Trading Metrics calculated at close of trading on 01-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2001 |
01-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,403.20 |
10,527.40 |
124.20 |
1.2% |
10,576.90 |
High |
10,595.00 |
10,600.00 |
5.00 |
0.0% |
10,595.40 |
Low |
10,403.00 |
10,484.20 |
81.20 |
0.8% |
10,203.70 |
Close |
10,522.80 |
10,510.00 |
-12.80 |
-0.1% |
10,416.70 |
Range |
192.00 |
115.80 |
-76.20 |
-39.7% |
391.70 |
ATR |
149.95 |
147.51 |
-2.44 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,878.80 |
10,810.20 |
10,573.69 |
|
R3 |
10,763.00 |
10,694.40 |
10,541.85 |
|
R2 |
10,647.20 |
10,647.20 |
10,531.23 |
|
R1 |
10,578.60 |
10,578.60 |
10,520.62 |
10,555.00 |
PP |
10,531.40 |
10,531.40 |
10,531.40 |
10,519.60 |
S1 |
10,462.80 |
10,462.80 |
10,499.39 |
10,439.20 |
S2 |
10,415.60 |
10,415.60 |
10,488.77 |
|
S3 |
10,299.80 |
10,347.00 |
10,478.16 |
|
S4 |
10,184.00 |
10,231.20 |
10,446.31 |
|
|
Weekly Pivots for week ending 27-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,580.37 |
11,390.23 |
10,632.14 |
|
R3 |
11,188.67 |
10,998.53 |
10,524.42 |
|
R2 |
10,796.97 |
10,796.97 |
10,488.51 |
|
R1 |
10,606.83 |
10,606.83 |
10,452.61 |
10,506.05 |
PP |
10,405.27 |
10,405.27 |
10,405.27 |
10,354.88 |
S1 |
10,215.13 |
10,215.13 |
10,380.79 |
10,114.35 |
S2 |
10,013.57 |
10,013.57 |
10,344.89 |
|
S3 |
9,621.87 |
9,823.43 |
10,308.98 |
|
S4 |
9,230.17 |
9,431.73 |
10,201.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,600.00 |
10,284.10 |
315.90 |
3.0% |
129.30 |
1.2% |
72% |
True |
False |
|
10 |
10,679.10 |
10,203.70 |
475.40 |
4.5% |
143.89 |
1.4% |
64% |
False |
False |
|
20 |
10,679.10 |
10,120.90 |
558.20 |
5.3% |
149.95 |
1.4% |
70% |
False |
False |
|
40 |
11,179.70 |
10,120.90 |
1,058.80 |
10.1% |
146.81 |
1.4% |
37% |
False |
False |
|
60 |
11,350.00 |
10,120.90 |
1,229.10 |
11.7% |
145.47 |
1.4% |
32% |
False |
False |
|
80 |
11,350.00 |
9,775.79 |
1,574.21 |
15.0% |
155.52 |
1.5% |
47% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
177.93 |
1.7% |
63% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.3% |
177.91 |
1.7% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,092.15 |
2.618 |
10,903.16 |
1.618 |
10,787.36 |
1.000 |
10,715.80 |
0.618 |
10,671.56 |
HIGH |
10,600.00 |
0.618 |
10,555.76 |
0.500 |
10,542.10 |
0.382 |
10,528.44 |
LOW |
10,484.20 |
0.618 |
10,412.64 |
1.000 |
10,368.40 |
1.618 |
10,296.84 |
2.618 |
10,181.04 |
4.250 |
9,992.05 |
|
|
Fisher Pivots for day following 01-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,542.10 |
10,500.25 |
PP |
10,531.40 |
10,490.50 |
S1 |
10,520.70 |
10,480.75 |
|