Trading Metrics calculated at close of trading on 27-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2001 |
27-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,232.50 |
10,422.80 |
190.30 |
1.9% |
10,239.30 |
High |
10,440.70 |
10,441.40 |
0.70 |
0.0% |
10,440.70 |
Low |
10,223.80 |
10,382.40 |
158.60 |
1.6% |
10,134.50 |
Close |
10,423.20 |
10,382.40 |
-40.80 |
-0.4% |
10,423.20 |
Range |
216.90 |
59.00 |
-157.90 |
-72.8% |
306.20 |
ATR |
148.06 |
141.70 |
-6.36 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,579.07 |
10,539.73 |
10,414.85 |
|
R3 |
10,520.07 |
10,480.73 |
10,398.63 |
|
R2 |
10,461.07 |
10,461.07 |
10,393.22 |
|
R1 |
10,421.73 |
10,421.73 |
10,387.81 |
10,411.90 |
PP |
10,402.07 |
10,402.07 |
10,402.07 |
10,397.15 |
S1 |
10,362.73 |
10,362.73 |
10,376.99 |
10,352.90 |
S2 |
10,343.07 |
10,343.07 |
10,371.58 |
|
S3 |
10,284.07 |
10,303.73 |
10,366.18 |
|
S4 |
10,225.07 |
10,244.73 |
10,349.95 |
|
|
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 |
10,441.40 |
10,134.50 |
306.90 |
3.0% |
148.52 |
1.4% |
81% |
True |
False |
|
10 |
10,478.80 |
10,134.50 |
344.30 |
3.3% |
140.12 |
1.3% |
72% |
False |
False |
|
20 |
10,609.70 |
10,134.50 |
475.20 |
4.6% |
139.08 |
1.3% |
52% |
False |
False |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.4% |
142.70 |
1.4% |
47% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.4% |
143.87 |
1.4% |
24% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
11.8% |
144.86 |
1.4% |
21% |
False |
False |
|
100 |
11,350.00 |
9,527.21 |
1,822.79 |
17.6% |
155.34 |
1.5% |
47% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.6% |
172.38 |
1.7% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,692.15 |
2.618 |
10,595.86 |
1.618 |
10,536.86 |
1.000 |
10,500.40 |
0.618 |
10,477.86 |
HIGH |
10,441.40 |
0.618 |
10,418.86 |
0.500 |
10,411.90 |
0.382 |
10,404.94 |
LOW |
10,382.40 |
0.618 |
10,345.94 |
1.000 |
10,323.40 |
1.618 |
10,286.94 |
2.618 |
10,227.94 |
4.250 |
10,131.65 |
|
|
Fisher Pivots for day following 27-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,411.90 |
10,364.08 |
PP |
10,402.07 |
10,345.77 |
S1 |
10,392.23 |
10,327.45 |
|