Trading Metrics calculated at close of trading on 22-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2001 |
22-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,320.10 |
10,170.30 |
-149.80 |
-1.5% |
10,411.90 |
High |
10,378.80 |
10,305.10 |
-73.70 |
-0.7% |
10,478.80 |
Low |
10,156.00 |
10,134.50 |
-21.50 |
-0.2% |
10,180.90 |
Close |
10,174.10 |
10,276.90 |
102.80 |
1.0% |
10,240.80 |
Range |
222.80 |
170.60 |
-52.20 |
-23.4% |
297.90 |
ATR |
146.38 |
148.11 |
1.73 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,750.63 |
10,684.37 |
10,370.73 |
|
R3 |
10,580.03 |
10,513.77 |
10,323.82 |
|
R2 |
10,409.43 |
10,409.43 |
10,308.18 |
|
R1 |
10,343.17 |
10,343.17 |
10,292.54 |
10,376.30 |
PP |
10,238.83 |
10,238.83 |
10,238.83 |
10,255.40 |
S1 |
10,172.57 |
10,172.57 |
10,261.26 |
10,205.70 |
S2 |
10,068.23 |
10,068.23 |
10,245.62 |
|
S3 |
9,897.63 |
10,001.97 |
10,229.99 |
|
S4 |
9,727.03 |
9,831.37 |
10,183.07 |
|
|
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 |
10,395.20 |
10,134.50 |
260.70 |
2.5% |
166.24 |
1.6% |
55% |
False |
True |
|
10 |
10,478.80 |
10,134.50 |
344.30 |
3.4% |
147.35 |
1.4% |
41% |
False |
True |
|
20 |
10,609.70 |
10,134.50 |
475.20 |
4.6% |
138.56 |
1.3% |
30% |
False |
True |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
144.87 |
1.4% |
28% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.5% |
145.99 |
1.4% |
15% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
146.22 |
1.4% |
13% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.2% |
160.69 |
1.6% |
46% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.8% |
172.50 |
1.7% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,030.15 |
2.618 |
10,751.73 |
1.618 |
10,581.13 |
1.000 |
10,475.70 |
0.618 |
10,410.53 |
HIGH |
10,305.10 |
0.618 |
10,239.93 |
0.500 |
10,219.80 |
0.382 |
10,199.67 |
LOW |
10,134.50 |
0.618 |
10,029.07 |
1.000 |
9,963.90 |
1.618 |
9,858.47 |
2.618 |
9,687.87 |
4.250 |
9,409.45 |
|
|
Fisher Pivots for day following 22-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,257.87 |
10,270.15 |
PP |
10,238.83 |
10,263.40 |
S1 |
10,219.80 |
10,256.65 |
|