Trading Metrics calculated at close of trading on 15-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2001 |
15-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,417.00 |
10,407.00 |
-10.00 |
-0.1% |
10,504.10 |
High |
10,478.80 |
10,469.70 |
-9.10 |
-0.1% |
10,504.10 |
Low |
10,386.90 |
10,340.80 |
-46.10 |
-0.4% |
10,197.30 |
Close |
10,412.20 |
10,346.00 |
-66.20 |
-0.6% |
10,416.30 |
Range |
91.90 |
128.90 |
37.00 |
40.3% |
306.80 |
ATR |
139.41 |
138.66 |
-0.75 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,772.20 |
10,688.00 |
10,416.90 |
|
R3 |
10,643.30 |
10,559.10 |
10,381.45 |
|
R2 |
10,514.40 |
10,514.40 |
10,369.63 |
|
R1 |
10,430.20 |
10,430.20 |
10,357.82 |
10,407.85 |
PP |
10,385.50 |
10,385.50 |
10,385.50 |
10,374.33 |
S1 |
10,301.30 |
10,301.30 |
10,334.18 |
10,278.95 |
S2 |
10,256.60 |
10,256.60 |
10,322.37 |
|
S3 |
10,127.70 |
10,172.40 |
10,310.55 |
|
S4 |
9,998.80 |
10,043.50 |
10,275.11 |
|
|
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 |
10,478.80 |
10,197.30 |
281.50 |
2.7% |
128.46 |
1.2% |
53% |
False |
False |
|
10 |
10,609.70 |
10,197.30 |
412.40 |
4.0% |
129.34 |
1.3% |
36% |
False |
False |
|
20 |
10,679.10 |
10,197.30 |
481.80 |
4.7% |
136.62 |
1.3% |
31% |
False |
False |
|
40 |
10,759.60 |
10,120.90 |
638.70 |
6.2% |
143.27 |
1.4% |
35% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
142.56 |
1.4% |
18% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
146.28 |
1.4% |
18% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.1% |
163.52 |
1.6% |
49% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.7% |
174.64 |
1.7% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,017.53 |
2.618 |
10,807.16 |
1.618 |
10,678.26 |
1.000 |
10,598.60 |
0.618 |
10,549.36 |
HIGH |
10,469.70 |
0.618 |
10,420.46 |
0.500 |
10,405.25 |
0.382 |
10,390.04 |
LOW |
10,340.80 |
0.618 |
10,261.14 |
1.000 |
10,211.90 |
1.618 |
10,132.24 |
2.618 |
10,003.34 |
4.250 |
9,792.98 |
|
|
Fisher Pivots for day following 15-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,405.25 |
10,409.80 |
PP |
10,385.50 |
10,388.53 |
S1 |
10,365.75 |
10,367.27 |
|