Trading Metrics calculated at close of trading on 08-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2001 |
08-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,399.00 |
10,456.20 |
57.20 |
0.6% |
10,418.70 |
High |
10,472.70 |
10,479.60 |
6.90 |
0.1% |
10,609.70 |
Low |
10,376.00 |
10,268.00 |
-108.00 |
-1.0% |
10,361.50 |
Close |
10,458.70 |
10,293.50 |
-165.20 |
-1.6% |
10,512.80 |
Range |
96.70 |
211.60 |
114.90 |
118.8% |
248.20 |
ATR |
138.69 |
143.90 |
5.21 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,981.83 |
10,849.27 |
10,409.88 |
|
R3 |
10,770.23 |
10,637.67 |
10,351.69 |
|
R2 |
10,558.63 |
10,558.63 |
10,332.29 |
|
R1 |
10,426.07 |
10,426.07 |
10,312.90 |
10,386.55 |
PP |
10,347.03 |
10,347.03 |
10,347.03 |
10,327.28 |
S1 |
10,214.47 |
10,214.47 |
10,274.10 |
10,174.95 |
S2 |
10,135.43 |
10,135.43 |
10,254.71 |
|
S3 |
9,923.83 |
10,002.87 |
10,235.31 |
|
S4 |
9,712.23 |
9,791.27 |
10,177.12 |
|
|
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 |
10,268.00 |
341.70 |
3.3% |
130.22 |
1.3% |
7% |
False |
True |
|
10 |
10,609.70 |
10,268.00 |
341.70 |
3.3% |
129.76 |
1.3% |
7% |
False |
True |
|
20 |
10,679.10 |
10,203.70 |
475.40 |
4.6% |
143.00 |
1.4% |
19% |
False |
False |
|
40 |
11,004.30 |
10,120.90 |
883.40 |
8.6% |
146.41 |
1.4% |
20% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
146.74 |
1.4% |
14% |
False |
False |
|
80 |
11,350.00 |
10,075.50 |
1,274.50 |
12.4% |
150.92 |
1.5% |
17% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
170.51 |
1.7% |
53% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
177.55 |
1.7% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,378.90 |
2.618 |
11,033.57 |
1.618 |
10,821.97 |
1.000 |
10,691.20 |
0.618 |
10,610.37 |
HIGH |
10,479.60 |
0.618 |
10,398.77 |
0.500 |
10,373.80 |
0.382 |
10,348.83 |
LOW |
10,268.00 |
0.618 |
10,137.23 |
1.000 |
10,056.40 |
1.618 |
9,925.63 |
2.618 |
9,714.03 |
4.250 |
9,368.70 |
|
|
Fisher Pivots for day following 08-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,373.80 |
10,386.05 |
PP |
10,347.03 |
10,355.20 |
S1 |
10,320.27 |
10,324.35 |
|