Trading Metrics calculated at close of trading on 04-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2001 |
04-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,918.96 |
9,946.98 |
28.02 |
0.3% |
10,422.80 |
High |
10,036.90 |
10,182.40 |
145.50 |
1.4% |
10,441.40 |
Low |
9,887.20 |
9,894.88 |
7.68 |
0.1% |
9,869.14 |
Close |
9,949.75 |
9,997.49 |
47.74 |
0.5% |
9,949.75 |
Range |
149.70 |
287.52 |
137.82 |
92.1% |
572.26 |
ATR |
153.98 |
163.52 |
9.54 |
6.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,887.48 |
10,730.01 |
10,155.63 |
|
R3 |
10,599.96 |
10,442.49 |
10,076.56 |
|
R2 |
10,312.44 |
10,312.44 |
10,050.20 |
|
R1 |
10,154.97 |
10,154.97 |
10,023.85 |
10,233.71 |
PP |
10,024.92 |
10,024.92 |
10,024.92 |
10,064.29 |
S1 |
9,867.45 |
9,867.45 |
9,971.13 |
9,946.19 |
S2 |
9,737.40 |
9,737.40 |
9,944.78 |
|
S3 |
9,449.88 |
9,579.93 |
9,918.42 |
|
S4 |
9,162.36 |
9,292.41 |
9,839.35 |
|
|
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 |
10,382.80 |
9,869.14 |
513.66 |
5.1% |
209.24 |
2.1% |
25% |
False |
False |
|
10 |
10,441.40 |
9,869.14 |
572.26 |
5.7% |
178.88 |
1.8% |
22% |
False |
False |
|
20 |
10,479.60 |
9,869.14 |
610.46 |
6.1% |
158.86 |
1.6% |
21% |
False |
False |
|
40 |
10,679.10 |
9,869.14 |
809.96 |
8.1% |
151.37 |
1.5% |
16% |
False |
False |
|
60 |
11,004.30 |
9,869.14 |
1,135.16 |
11.4% |
150.38 |
1.5% |
11% |
False |
False |
|
80 |
11,350.00 |
9,869.14 |
1,480.86 |
14.8% |
148.72 |
1.5% |
9% |
False |
False |
|
100 |
11,350.00 |
9,869.14 |
1,480.86 |
14.8% |
152.74 |
1.5% |
9% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.4% |
168.93 |
1.7% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,404.36 |
2.618 |
10,935.13 |
1.618 |
10,647.61 |
1.000 |
10,469.92 |
0.618 |
10,360.09 |
HIGH |
10,182.40 |
0.618 |
10,072.57 |
0.500 |
10,038.64 |
0.382 |
10,004.71 |
LOW |
9,894.88 |
0.618 |
9,717.19 |
1.000 |
9,607.36 |
1.618 |
9,429.67 |
2.618 |
9,142.15 |
4.250 |
8,672.92 |
|
|
Fisher Pivots for day following 04-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
10,038.64 |
10,025.77 |
PP |
10,024.92 |
10,016.34 |
S1 |
10,011.21 |
10,006.92 |
|