Trading Metrics calculated at close of trading on 09-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2001 |
09-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,456.20 |
10,291.20 |
-165.00 |
-1.6% |
10,418.70 |
High |
10,479.60 |
10,312.20 |
-167.40 |
-1.6% |
10,609.70 |
Low |
10,268.00 |
10,205.60 |
-62.40 |
-0.6% |
10,361.50 |
Close |
10,293.50 |
10,298.60 |
5.10 |
0.0% |
10,512.80 |
Range |
211.60 |
106.60 |
-105.00 |
-49.6% |
248.20 |
ATR |
143.90 |
141.24 |
-2.66 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,591.93 |
10,551.87 |
10,357.23 |
|
R3 |
10,485.33 |
10,445.27 |
10,327.92 |
|
R2 |
10,378.73 |
10,378.73 |
10,318.14 |
|
R1 |
10,338.67 |
10,338.67 |
10,308.37 |
10,358.70 |
PP |
10,272.13 |
10,272.13 |
10,272.13 |
10,282.15 |
S1 |
10,232.07 |
10,232.07 |
10,288.83 |
10,252.10 |
S2 |
10,165.53 |
10,165.53 |
10,279.06 |
|
S3 |
10,058.93 |
10,125.47 |
10,269.29 |
|
S4 |
9,952.33 |
10,018.87 |
10,239.97 |
|
|
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 |
10,550.60 |
10,205.60 |
345.00 |
3.3% |
132.30 |
1.3% |
27% |
False |
True |
|
10 |
10,609.70 |
10,205.60 |
404.10 |
3.9% |
122.93 |
1.2% |
23% |
False |
True |
|
20 |
10,679.10 |
10,203.70 |
475.40 |
4.6% |
136.97 |
1.3% |
20% |
False |
False |
|
40 |
10,868.50 |
10,120.90 |
747.60 |
7.3% |
145.63 |
1.4% |
24% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
146.75 |
1.4% |
14% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
150.46 |
1.5% |
14% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
169.59 |
1.6% |
53% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
177.09 |
1.7% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,765.25 |
2.618 |
10,591.28 |
1.618 |
10,484.68 |
1.000 |
10,418.80 |
0.618 |
10,378.08 |
HIGH |
10,312.20 |
0.618 |
10,271.48 |
0.500 |
10,258.90 |
0.382 |
10,246.32 |
LOW |
10,205.60 |
0.618 |
10,139.72 |
1.000 |
10,099.00 |
1.618 |
10,033.12 |
2.618 |
9,926.52 |
4.250 |
9,752.55 |
|
|
Fisher Pivots for day following 09-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,285.37 |
10,342.60 |
PP |
10,272.13 |
10,327.93 |
S1 |
10,258.90 |
10,313.27 |
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