Trading Metrics calculated at close of trading on 21-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2001 |
21-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,239.30 |
10,320.10 |
80.80 |
0.8% |
10,411.90 |
High |
10,320.10 |
10,378.80 |
58.70 |
0.6% |
10,478.80 |
Low |
10,210.50 |
10,156.00 |
-54.50 |
-0.5% |
10,180.90 |
Close |
10,320.10 |
10,174.10 |
-146.00 |
-1.4% |
10,240.80 |
Range |
109.60 |
222.80 |
113.20 |
103.3% |
297.90 |
ATR |
140.50 |
146.38 |
5.88 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,904.70 |
10,762.20 |
10,296.64 |
|
R3 |
10,681.90 |
10,539.40 |
10,235.37 |
|
R2 |
10,459.10 |
10,459.10 |
10,214.95 |
|
R1 |
10,316.60 |
10,316.60 |
10,194.52 |
10,276.45 |
PP |
10,236.30 |
10,236.30 |
10,236.30 |
10,216.23 |
S1 |
10,093.80 |
10,093.80 |
10,153.68 |
10,053.65 |
S2 |
10,013.50 |
10,013.50 |
10,133.25 |
|
S3 |
9,790.70 |
9,871.00 |
10,112.83 |
|
S4 |
9,567.90 |
9,648.20 |
10,051.56 |
|
|
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 |
10,469.70 |
10,156.00 |
313.70 |
3.1% |
157.90 |
1.6% |
6% |
False |
True |
|
10 |
10,479.60 |
10,156.00 |
323.60 |
3.2% |
151.45 |
1.5% |
6% |
False |
True |
|
20 |
10,609.70 |
10,156.00 |
453.70 |
4.5% |
138.25 |
1.4% |
4% |
False |
True |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.5% |
144.09 |
1.4% |
10% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.6% |
144.74 |
1.4% |
5% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
12.1% |
146.51 |
1.4% |
4% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.4% |
160.46 |
1.6% |
40% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.1% |
173.39 |
1.7% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,325.70 |
2.618 |
10,962.09 |
1.618 |
10,739.29 |
1.000 |
10,601.60 |
0.618 |
10,516.49 |
HIGH |
10,378.80 |
0.618 |
10,293.69 |
0.500 |
10,267.40 |
0.382 |
10,241.11 |
LOW |
10,156.00 |
0.618 |
10,018.31 |
1.000 |
9,933.20 |
1.618 |
9,795.51 |
2.618 |
9,572.71 |
4.250 |
9,209.10 |
|
|
Fisher Pivots for day following 21-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,267.40 |
10,270.75 |
PP |
10,236.30 |
10,238.53 |
S1 |
10,205.20 |
10,206.32 |
|