Trading Metrics calculated at close of trading on 14-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2001 |
14-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,411.90 |
10,417.00 |
5.10 |
0.0% |
10,504.10 |
High |
10,445.80 |
10,478.80 |
33.00 |
0.3% |
10,504.10 |
Low |
10,367.10 |
10,386.90 |
19.80 |
0.2% |
10,197.30 |
Close |
10,415.90 |
10,412.20 |
-3.70 |
0.0% |
10,416.30 |
Range |
78.70 |
91.90 |
13.20 |
16.8% |
306.80 |
ATR |
143.07 |
139.41 |
-3.65 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,701.67 |
10,648.83 |
10,462.75 |
|
R3 |
10,609.77 |
10,556.93 |
10,437.47 |
|
R2 |
10,517.87 |
10,517.87 |
10,429.05 |
|
R1 |
10,465.03 |
10,465.03 |
10,420.62 |
10,445.50 |
PP |
10,425.97 |
10,425.97 |
10,425.97 |
10,416.20 |
S1 |
10,373.13 |
10,373.13 |
10,403.78 |
10,353.60 |
S2 |
10,334.07 |
10,334.07 |
10,395.35 |
|
S3 |
10,242.17 |
10,281.23 |
10,386.93 |
|
S4 |
10,150.27 |
10,189.33 |
10,361.66 |
|
|
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% |
145.00 |
1.4% |
76% |
False |
False |
|
10 |
10,609.70 |
10,197.30 |
412.40 |
4.0% |
128.03 |
1.2% |
52% |
False |
False |
|
20 |
10,679.10 |
10,197.30 |
481.80 |
4.6% |
135.85 |
1.3% |
45% |
False |
False |
|
40 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
144.47 |
1.4% |
46% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
142.30 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
145.77 |
1.4% |
24% |
False |
False |
|
100 |
11,350.00 |
9,338.15 |
2,011.85 |
19.3% |
164.15 |
1.6% |
53% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
175.52 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,869.38 |
2.618 |
10,719.39 |
1.618 |
10,627.49 |
1.000 |
10,570.70 |
0.618 |
10,535.59 |
HIGH |
10,478.80 |
0.618 |
10,443.69 |
0.500 |
10,432.85 |
0.382 |
10,422.01 |
LOW |
10,386.90 |
0.618 |
10,330.11 |
1.000 |
10,295.00 |
1.618 |
10,238.21 |
2.618 |
10,146.31 |
4.250 |
9,996.33 |
|
|
Fisher Pivots for day following 14-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,432.85 |
10,387.48 |
PP |
10,425.97 |
10,362.77 |
S1 |
10,419.08 |
10,338.05 |
|