Trading Metrics calculated at close of trading on 13-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2001 |
13-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,296.90 |
10,411.90 |
115.00 |
1.1% |
10,504.10 |
High |
10,433.50 |
10,445.80 |
12.30 |
0.1% |
10,504.10 |
Low |
10,197.30 |
10,367.10 |
169.80 |
1.7% |
10,197.30 |
Close |
10,416.30 |
10,415.90 |
-0.40 |
0.0% |
10,416.30 |
Range |
236.20 |
78.70 |
-157.50 |
-66.7% |
306.80 |
ATR |
148.02 |
143.07 |
-4.95 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,645.70 |
10,609.50 |
10,459.19 |
|
R3 |
10,567.00 |
10,530.80 |
10,437.54 |
|
R2 |
10,488.30 |
10,488.30 |
10,430.33 |
|
R1 |
10,452.10 |
10,452.10 |
10,423.11 |
10,470.20 |
PP |
10,409.60 |
10,409.60 |
10,409.60 |
10,418.65 |
S1 |
10,373.40 |
10,373.40 |
10,408.69 |
10,391.50 |
S2 |
10,330.90 |
10,330.90 |
10,401.47 |
|
S3 |
10,252.20 |
10,294.70 |
10,394.26 |
|
S4 |
10,173.50 |
10,216.00 |
10,372.62 |
|
|
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 |
10,479.60 |
10,197.30 |
282.30 |
2.7% |
145.96 |
1.4% |
77% |
False |
False |
|
10 |
10,609.70 |
10,197.30 |
412.40 |
4.0% |
138.04 |
1.3% |
53% |
False |
False |
|
20 |
10,679.10 |
10,197.30 |
481.80 |
4.6% |
140.75 |
1.4% |
45% |
False |
False |
|
40 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
144.53 |
1.4% |
46% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
142.60 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
146.99 |
1.4% |
24% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
167.14 |
1.6% |
58% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
176.37 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,780.28 |
2.618 |
10,651.84 |
1.618 |
10,573.14 |
1.000 |
10,524.50 |
0.618 |
10,494.44 |
HIGH |
10,445.80 |
0.618 |
10,415.74 |
0.500 |
10,406.45 |
0.382 |
10,397.16 |
LOW |
10,367.10 |
0.618 |
10,318.46 |
1.000 |
10,288.40 |
1.618 |
10,239.76 |
2.618 |
10,161.06 |
4.250 |
10,032.63 |
|
|
Fisher Pivots for day following 13-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,412.75 |
10,384.45 |
PP |
10,409.60 |
10,353.00 |
S1 |
10,406.45 |
10,321.55 |
|