Trading Metrics calculated at close of trading on 06-Sep-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2001 |
06-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
9,998.12 |
10,028.40 |
30.28 |
0.3% |
10,422.80 |
High |
10,066.70 |
10,028.40 |
-38.30 |
-0.4% |
10,441.40 |
Low |
9,885.88 |
9,826.09 |
-59.79 |
-0.6% |
9,869.14 |
Close |
10,033.30 |
9,840.84 |
-192.46 |
-1.9% |
9,949.75 |
Range |
180.82 |
202.31 |
21.49 |
11.9% |
572.26 |
ATR |
164.75 |
167.79 |
3.03 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,505.37 |
10,375.42 |
9,952.11 |
|
R3 |
10,303.06 |
10,173.11 |
9,896.48 |
|
R2 |
10,100.75 |
10,100.75 |
9,877.93 |
|
R1 |
9,970.80 |
9,970.80 |
9,859.39 |
9,934.62 |
PP |
9,898.44 |
9,898.44 |
9,898.44 |
9,880.36 |
S1 |
9,768.49 |
9,768.49 |
9,822.29 |
9,732.31 |
S2 |
9,696.13 |
9,696.13 |
9,803.75 |
|
S3 |
9,493.82 |
9,566.18 |
9,785.20 |
|
S4 |
9,291.51 |
9,363.87 |
9,729.57 |
|
|
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 |
10,182.40 |
9,826.09 |
356.31 |
3.6% |
213.74 |
2.2% |
4% |
False |
True |
|
10 |
10,441.40 |
9,826.09 |
615.31 |
6.3% |
177.85 |
1.8% |
2% |
False |
True |
|
20 |
10,478.80 |
9,826.09 |
652.71 |
6.6% |
162.60 |
1.7% |
2% |
False |
True |
|
40 |
10,679.10 |
9,826.09 |
853.01 |
8.7% |
152.80 |
1.6% |
2% |
False |
True |
|
60 |
11,004.30 |
9,826.09 |
1,178.21 |
12.0% |
151.81 |
1.5% |
1% |
False |
True |
|
80 |
11,350.00 |
9,826.09 |
1,523.91 |
15.5% |
150.70 |
1.5% |
1% |
False |
True |
|
100 |
11,350.00 |
9,826.09 |
1,523.91 |
15.5% |
153.26 |
1.6% |
1% |
False |
True |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
22.8% |
169.19 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,888.22 |
2.618 |
10,558.05 |
1.618 |
10,355.74 |
1.000 |
10,230.71 |
0.618 |
10,153.43 |
HIGH |
10,028.40 |
0.618 |
9,951.12 |
0.500 |
9,927.25 |
0.382 |
9,903.37 |
LOW |
9,826.09 |
0.618 |
9,701.06 |
1.000 |
9,623.78 |
1.618 |
9,498.75 |
2.618 |
9,296.44 |
4.250 |
8,966.27 |
|
|
Fisher Pivots for day following 06-Sep-2001 |
Pivot |
1 day |
3 day |
R1 |
9,927.25 |
10,004.25 |
PP |
9,898.44 |
9,949.78 |
S1 |
9,869.64 |
9,895.31 |
|