Trading Metrics calculated at close of trading on 28-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2001 |
28-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,422.80 |
10,382.60 |
-40.20 |
-0.4% |
10,239.30 |
High |
10,441.40 |
10,382.80 |
-58.60 |
-0.6% |
10,440.70 |
Low |
10,382.40 |
10,214.30 |
-168.10 |
-1.6% |
10,134.50 |
Close |
10,382.40 |
10,222.00 |
-160.40 |
-1.5% |
10,423.20 |
Range |
59.00 |
168.50 |
109.50 |
185.6% |
306.20 |
ATR |
141.70 |
143.61 |
1.91 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,778.53 |
10,668.77 |
10,314.68 |
|
R3 |
10,610.03 |
10,500.27 |
10,268.34 |
|
R2 |
10,441.53 |
10,441.53 |
10,252.89 |
|
R1 |
10,331.77 |
10,331.77 |
10,237.45 |
10,302.40 |
PP |
10,273.03 |
10,273.03 |
10,273.03 |
10,258.35 |
S1 |
10,163.27 |
10,163.27 |
10,206.55 |
10,133.90 |
S2 |
10,104.53 |
10,104.53 |
10,191.11 |
|
S3 |
9,936.03 |
9,994.77 |
10,175.66 |
|
S4 |
9,767.53 |
9,826.27 |
10,129.33 |
|
|
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% |
137.66 |
1.3% |
29% |
False |
False |
|
10 |
10,469.70 |
10,134.50 |
335.20 |
3.3% |
147.78 |
1.4% |
26% |
False |
False |
|
20 |
10,609.70 |
10,134.50 |
475.20 |
4.6% |
137.91 |
1.3% |
18% |
False |
False |
|
40 |
10,679.10 |
10,120.90 |
558.20 |
5.5% |
142.62 |
1.4% |
18% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.5% |
144.46 |
1.4% |
9% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
143.40 |
1.4% |
8% |
False |
False |
|
100 |
11,350.00 |
9,698.07 |
1,651.93 |
16.2% |
153.00 |
1.5% |
32% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
172.55 |
1.7% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,098.93 |
2.618 |
10,823.93 |
1.618 |
10,655.43 |
1.000 |
10,551.30 |
0.618 |
10,486.93 |
HIGH |
10,382.80 |
0.618 |
10,318.43 |
0.500 |
10,298.55 |
0.382 |
10,278.67 |
LOW |
10,214.30 |
0.618 |
10,110.17 |
1.000 |
10,045.80 |
1.618 |
9,941.67 |
2.618 |
9,773.17 |
4.250 |
9,498.18 |
|
|
Fisher Pivots for day following 28-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,298.55 |
10,327.85 |
PP |
10,273.03 |
10,292.57 |
S1 |
10,247.52 |
10,257.28 |
|