Trading Metrics calculated at close of trading on 02-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2001 |
02-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,527.40 |
10,513.50 |
-13.90 |
-0.1% |
10,576.90 |
High |
10,600.00 |
10,609.70 |
9.70 |
0.1% |
10,595.40 |
Low |
10,484.20 |
10,513.50 |
29.30 |
0.3% |
10,203.70 |
Close |
10,510.00 |
10,551.20 |
41.20 |
0.4% |
10,416.70 |
Range |
115.80 |
96.20 |
-19.60 |
-16.9% |
391.70 |
ATR |
147.51 |
144.10 |
-3.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,846.73 |
10,795.17 |
10,604.11 |
|
R3 |
10,750.53 |
10,698.97 |
10,577.66 |
|
R2 |
10,654.33 |
10,654.33 |
10,568.84 |
|
R1 |
10,602.77 |
10,602.77 |
10,560.02 |
10,628.55 |
PP |
10,558.13 |
10,558.13 |
10,558.13 |
10,571.03 |
S1 |
10,506.57 |
10,506.57 |
10,542.38 |
10,532.35 |
S2 |
10,461.93 |
10,461.93 |
10,533.56 |
|
S3 |
10,365.73 |
10,410.37 |
10,524.75 |
|
S4 |
10,269.53 |
10,314.17 |
10,498.29 |
|
|
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 |
10,609.70 |
10,361.50 |
248.20 |
2.4% |
113.56 |
1.1% |
76% |
True |
False |
|
10 |
10,609.70 |
10,203.70 |
406.00 |
3.8% |
137.99 |
1.3% |
86% |
True |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
149.43 |
1.4% |
77% |
False |
False |
|
40 |
11,100.00 |
10,120.90 |
979.10 |
9.3% |
146.21 |
1.4% |
44% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.6% |
144.96 |
1.4% |
35% |
False |
False |
|
80 |
11,350.00 |
9,849.50 |
1,500.50 |
14.2% |
154.72 |
1.5% |
47% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
174.17 |
1.7% |
64% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
177.60 |
1.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,018.55 |
2.618 |
10,861.55 |
1.618 |
10,765.35 |
1.000 |
10,705.90 |
0.618 |
10,669.15 |
HIGH |
10,609.70 |
0.618 |
10,572.95 |
0.500 |
10,561.60 |
0.382 |
10,550.25 |
LOW |
10,513.50 |
0.618 |
10,454.05 |
1.000 |
10,417.30 |
1.618 |
10,357.85 |
2.618 |
10,261.65 |
4.250 |
10,104.65 |
|
|
Fisher Pivots for day following 02-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,561.60 |
10,536.25 |
PP |
10,558.13 |
10,521.30 |
S1 |
10,554.67 |
10,506.35 |
|