0.4% |
10,203.70 |
Close |
10,401.70 |
10,522.80 |
121.10 |
1.2% |
10,416.70 |
Range |
79.00 |
192.00 |
113.00 |
143.0% |
391.70 |
ATR |
146.62 |
149.95 |
3.33 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,082.93 |
10,994.87 |
10,628.40 |
|
R3 |
10,890.93 |
10,802.87 |
10,575.60 |
|
R2 |
10,698.93 |
10,698.93 |
10,558.00 |
|
R1 |
10,610.87 |
10,610.87 |
10,540.40 |
10,654.90 |
PP |
10,506.93 |
10,506.93 |
10,506.93 |
10,528.95 |
S1 |
10,418.87 |
10,418.87 |
10,505.20 |
10,462.90 |
S2 |
10,314.93 |
10,314.93 |
10,487.60 |
|
S3 |
10,122.93 |
10,226.87 |
10,470.00 |
|
S4 |
9,930.93 |
10,034.87 |
10,417.20 |
|
|
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 |
10,595.00 |
10,241.20 |
353.80 |
3.4% |
139.04 |
1.3% |
80% |
True |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.5% |
143.67 |
1.4% |
67% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
147.34 |
1.4% |
72% |
False |
False |
|
40 |
11,196.50 |
10,120.90 |
1,075.60 |
10.2% |
147.74 |
1.4% |
37% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
145.24 |
1.4% |
33% |
False |
False |
|
80 |
11,350.00 |
9,698.07 |
1,651.93 |
15.7% |
156.77 |
1.5% |
50% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
179.48 |
1.7% |
63% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
177.73 |
1.7% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,411.00 |
2.618 |
11,097.66 |
1.618 |
10,905.66 |
1.000 |
10,787.00 |
0.618 |
10,713.66 |
HIGH |
10,595.00 |
0.618 |
10,521.66 |
0.500 |
10,499.00 |
0.382 |
10,476.34 |
LOW |
10,403.00 |
0.618 |
10,284.34 |
1.000 |
10,211.00 |
1.618 |
10,092.34 |
2.618 |
9,900.34 |
4.250 |
9,587.00 |
|
|
Fisher Pivots for day following 31-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,514.87 |
10,507.95 |
PP |
10,506.93 |
10,493.10 |
S1 |
10,499.00 |
10,478.25 |
|