Trading Metrics calculated at close of trading on 31-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2001 |
31-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,077.10 |
9,918.96 |
-158.14 |
-1.6% |
10,422.80 |
High |
10,117.50 |
10,036.90 |
-80.60 |
-0.8% |
10,441.40 |
Low |
9,869.14 |
9,887.20 |
18.06 |
0.2% |
9,869.14 |
Close |
9,919.58 |
9,949.75 |
30.17 |
0.3% |
9,949.75 |
Range |
248.36 |
149.70 |
-98.66 |
-39.7% |
572.26 |
ATR |
154.31 |
153.98 |
-0.33 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,407.05 |
10,328.10 |
10,032.09 |
|
R3 |
10,257.35 |
10,178.40 |
9,990.92 |
|
R2 |
10,107.65 |
10,107.65 |
9,977.20 |
|
R1 |
10,028.70 |
10,028.70 |
9,963.47 |
10,068.18 |
PP |
9,957.95 |
9,957.95 |
9,957.95 |
9,977.69 |
S1 |
9,879.00 |
9,879.00 |
9,936.03 |
9,918.48 |
S2 |
9,808.25 |
9,808.25 |
9,922.31 |
|
S3 |
9,658.55 |
9,729.30 |
9,908.58 |
|
S4 |
9,508.85 |
9,579.60 |
9,867.42 |
|
|
Weekly Pivots for week ending 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,803.54 |
11,448.91 |
10,264.49 |
|
R3 |
11,231.28 |
10,876.65 |
10,107.12 |
|
R2 |
10,659.02 |
10,659.02 |
10,054.66 |
|
R1 |
10,304.39 |
10,304.39 |
10,002.21 |
10,195.58 |
PP |
10,086.76 |
10,086.76 |
10,086.76 |
10,032.36 |
S1 |
9,732.13 |
9,732.13 |
9,897.29 |
9,623.32 |
S2 |
9,514.50 |
9,514.50 |
9,844.84 |
|
S3 |
8,942.24 |
9,159.87 |
9,792.38 |
|
S4 |
8,369.98 |
8,587.61 |
9,635.01 |
|
|
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% |
163.53 |
1.6% |
14% |
False |
False |
|
10 |
10,441.40 |
9,869.14 |
572.26 |
5.8% |
161.09 |
1.6% |
14% |
False |
False |
|
20 |
10,504.10 |
9,869.14 |
634.96 |
6.4% |
150.94 |
1.5% |
13% |
False |
False |
|
40 |
10,679.10 |
9,869.14 |
809.96 |
8.1% |
146.71 |
1.5% |
10% |
False |
False |
|
60 |
11,096.50 |
9,869.14 |
1,227.36 |
12.3% |
148.23 |
1.5% |
7% |
False |
False |
|
80 |
11,350.00 |
9,869.14 |
1,480.86 |
14.9% |
146.51 |
1.5% |
5% |
False |
False |
|
100 |
11,350.00 |
9,869.14 |
1,480.86 |
14.9% |
152.08 |
1.5% |
5% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.5% |
169.73 |
1.7% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,673.13 |
2.618 |
10,428.81 |
1.618 |
10,279.11 |
1.000 |
10,186.60 |
0.618 |
10,129.41 |
HIGH |
10,036.90 |
0.618 |
9,979.71 |
0.500 |
9,962.05 |
0.382 |
9,944.39 |
LOW |
9,887.20 |
0.618 |
9,794.69 |
1.000 |
9,737.50 |
1.618 |
9,644.99 |
2.618 |
9,495.29 |
4.250 |
9,250.98 |
|
|
Fisher Pivots for day following 31-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
9,962.05 |
10,068.42 |
PP |
9,957.95 |
10,028.86 |
S1 |
9,953.85 |
9,989.31 |
|