Trading Metrics calculated at close of trading on 03-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2001 |
03-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,513.50 |
10,550.00 |
36.50 |
0.3% |
10,418.70 |
High |
10,609.70 |
10,550.60 |
-59.10 |
-0.6% |
10,609.70 |
Low |
10,513.50 |
10,433.10 |
-80.40 |
-0.8% |
10,361.50 |
Close |
10,551.20 |
10,512.80 |
-38.40 |
-0.4% |
10,512.80 |
Range |
96.20 |
117.50 |
21.30 |
22.1% |
248.20 |
ATR |
144.10 |
142.24 |
-1.86 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,851.33 |
10,799.57 |
10,577.43 |
|
R3 |
10,733.83 |
10,682.07 |
10,545.11 |
|
R2 |
10,616.33 |
10,616.33 |
10,534.34 |
|
R1 |
10,564.57 |
10,564.57 |
10,523.57 |
10,531.70 |
PP |
10,498.83 |
10,498.83 |
10,498.83 |
10,482.40 |
S1 |
10,447.07 |
10,447.07 |
10,502.03 |
10,414.20 |
S2 |
10,381.33 |
10,381.33 |
10,491.26 |
|
S3 |
10,263.83 |
10,329.57 |
10,480.49 |
|
S4 |
10,146.33 |
10,212.07 |
10,448.18 |
|
|
Weekly Pivots for week ending 03-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,239.27 |
11,124.23 |
10,649.31 |
|
R3 |
10,991.07 |
10,876.03 |
10,581.06 |
|
R2 |
10,742.87 |
10,742.87 |
10,558.30 |
|
R1 |
10,627.83 |
10,627.83 |
10,535.55 |
10,685.35 |
PP |
10,494.67 |
10,494.67 |
10,494.67 |
10,523.43 |
S1 |
10,379.63 |
10,379.63 |
10,490.05 |
10,437.15 |
S2 |
10,246.47 |
10,246.47 |
10,467.30 |
|
S3 |
9,998.27 |
10,131.43 |
10,444.55 |
|
S4 |
9,750.07 |
9,883.23 |
10,376.29 |
|
|
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% |
120.10 |
1.1% |
61% |
False |
False |
|
10 |
10,609.70 |
10,203.70 |
406.00 |
3.9% |
142.05 |
1.4% |
76% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
142.48 |
1.4% |
70% |
False |
False |
|
40 |
11,096.50 |
10,120.90 |
975.60 |
9.3% |
146.87 |
1.4% |
40% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
145.03 |
1.4% |
32% |
False |
False |
|
80 |
11,350.00 |
9,934.35 |
1,415.65 |
13.5% |
152.37 |
1.4% |
41% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
173.49 |
1.7% |
63% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
177.06 |
1.7% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,049.98 |
2.618 |
10,858.22 |
1.618 |
10,740.72 |
1.000 |
10,668.10 |
0.618 |
10,623.22 |
HIGH |
10,550.60 |
0.618 |
10,505.72 |
0.500 |
10,491.85 |
0.382 |
10,477.99 |
LOW |
10,433.10 |
0.618 |
10,360.49 |
1.000 |
10,315.60 |
1.618 |
10,242.99 |
2.618 |
10,125.49 |
4.250 |
9,933.73 |
|
|
Fisher Pivots for day following 03-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,505.82 |
10,521.40 |
PP |
10,498.83 |
10,518.53 |
S1 |
10,491.85 |
10,515.67 |
|