Trading Metrics calculated at close of trading on 16-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2001 |
16-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,407.00 |
10,342.10 |
-64.90 |
-0.6% |
10,504.10 |
High |
10,469.70 |
10,395.20 |
-74.50 |
-0.7% |
10,504.10 |
Low |
10,340.80 |
10,271.60 |
-69.20 |
-0.7% |
10,197.30 |
Close |
10,346.00 |
10,392.50 |
46.50 |
0.4% |
10,416.30 |
Range |
128.90 |
123.60 |
-5.30 |
-4.1% |
306.80 |
ATR |
138.66 |
137.59 |
-1.08 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,723.90 |
10,681.80 |
10,460.48 |
|
R3 |
10,600.30 |
10,558.20 |
10,426.49 |
|
R2 |
10,476.70 |
10,476.70 |
10,415.16 |
|
R1 |
10,434.60 |
10,434.60 |
10,403.83 |
10,455.65 |
PP |
10,353.10 |
10,353.10 |
10,353.10 |
10,363.63 |
S1 |
10,311.00 |
10,311.00 |
10,381.17 |
10,332.05 |
S2 |
10,229.50 |
10,229.50 |
10,369.84 |
|
S3 |
10,105.90 |
10,187.40 |
10,358.51 |
|
S4 |
9,982.30 |
10,063.80 |
10,324.52 |
|
|
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% |
131.86 |
1.3% |
69% |
False |
False |
|
10 |
10,550.60 |
10,197.30 |
353.30 |
3.4% |
132.08 |
1.3% |
55% |
False |
False |
|
20 |
10,609.70 |
10,197.30 |
412.40 |
4.0% |
135.04 |
1.3% |
47% |
False |
False |
|
40 |
10,759.60 |
10,120.90 |
638.70 |
6.1% |
142.90 |
1.4% |
43% |
False |
False |
|
60 |
11,262.30 |
10,120.90 |
1,141.40 |
11.0% |
142.78 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
145.47 |
1.4% |
22% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.0% |
162.60 |
1.6% |
52% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
173.83 |
1.7% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,920.50 |
2.618 |
10,718.78 |
1.618 |
10,595.18 |
1.000 |
10,518.80 |
0.618 |
10,471.58 |
HIGH |
10,395.20 |
0.618 |
10,347.98 |
0.500 |
10,333.40 |
0.382 |
10,318.82 |
LOW |
10,271.60 |
0.618 |
10,195.22 |
1.000 |
10,148.00 |
1.618 |
10,071.62 |
2.618 |
9,948.02 |
4.250 |
9,746.30 |
|
|
Fisher Pivots for day following 16-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,372.80 |
10,386.73 |
PP |
10,353.10 |
10,380.97 |
S1 |
10,333.40 |
10,375.20 |
|