Trading Metrics calculated at close of trading on 20-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2001 |
20-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,385.50 |
10,239.30 |
-146.20 |
-1.4% |
10,411.90 |
High |
10,385.50 |
10,320.10 |
-65.40 |
-0.6% |
10,478.80 |
Low |
10,180.90 |
10,210.50 |
29.60 |
0.3% |
10,180.90 |
Close |
10,240.80 |
10,320.10 |
79.30 |
0.8% |
10,240.80 |
Range |
204.60 |
109.60 |
-95.00 |
-46.4% |
297.90 |
ATR |
142.87 |
140.50 |
-2.38 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,612.37 |
10,575.83 |
10,380.38 |
|
R3 |
10,502.77 |
10,466.23 |
10,350.24 |
|
R2 |
10,393.17 |
10,393.17 |
10,340.19 |
|
R1 |
10,356.63 |
10,356.63 |
10,330.15 |
10,374.90 |
PP |
10,283.57 |
10,283.57 |
10,283.57 |
10,292.70 |
S1 |
10,247.03 |
10,247.03 |
10,310.05 |
10,265.30 |
S2 |
10,173.97 |
10,173.97 |
10,300.01 |
|
S3 |
10,064.37 |
10,137.43 |
10,289.96 |
|
S4 |
9,954.77 |
10,027.83 |
10,259.82 |
|
|
Weekly Pivots for week ending 17-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,193.87 |
11,015.23 |
10,404.65 |
|
R3 |
10,895.97 |
10,717.33 |
10,322.72 |
|
R2 |
10,598.07 |
10,598.07 |
10,295.42 |
|
R1 |
10,419.43 |
10,419.43 |
10,268.11 |
10,359.80 |
PP |
10,300.17 |
10,300.17 |
10,300.17 |
10,270.35 |
S1 |
10,121.53 |
10,121.53 |
10,213.49 |
10,061.90 |
S2 |
10,002.27 |
10,002.27 |
10,186.19 |
|
S3 |
9,704.37 |
9,823.63 |
10,158.88 |
|
S4 |
9,406.47 |
9,525.73 |
10,076.96 |
|
|
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 |
10,180.90 |
297.90 |
2.9% |
131.72 |
1.3% |
47% |
False |
False |
|
10 |
10,479.60 |
10,180.90 |
298.70 |
2.9% |
138.84 |
1.3% |
47% |
False |
False |
|
20 |
10,609.70 |
10,180.90 |
428.80 |
4.2% |
138.12 |
1.3% |
32% |
False |
False |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
142.93 |
1.4% |
36% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.4% |
143.20 |
1.4% |
19% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.9% |
145.17 |
1.4% |
16% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.1% |
160.18 |
1.6% |
48% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.7% |
173.12 |
1.7% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,785.90 |
2.618 |
10,607.03 |
1.618 |
10,497.43 |
1.000 |
10,429.70 |
0.618 |
10,387.83 |
HIGH |
10,320.10 |
0.618 |
10,278.23 |
0.500 |
10,265.30 |
0.382 |
10,252.37 |
LOW |
10,210.50 |
0.618 |
10,142.77 |
1.000 |
10,100.90 |
1.618 |
10,033.17 |
2.618 |
9,923.57 |
4.250 |
9,744.70 |
|
|
Fisher Pivots for day following 20-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,301.83 |
10,309.42 |
PP |
10,283.57 |
10,298.73 |
S1 |
10,265.30 |
10,288.05 |
|