Trading Metrics calculated at close of trading on 17-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2001 |
17-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,778.71 |
1,900.84 |
122.13 |
6.9% |
1,924.68 |
High |
1,904.25 |
1,955.77 |
51.52 |
2.7% |
1,948.02 |
Low |
1,768.62 |
1,898.65 |
130.03 |
7.4% |
1,810.89 |
Close |
1,899.47 |
1,925.14 |
25.67 |
1.4% |
1,821.20 |
Range |
135.63 |
57.12 |
-78.51 |
-57.9% |
137.13 |
ATR |
88.97 |
86.69 |
-2.27 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.88 |
2,068.63 |
1,956.56 |
|
R3 |
2,040.76 |
2,011.51 |
1,940.85 |
|
R2 |
1,983.64 |
1,983.64 |
1,935.61 |
|
R1 |
1,954.39 |
1,954.39 |
1,930.38 |
1,969.02 |
PP |
1,926.52 |
1,926.52 |
1,926.52 |
1,933.83 |
S1 |
1,897.27 |
1,897.27 |
1,919.90 |
1,911.90 |
S2 |
1,869.40 |
1,869.40 |
1,914.67 |
|
S3 |
1,812.28 |
1,840.15 |
1,909.43 |
|
S4 |
1,755.16 |
1,783.03 |
1,893.72 |
|
|
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 |
1,955.77 |
1,768.62 |
187.15 |
9.7% |
71.42 |
3.7% |
84% |
True |
False |
|
10 |
1,955.77 |
1,768.62 |
187.15 |
9.7% |
73.57 |
3.8% |
84% |
True |
False |
|
20 |
1,981.90 |
1,743.45 |
238.45 |
12.4% |
75.74 |
3.9% |
76% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
32.9% |
83.54 |
4.3% |
91% |
False |
False |
|
60 |
2,103.63 |
1,348.52 |
755.11 |
39.2% |
87.84 |
4.6% |
76% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
73.9% |
91.63 |
4.8% |
41% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
73.9% |
102.88 |
5.3% |
41% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
85.3% |
110.93 |
5.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.53 |
2.618 |
2,105.31 |
1.618 |
2,048.19 |
1.000 |
2,012.89 |
0.618 |
1,991.07 |
HIGH |
1,955.77 |
0.618 |
1,933.95 |
0.500 |
1,927.21 |
0.382 |
1,920.47 |
LOW |
1,898.65 |
0.618 |
1,863.35 |
1.000 |
1,841.53 |
1.618 |
1,806.23 |
2.618 |
1,749.11 |
4.250 |
1,655.89 |
|
|
Fisher Pivots for day following 17-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,927.21 |
1,904.16 |
PP |
1,926.52 |
1,883.18 |
S1 |
1,925.83 |
1,862.20 |
|