Trading Metrics calculated at close of trading on 06-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2001 |
06-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,550.00 |
10,504.10 |
-45.90 |
-0.4% |
10,418.70 |
High |
10,550.60 |
10,504.10 |
-46.50 |
-0.4% |
10,609.70 |
Low |
10,433.10 |
10,375.00 |
-58.10 |
-0.6% |
10,361.50 |
Close |
10,512.80 |
10,401.30 |
-111.50 |
-1.1% |
10,512.80 |
Range |
117.50 |
129.10 |
11.60 |
9.9% |
248.20 |
ATR |
142.24 |
141.92 |
-0.32 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,814.10 |
10,736.80 |
10,472.31 |
|
R3 |
10,685.00 |
10,607.70 |
10,436.80 |
|
R2 |
10,555.90 |
10,555.90 |
10,424.97 |
|
R1 |
10,478.60 |
10,478.60 |
10,413.13 |
10,452.70 |
PP |
10,426.80 |
10,426.80 |
10,426.80 |
10,413.85 |
S1 |
10,349.50 |
10,349.50 |
10,389.47 |
10,323.60 |
S2 |
10,297.70 |
10,297.70 |
10,377.63 |
|
S3 |
10,168.60 |
10,220.40 |
10,365.80 |
|
S4 |
10,039.50 |
10,091.30 |
10,330.30 |
|
|
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 |
10,375.00 |
234.70 |
2.3% |
130.12 |
1.3% |
11% |
False |
True |
|
10 |
10,609.70 |
10,203.70 |
406.00 |
3.9% |
137.39 |
1.3% |
49% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
143.89 |
1.4% |
50% |
False |
False |
|
40 |
11,004.30 |
10,120.90 |
883.40 |
8.5% |
146.14 |
1.4% |
32% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
145.34 |
1.4% |
23% |
False |
False |
|
80 |
11,350.00 |
9,934.35 |
1,415.65 |
13.6% |
151.21 |
1.5% |
33% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
170.95 |
1.6% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
177.15 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,052.78 |
2.618 |
10,842.08 |
1.618 |
10,712.98 |
1.000 |
10,633.20 |
0.618 |
10,583.88 |
HIGH |
10,504.10 |
0.618 |
10,454.78 |
0.500 |
10,439.55 |
0.382 |
10,424.32 |
LOW |
10,375.00 |
0.618 |
10,295.22 |
1.000 |
10,245.90 |
1.618 |
10,166.12 |
2.618 |
10,037.02 |
4.250 |
9,826.33 |
|
|
Fisher Pivots for day following 06-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,439.55 |
10,492.35 |
PP |
10,426.80 |
10,462.00 |
S1 |
10,414.05 |
10,431.65 |
|