Trading Metrics calculated at close of trading on 14-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2001 |
14-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,842.65 |
1,819.39 |
-23.26 |
-1.3% |
1,924.68 |
High |
1,861.52 |
1,820.51 |
-41.01 |
-2.2% |
1,948.02 |
Low |
1,810.89 |
1,769.33 |
-41.56 |
-2.3% |
1,810.89 |
Close |
1,821.20 |
1,795.06 |
-26.14 |
-1.4% |
1,821.20 |
Range |
50.63 |
51.18 |
0.55 |
1.1% |
137.13 |
ATR |
89.85 |
87.13 |
-2.71 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.51 |
1,922.96 |
1,823.21 |
|
R3 |
1,897.33 |
1,871.78 |
1,809.13 |
|
R2 |
1,846.15 |
1,846.15 |
1,804.44 |
|
R1 |
1,820.60 |
1,820.60 |
1,799.75 |
1,807.79 |
PP |
1,794.97 |
1,794.97 |
1,794.97 |
1,788.56 |
S1 |
1,769.42 |
1,769.42 |
1,790.37 |
1,756.61 |
S2 |
1,743.79 |
1,743.79 |
1,785.68 |
|
S3 |
1,692.61 |
1,718.24 |
1,780.99 |
|
S4 |
1,641.43 |
1,667.06 |
1,766.91 |
|
|
Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,271.43 |
2,183.44 |
1,896.62 |
|
R3 |
2,134.30 |
2,046.31 |
1,858.91 |
|
R2 |
1,997.17 |
1,997.17 |
1,846.34 |
|
R1 |
1,909.18 |
1,909.18 |
1,833.77 |
1,884.61 |
PP |
1,860.04 |
1,860.04 |
1,860.04 |
1,847.75 |
S1 |
1,772.05 |
1,772.05 |
1,808.63 |
1,747.48 |
S2 |
1,722.91 |
1,722.91 |
1,796.06 |
|
S3 |
1,585.78 |
1,634.92 |
1,783.49 |
|
S4 |
1,448.65 |
1,497.79 |
1,745.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,939.66 |
1,769.33 |
170.33 |
9.5% |
60.60 |
3.4% |
15% |
False |
True |
|
10 |
1,980.13 |
1,769.33 |
210.80 |
11.7% |
70.61 |
3.9% |
12% |
False |
True |
|
20 |
1,981.90 |
1,603.99 |
377.91 |
21.1% |
81.35 |
4.5% |
51% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
35.3% |
85.04 |
4.7% |
71% |
False |
False |
|
60 |
2,266.36 |
1,348.52 |
917.84 |
51.1% |
89.24 |
5.0% |
49% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
79.3% |
92.33 |
5.1% |
31% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
79.3% |
105.81 |
5.9% |
31% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
91.5% |
111.67 |
6.2% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.03 |
2.618 |
1,954.50 |
1.618 |
1,903.32 |
1.000 |
1,871.69 |
0.618 |
1,852.14 |
HIGH |
1,820.51 |
0.618 |
1,800.96 |
0.500 |
1,794.92 |
0.382 |
1,788.88 |
LOW |
1,769.33 |
0.618 |
1,737.70 |
1.000 |
1,718.15 |
1.618 |
1,686.52 |
2.618 |
1,635.34 |
4.250 |
1,551.82 |
|
|
Fisher Pivots for day following 14-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,795.01 |
1,848.14 |
PP |
1,794.97 |
1,830.45 |
S1 |
1,794.92 |
1,812.75 |
|