Trading Metrics calculated at close of trading on 18-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2001 |
18-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,900.84 |
1,910.71 |
9.87 |
0.5% |
1,819.39 |
High |
1,955.77 |
1,940.76 |
-15.01 |
-0.8% |
1,955.77 |
Low |
1,898.65 |
1,898.28 |
-0.37 |
0.0% |
1,768.62 |
Close |
1,925.14 |
1,927.69 |
2.55 |
0.1% |
1,927.69 |
Range |
57.12 |
42.48 |
-14.64 |
-25.6% |
187.15 |
ATR |
86.69 |
83.53 |
-3.16 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.68 |
2,031.17 |
1,951.05 |
|
R3 |
2,007.20 |
1,988.69 |
1,939.37 |
|
R2 |
1,964.72 |
1,964.72 |
1,935.48 |
|
R1 |
1,946.21 |
1,946.21 |
1,931.58 |
1,955.47 |
PP |
1,922.24 |
1,922.24 |
1,922.24 |
1,926.87 |
S1 |
1,903.73 |
1,903.73 |
1,923.80 |
1,912.99 |
S2 |
1,879.76 |
1,879.76 |
1,919.90 |
|
S3 |
1,837.28 |
1,861.25 |
1,916.01 |
|
S4 |
1,794.80 |
1,818.77 |
1,904.33 |
|
|
Weekly Pivots for week ending 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,445.48 |
2,373.73 |
2,030.62 |
|
R3 |
2,258.33 |
2,186.58 |
1,979.16 |
|
R2 |
2,071.18 |
2,071.18 |
1,962.00 |
|
R1 |
1,999.43 |
1,999.43 |
1,944.85 |
2,035.31 |
PP |
1,884.03 |
1,884.03 |
1,884.03 |
1,901.96 |
S1 |
1,812.28 |
1,812.28 |
1,910.53 |
1,848.16 |
S2 |
1,696.88 |
1,696.88 |
1,893.38 |
|
S3 |
1,509.73 |
1,625.13 |
1,876.22 |
|
S4 |
1,322.58 |
1,437.98 |
1,824.76 |
|
|
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% |
69.79 |
3.6% |
85% |
False |
False |
|
10 |
1,955.77 |
1,768.62 |
187.15 |
9.7% |
65.90 |
3.4% |
85% |
False |
False |
|
20 |
1,980.13 |
1,743.45 |
236.68 |
12.3% |
73.84 |
3.8% |
78% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
32.9% |
81.59 |
4.2% |
91% |
False |
False |
|
60 |
2,103.63 |
1,348.52 |
755.11 |
39.2% |
86.38 |
4.5% |
77% |
False |
False |
|
80 |
2,718.51 |
1,348.52 |
1,369.99 |
71.1% |
91.17 |
4.7% |
42% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
73.8% |
101.97 |
5.3% |
41% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
85.2% |
110.53 |
5.7% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,121.30 |
2.618 |
2,051.97 |
1.618 |
2,009.49 |
1.000 |
1,983.24 |
0.618 |
1,967.01 |
HIGH |
1,940.76 |
0.618 |
1,924.53 |
0.500 |
1,919.52 |
0.382 |
1,914.51 |
LOW |
1,898.28 |
0.618 |
1,872.03 |
1.000 |
1,855.80 |
1.618 |
1,829.55 |
2.618 |
1,787.07 |
4.250 |
1,717.74 |
|
|
Fisher Pivots for day following 18-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,924.97 |
1,905.86 |
PP |
1,922.24 |
1,884.03 |
S1 |
1,919.52 |
1,862.20 |
|