Trading Metrics calculated at close of trading on 30-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2001 |
30-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,224.50 |
10,077.10 |
-147.40 |
-1.4% |
10,239.30 |
High |
10,267.70 |
10,117.50 |
-150.20 |
-1.5% |
10,440.70 |
Low |
10,075.60 |
9,869.14 |
-206.46 |
-2.0% |
10,134.50 |
Close |
10,090.90 |
9,919.58 |
-171.32 |
-1.7% |
10,423.20 |
Range |
192.10 |
248.36 |
56.26 |
29.3% |
306.20 |
ATR |
147.07 |
154.31 |
7.23 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,713.82 |
10,565.06 |
10,056.18 |
|
R3 |
10,465.46 |
10,316.70 |
9,987.88 |
|
R2 |
10,217.10 |
10,217.10 |
9,965.11 |
|
R1 |
10,068.34 |
10,068.34 |
9,942.35 |
10,018.54 |
PP |
9,968.74 |
9,968.74 |
9,968.74 |
9,943.84 |
S1 |
9,819.98 |
9,819.98 |
9,896.81 |
9,770.18 |
S2 |
9,720.38 |
9,720.38 |
9,874.05 |
|
S3 |
9,472.02 |
9,571.62 |
9,851.28 |
|
S4 |
9,223.66 |
9,323.26 |
9,782.98 |
|
|
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 |
9,869.14 |
572.26 |
5.8% |
176.97 |
1.8% |
9% |
False |
True |
|
10 |
10,441.40 |
9,869.14 |
572.26 |
5.8% |
166.58 |
1.7% |
9% |
False |
True |
|
20 |
10,550.60 |
9,869.14 |
681.46 |
6.9% |
149.33 |
1.5% |
7% |
False |
True |
|
40 |
10,679.10 |
9,869.14 |
809.96 |
8.2% |
149.38 |
1.5% |
6% |
False |
True |
|
60 |
11,100.00 |
9,869.14 |
1,230.86 |
12.4% |
147.25 |
1.5% |
4% |
False |
True |
|
80 |
11,350.00 |
9,869.14 |
1,480.86 |
14.9% |
146.05 |
1.5% |
3% |
False |
True |
|
100 |
11,350.00 |
9,849.50 |
1,500.50 |
15.1% |
153.64 |
1.5% |
5% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.6% |
170.03 |
1.7% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,173.03 |
2.618 |
10,767.71 |
1.618 |
10,519.35 |
1.000 |
10,365.86 |
0.618 |
10,270.99 |
HIGH |
10,117.50 |
0.618 |
10,022.63 |
0.500 |
9,993.32 |
0.382 |
9,964.01 |
LOW |
9,869.14 |
0.618 |
9,715.65 |
1.000 |
9,620.78 |
1.618 |
9,467.29 |
2.618 |
9,218.93 |
4.250 |
8,813.61 |
|
|
Fisher Pivots for day following 30-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
9,993.32 |
10,125.97 |
PP |
9,968.74 |
10,057.17 |
S1 |
9,944.16 |
9,988.38 |
|