Trading Metrics calculated at close of trading on 05-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2001 |
05-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,946.98 |
9,998.12 |
51.14 |
0.5% |
10,422.80 |
High |
10,182.40 |
10,066.70 |
-115.70 |
-1.1% |
10,441.40 |
Low |
9,894.88 |
9,885.88 |
-9.00 |
-0.1% |
9,869.14 |
Close |
9,997.49 |
10,033.30 |
35.81 |
0.4% |
9,949.75 |
Range |
287.52 |
180.82 |
-106.70 |
-37.1% |
572.26 |
ATR |
163.52 |
164.75 |
1.24 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,537.75 |
10,466.35 |
10,132.75 |
|
R3 |
10,356.93 |
10,285.53 |
10,083.03 |
|
R2 |
10,176.11 |
10,176.11 |
10,066.45 |
|
R1 |
10,104.71 |
10,104.71 |
10,049.88 |
10,140.41 |
PP |
9,995.29 |
9,995.29 |
9,995.29 |
10,013.15 |
S1 |
9,923.89 |
9,923.89 |
10,016.72 |
9,959.59 |
S2 |
9,814.47 |
9,814.47 |
10,000.15 |
|
S3 |
9,633.65 |
9,743.07 |
9,983.57 |
|
S4 |
9,452.83 |
9,562.25 |
9,933.85 |
|
|
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 |
10,267.70 |
9,869.14 |
398.56 |
4.0% |
211.70 |
2.1% |
41% |
False |
False |
|
10 |
10,441.40 |
9,869.14 |
572.26 |
5.7% |
174.68 |
1.7% |
29% |
False |
False |
|
20 |
10,479.60 |
9,869.14 |
610.46 |
6.1% |
163.07 |
1.6% |
27% |
False |
False |
|
40 |
10,679.10 |
9,869.14 |
809.96 |
8.1% |
151.57 |
1.5% |
20% |
False |
False |
|
60 |
11,004.30 |
9,869.14 |
1,135.16 |
11.3% |
151.66 |
1.5% |
14% |
False |
False |
|
80 |
11,350.00 |
9,869.14 |
1,480.86 |
14.8% |
149.16 |
1.5% |
11% |
False |
False |
|
100 |
11,350.00 |
9,869.14 |
1,480.86 |
14.8% |
152.62 |
1.5% |
11% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.4% |
169.46 |
1.7% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,835.19 |
2.618 |
10,540.09 |
1.618 |
10,359.27 |
1.000 |
10,247.52 |
0.618 |
10,178.45 |
HIGH |
10,066.70 |
0.618 |
9,997.63 |
0.500 |
9,976.29 |
0.382 |
9,954.95 |
LOW |
9,885.88 |
0.618 |
9,774.13 |
1.000 |
9,705.06 |
1.618 |
9,593.31 |
2.618 |
9,412.49 |
4.250 |
9,117.40 |
|
|
Fisher Pivots for day following 05-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
10,014.30 |
10,034.14 |
PP |
9,995.29 |
10,033.86 |
S1 |
9,976.29 |
10,033.58 |
|