Trading Metrics calculated at close of trading on 07-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2001 |
07-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,504.10 |
10,399.00 |
-105.10 |
-1.0% |
10,418.70 |
High |
10,504.10 |
10,472.70 |
-31.40 |
-0.3% |
10,609.70 |
Low |
10,375.00 |
10,376.00 |
1.00 |
0.0% |
10,361.50 |
Close |
10,401.30 |
10,458.70 |
57.40 |
0.6% |
10,512.80 |
Range |
129.10 |
96.70 |
-32.40 |
-25.1% |
248.20 |
ATR |
141.92 |
138.69 |
-3.23 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,725.90 |
10,689.00 |
10,511.89 |
|
R3 |
10,629.20 |
10,592.30 |
10,485.29 |
|
R2 |
10,532.50 |
10,532.50 |
10,476.43 |
|
R1 |
10,495.60 |
10,495.60 |
10,467.56 |
10,514.05 |
PP |
10,435.80 |
10,435.80 |
10,435.80 |
10,445.03 |
S1 |
10,398.90 |
10,398.90 |
10,449.84 |
10,417.35 |
S2 |
10,339.10 |
10,339.10 |
10,440.97 |
|
S3 |
10,242.40 |
10,302.20 |
10,432.11 |
|
S4 |
10,145.70 |
10,205.50 |
10,405.52 |
|
|
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 |
2.2% |
111.06 |
1.1% |
36% |
False |
False |
|
10 |
10,609.70 |
10,241.20 |
368.50 |
3.5% |
125.05 |
1.2% |
59% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
140.08 |
1.3% |
61% |
False |
False |
|
40 |
11,004.30 |
10,120.90 |
883.40 |
8.4% |
145.96 |
1.4% |
38% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
144.52 |
1.4% |
27% |
False |
False |
|
80 |
11,350.00 |
10,046.50 |
1,303.50 |
12.5% |
150.00 |
1.4% |
32% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
170.74 |
1.6% |
60% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
176.81 |
1.7% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,883.68 |
2.618 |
10,725.86 |
1.618 |
10,629.16 |
1.000 |
10,569.40 |
0.618 |
10,532.46 |
HIGH |
10,472.70 |
0.618 |
10,435.76 |
0.500 |
10,424.35 |
0.382 |
10,412.94 |
LOW |
10,376.00 |
0.618 |
10,316.24 |
1.000 |
10,279.30 |
1.618 |
10,219.54 |
2.618 |
10,122.84 |
4.250 |
9,965.03 |
|
|
Fisher Pivots for day following 07-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,447.25 |
10,462.80 |
PP |
10,435.80 |
10,461.43 |
S1 |
10,424.35 |
10,460.07 |
|