Trading Metrics calculated at close of trading on 10-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2001 |
10-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,291.20 |
10,296.90 |
5.70 |
0.1% |
10,504.10 |
High |
10,312.20 |
10,433.50 |
121.30 |
1.2% |
10,504.10 |
Low |
10,205.60 |
10,197.30 |
-8.30 |
-0.1% |
10,197.30 |
Close |
10,298.60 |
10,416.30 |
117.70 |
1.1% |
10,416.30 |
Range |
106.60 |
236.20 |
129.60 |
121.6% |
306.80 |
ATR |
141.24 |
148.02 |
6.78 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,057.63 |
10,973.17 |
10,546.21 |
|
R3 |
10,821.43 |
10,736.97 |
10,481.26 |
|
R2 |
10,585.23 |
10,585.23 |
10,459.60 |
|
R1 |
10,500.77 |
10,500.77 |
10,437.95 |
10,543.00 |
PP |
10,349.03 |
10,349.03 |
10,349.03 |
10,370.15 |
S1 |
10,264.57 |
10,264.57 |
10,394.65 |
10,306.80 |
S2 |
10,112.83 |
10,112.83 |
10,373.00 |
|
S3 |
9,876.63 |
10,028.37 |
10,351.35 |
|
S4 |
9,640.43 |
9,792.17 |
10,286.39 |
|
|
Weekly Pivots for week ending 10-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,292.97 |
11,161.43 |
10,585.04 |
|
R3 |
10,986.17 |
10,854.63 |
10,500.67 |
|
R2 |
10,679.37 |
10,679.37 |
10,472.55 |
|
R1 |
10,547.83 |
10,547.83 |
10,444.42 |
10,460.20 |
PP |
10,372.57 |
10,372.57 |
10,372.57 |
10,328.75 |
S1 |
10,241.03 |
10,241.03 |
10,388.18 |
10,153.40 |
S2 |
10,065.77 |
10,065.77 |
10,360.05 |
|
S3 |
9,758.97 |
9,934.23 |
10,331.93 |
|
S4 |
9,452.17 |
9,627.43 |
10,247.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,504.10 |
10,197.30 |
306.80 |
2.9% |
156.04 |
1.5% |
71% |
False |
True |
|
10 |
10,609.70 |
10,197.30 |
412.40 |
4.0% |
138.07 |
1.3% |
53% |
False |
True |
|
20 |
10,679.10 |
10,197.30 |
481.80 |
4.6% |
142.92 |
1.4% |
45% |
False |
True |
|
40 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
146.31 |
1.4% |
46% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
143.74 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
147.66 |
1.4% |
24% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
168.93 |
1.6% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
177.60 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,437.35 |
2.618 |
11,051.87 |
1.618 |
10,815.67 |
1.000 |
10,669.70 |
0.618 |
10,579.47 |
HIGH |
10,433.50 |
0.618 |
10,343.27 |
0.500 |
10,315.40 |
0.382 |
10,287.53 |
LOW |
10,197.30 |
0.618 |
10,051.33 |
1.000 |
9,961.10 |
1.618 |
9,815.13 |
2.618 |
9,578.93 |
4.250 |
9,193.45 |
|
|
Fisher Pivots for day following 10-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,382.67 |
10,390.35 |
PP |
10,349.03 |
10,364.40 |
S1 |
10,315.40 |
10,338.45 |
|