Trading Metrics calculated at close of trading on 24-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2001 |
24-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,276.40 |
10,232.50 |
-43.90 |
-0.4% |
10,239.30 |
High |
10,286.80 |
10,440.70 |
153.90 |
1.5% |
10,440.70 |
Low |
10,213.50 |
10,223.80 |
10.30 |
0.1% |
10,134.50 |
Close |
10,229.20 |
10,423.20 |
194.00 |
1.9% |
10,423.20 |
Range |
73.30 |
216.90 |
143.60 |
195.9% |
306.20 |
ATR |
142.76 |
148.06 |
5.30 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,013.27 |
10,935.13 |
10,542.50 |
|
R3 |
10,796.37 |
10,718.23 |
10,482.85 |
|
R2 |
10,579.47 |
10,579.47 |
10,462.97 |
|
R1 |
10,501.33 |
10,501.33 |
10,443.08 |
10,540.40 |
PP |
10,362.57 |
10,362.57 |
10,362.57 |
10,382.10 |
S1 |
10,284.43 |
10,284.43 |
10,403.32 |
10,323.50 |
S2 |
10,145.67 |
10,145.67 |
10,383.44 |
|
S3 |
9,928.77 |
10,067.53 |
10,363.55 |
|
S4 |
9,711.87 |
9,850.63 |
10,303.91 |
|
|
Weekly Pivots for week ending 24-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,251.40 |
11,143.50 |
10,591.61 |
|
R3 |
10,945.20 |
10,837.30 |
10,507.41 |
|
R2 |
10,639.00 |
10,639.00 |
10,479.34 |
|
R1 |
10,531.10 |
10,531.10 |
10,451.27 |
10,585.05 |
PP |
10,332.80 |
10,332.80 |
10,332.80 |
10,359.78 |
S1 |
10,224.90 |
10,224.90 |
10,395.13 |
10,278.85 |
S2 |
10,026.60 |
10,026.60 |
10,367.06 |
|
S3 |
9,720.40 |
9,918.70 |
10,339.00 |
|
S4 |
9,414.20 |
9,612.50 |
10,254.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,440.70 |
10,134.50 |
306.20 |
2.9% |
158.64 |
1.5% |
94% |
True |
False |
|
10 |
10,478.80 |
10,134.50 |
344.30 |
3.3% |
142.09 |
1.4% |
84% |
False |
False |
|
20 |
10,609.70 |
10,134.50 |
475.20 |
4.6% |
140.08 |
1.3% |
61% |
False |
False |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
144.07 |
1.4% |
54% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.3% |
145.99 |
1.4% |
28% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
145.98 |
1.4% |
25% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
18.9% |
157.25 |
1.5% |
53% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
173.05 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,362.53 |
2.618 |
11,008.54 |
1.618 |
10,791.64 |
1.000 |
10,657.60 |
0.618 |
10,574.74 |
HIGH |
10,440.70 |
0.618 |
10,357.84 |
0.500 |
10,332.25 |
0.382 |
10,306.66 |
LOW |
10,223.80 |
0.618 |
10,089.76 |
1.000 |
10,006.90 |
1.618 |
9,872.86 |
2.618 |
9,655.96 |
4.250 |
9,301.98 |
|
|
Fisher Pivots for day following 24-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,392.88 |
10,378.00 |
PP |
10,362.57 |
10,332.80 |
S1 |
10,332.25 |
10,287.60 |
|