Trading Metrics calculated at close of trading on 17-Aug-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2001 |
17-Aug-2001 |
Change |
Change % |
Previous Week |
Open |
10,342.10 |
10,385.50 |
43.40 |
0.4% |
10,411.90 |
High |
10,395.20 |
10,385.50 |
-9.70 |
-0.1% |
10,478.80 |
Low |
10,271.60 |
10,180.90 |
-90.70 |
-0.9% |
10,180.90 |
Close |
10,392.50 |
10,240.80 |
-151.70 |
-1.5% |
10,240.80 |
Range |
123.60 |
204.60 |
81.00 |
65.5% |
297.90 |
ATR |
137.59 |
142.87 |
5.29 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,882.87 |
10,766.43 |
10,353.33 |
|
R3 |
10,678.27 |
10,561.83 |
10,297.07 |
|
R2 |
10,473.67 |
10,473.67 |
10,278.31 |
|
R1 |
10,357.23 |
10,357.23 |
10,259.56 |
10,313.15 |
PP |
10,269.07 |
10,269.07 |
10,269.07 |
10,247.03 |
S1 |
10,152.63 |
10,152.63 |
10,222.05 |
10,108.55 |
S2 |
10,064.47 |
10,064.47 |
10,203.29 |
|
S3 |
9,859.87 |
9,948.03 |
10,184.54 |
|
S4 |
9,655.27 |
9,743.43 |
10,128.27 |
|
|
Weekly Pivots for week ending 17-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,193.87 |
11,015.23 |
10,404.65 |
|
R3 |
10,895.97 |
10,717.33 |
10,322.72 |
|
R2 |
10,598.07 |
10,598.07 |
10,295.42 |
|
R1 |
10,419.43 |
10,419.43 |
10,268.11 |
10,359.80 |
PP |
10,300.17 |
10,300.17 |
10,300.17 |
10,270.35 |
S1 |
10,121.53 |
10,121.53 |
10,213.49 |
10,061.90 |
S2 |
10,002.27 |
10,002.27 |
10,186.19 |
|
S3 |
9,704.37 |
9,823.63 |
10,158.88 |
|
S4 |
9,406.47 |
9,525.73 |
10,076.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,478.80 |
10,180.90 |
297.90 |
2.9% |
125.54 |
1.2% |
20% |
False |
True |
|
10 |
10,504.10 |
10,180.90 |
323.20 |
3.2% |
140.79 |
1.4% |
19% |
False |
True |
|
20 |
10,609.70 |
10,180.90 |
428.80 |
4.2% |
141.42 |
1.4% |
14% |
False |
True |
|
40 |
10,724.70 |
10,120.90 |
603.80 |
5.9% |
143.95 |
1.4% |
20% |
False |
False |
|
60 |
11,196.50 |
10,120.90 |
1,075.60 |
10.5% |
143.51 |
1.4% |
11% |
False |
False |
|
80 |
11,350.00 |
10,120.90 |
1,229.10 |
12.0% |
145.59 |
1.4% |
10% |
False |
False |
|
100 |
11,350.00 |
9,375.72 |
1,974.28 |
19.3% |
161.54 |
1.6% |
44% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.9% |
174.38 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,255.05 |
2.618 |
10,921.14 |
1.618 |
10,716.54 |
1.000 |
10,590.10 |
0.618 |
10,511.94 |
HIGH |
10,385.50 |
0.618 |
10,307.34 |
0.500 |
10,283.20 |
0.382 |
10,259.06 |
LOW |
10,180.90 |
0.618 |
10,054.46 |
1.000 |
9,976.30 |
1.618 |
9,849.86 |
2.618 |
9,645.26 |
4.250 |
9,311.35 |
|
|
Fisher Pivots for day following 17-Aug-2001 |
Pivot |
1 day |
3 day |
R1 |
10,283.20 |
10,325.30 |
PP |
10,269.07 |
10,297.13 |
S1 |
10,254.93 |
10,268.97 |
|