Trading Metrics calculated at close of trading on 23-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2001 |
23-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,170.30 |
10,276.40 |
106.10 |
1.0% |
10,411.90 |
High |
10,305.10 |
10,286.80 |
-18.30 |
-0.2% |
10,478.80 |
Low |
10,134.50 |
10,213.50 |
79.00 |
0.8% |
10,180.90 |
Close |
10,276.90 |
10,229.20 |
-47.70 |
-0.5% |
10,240.80 |
Range |
170.60 |
73.30 |
-97.30 |
-57.0% |
297.90 |
ATR |
148.11 |
142.76 |
-5.34 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,463.07 |
10,419.43 |
10,269.52 |
|
R3 |
10,389.77 |
10,346.13 |
10,249.36 |
|
R2 |
10,316.47 |
10,316.47 |
10,242.64 |
|
R1 |
10,272.83 |
10,272.83 |
10,235.92 |
10,258.00 |
PP |
10,243.17 |
10,243.17 |
10,243.17 |
10,235.75 |
S1 |
10,199.53 |
10,199.53 |
10,222.48 |
10,184.70 |
S2 |
10,169.87 |
10,169.87 |
10,215.76 |
|
S3 |
10,096.57 |
10,126.23 |
10,209.04 |
|
S4 |
10,023.27 |
10,052.93 |
10,188.89 |
|
|
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 |
10,385.50 |
10,134.50 |
251.00 |
2.5% |
156.18 |
1.5% |
38% |
False |
False |
|
10 |
10,478.80 |
10,134.50 |
344.30 |
3.4% |
144.02 |
1.4% |
28% |
False |
False |
|
20 |
10,609.70 |
10,134.50 |
475.20 |
4.6% |
133.48 |
1.3% |
20% |
False |
False |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.5% |
143.62 |
1.4% |
19% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.5% |
144.26 |
1.4% |
10% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
144.98 |
1.4% |
9% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.3% |
158.55 |
1.5% |
43% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
172.25 |
1.7% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,598.33 |
2.618 |
10,478.70 |
1.618 |
10,405.40 |
1.000 |
10,360.10 |
0.618 |
10,332.10 |
HIGH |
10,286.80 |
0.618 |
10,258.80 |
0.500 |
10,250.15 |
0.382 |
10,241.50 |
LOW |
10,213.50 |
0.618 |
10,168.20 |
1.000 |
10,140.20 |
1.618 |
10,094.90 |
2.618 |
10,021.60 |
4.250 |
9,901.98 |
|
|
Fisher Pivots for day following 23-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,250.15 |
10,256.65 |
PP |
10,243.17 |
10,247.50 |
S1 |
10,236.18 |
10,238.35 |
|