Trading Metrics calculated at close of trading on 23-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2001 |
23-May-2001 |
Change |
Change % |
Previous Week |
Open |
2,062.90 |
2,022.16 |
-40.74 |
-2.0% |
1,819.39 |
High |
2,070.61 |
2,073.98 |
3.37 |
0.2% |
1,955.77 |
Low |
2,023.07 |
1,957.44 |
-65.63 |
-3.2% |
1,768.62 |
Close |
2,042.93 |
1,957.56 |
-85.37 |
-4.2% |
1,927.69 |
Range |
47.54 |
116.54 |
69.00 |
145.1% |
187.15 |
ATR |
83.76 |
86.10 |
2.34 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,345.95 |
2,268.29 |
2,021.66 |
|
R3 |
2,229.41 |
2,151.75 |
1,989.61 |
|
R2 |
2,112.87 |
2,112.87 |
1,978.93 |
|
R1 |
2,035.21 |
2,035.21 |
1,968.24 |
2,015.77 |
PP |
1,996.33 |
1,996.33 |
1,996.33 |
1,986.61 |
S1 |
1,918.67 |
1,918.67 |
1,946.88 |
1,899.23 |
S2 |
1,879.79 |
1,879.79 |
1,936.19 |
|
S3 |
1,763.25 |
1,802.13 |
1,925.51 |
|
S4 |
1,646.71 |
1,685.59 |
1,893.46 |
|
|
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 |
2,073.98 |
1,898.28 |
175.70 |
9.0% |
77.86 |
4.0% |
34% |
True |
False |
|
10 |
2,073.98 |
1,768.62 |
305.36 |
15.6% |
77.82 |
4.0% |
62% |
True |
False |
|
20 |
2,073.98 |
1,761.67 |
312.31 |
16.0% |
75.13 |
3.8% |
63% |
True |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
37.1% |
82.74 |
4.2% |
84% |
True |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
37.1% |
85.75 |
4.4% |
84% |
True |
False |
|
80 |
2,718.51 |
1,348.52 |
1,369.99 |
70.0% |
90.53 |
4.6% |
44% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
72.7% |
101.50 |
5.2% |
43% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
83.9% |
108.95 |
5.6% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,569.28 |
2.618 |
2,379.08 |
1.618 |
2,262.54 |
1.000 |
2,190.52 |
0.618 |
2,146.00 |
HIGH |
2,073.98 |
0.618 |
2,029.46 |
0.500 |
2,015.71 |
0.382 |
2,001.96 |
LOW |
1,957.44 |
0.618 |
1,885.42 |
1.000 |
1,840.90 |
1.618 |
1,768.88 |
2.618 |
1,652.34 |
4.250 |
1,462.15 |
|
|
Fisher Pivots for day following 23-May-2001 |
Pivot |
1 day |
3 day |
R1 |
2,015.71 |
2,000.51 |
PP |
1,996.33 |
1,986.19 |
S1 |
1,976.94 |
1,971.88 |
|