Trading Metrics calculated at close of trading on 29-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2001 |
29-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,382.60 |
10,224.50 |
-158.10 |
-1.5% |
10,239.30 |
High |
10,382.80 |
10,267.70 |
-115.10 |
-1.1% |
10,440.70 |
Low |
10,214.30 |
10,075.60 |
-138.70 |
-1.4% |
10,134.50 |
Close |
10,222.00 |
10,090.90 |
-131.10 |
-1.3% |
10,423.20 |
Range |
168.50 |
192.10 |
23.60 |
14.0% |
306.20 |
ATR |
143.61 |
147.07 |
3.46 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,721.03 |
10,598.07 |
10,196.56 |
|
R3 |
10,528.93 |
10,405.97 |
10,143.73 |
|
R2 |
10,336.83 |
10,336.83 |
10,126.12 |
|
R1 |
10,213.87 |
10,213.87 |
10,108.51 |
10,179.30 |
PP |
10,144.73 |
10,144.73 |
10,144.73 |
10,127.45 |
S1 |
10,021.77 |
10,021.77 |
10,073.29 |
9,987.20 |
S2 |
9,952.63 |
9,952.63 |
10,055.68 |
|
S3 |
9,760.53 |
9,829.67 |
10,038.07 |
|
S4 |
9,568.43 |
9,637.57 |
9,985.25 |
|
|
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 |
10,075.60 |
365.80 |
3.6% |
141.96 |
1.4% |
4% |
False |
True |
|
10 |
10,441.40 |
10,075.60 |
365.80 |
3.6% |
154.10 |
1.5% |
4% |
False |
True |
|
20 |
10,609.70 |
10,075.60 |
534.10 |
5.3% |
141.72 |
1.4% |
3% |
False |
True |
|
40 |
10,679.10 |
10,075.60 |
603.50 |
6.0% |
145.83 |
1.4% |
3% |
False |
True |
|
60 |
11,179.70 |
10,075.60 |
1,104.10 |
10.9% |
145.11 |
1.4% |
1% |
False |
True |
|
80 |
11,350.00 |
10,075.60 |
1,274.40 |
12.6% |
144.53 |
1.4% |
1% |
False |
True |
|
100 |
11,350.00 |
9,775.79 |
1,574.21 |
15.6% |
152.76 |
1.5% |
20% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.2% |
171.89 |
1.7% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,084.13 |
2.618 |
10,770.62 |
1.618 |
10,578.52 |
1.000 |
10,459.80 |
0.618 |
10,386.42 |
HIGH |
10,267.70 |
0.618 |
10,194.32 |
0.500 |
10,171.65 |
0.382 |
10,148.98 |
LOW |
10,075.60 |
0.618 |
9,956.88 |
1.000 |
9,883.50 |
1.618 |
9,764.78 |
2.618 |
9,572.68 |
4.250 |
9,259.18 |
|
|
Fisher Pivots for day following 29-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,171.65 |
10,258.50 |
PP |
10,144.73 |
10,202.63 |
S1 |
10,117.82 |
10,146.77 |
|