Trading Metrics calculated at close of trading on 24-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2001 |
24-May-2001 |
Change |
Change % |
Previous Week |
Open |
2,022.16 |
1,965.44 |
-56.72 |
-2.8% |
1,819.39 |
High |
2,073.98 |
2,003.71 |
-70.27 |
-3.4% |
1,955.77 |
Low |
1,957.44 |
1,937.67 |
-19.77 |
-1.0% |
1,768.62 |
Close |
1,957.56 |
2,003.37 |
45.81 |
2.3% |
1,927.69 |
Range |
116.54 |
66.04 |
-50.50 |
-43.3% |
187.15 |
ATR |
86.10 |
84.66 |
-1.43 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,179.70 |
2,157.58 |
2,039.69 |
|
R3 |
2,113.66 |
2,091.54 |
2,021.53 |
|
R2 |
2,047.62 |
2,047.62 |
2,015.48 |
|
R1 |
2,025.50 |
2,025.50 |
2,009.42 |
2,036.56 |
PP |
1,981.58 |
1,981.58 |
1,981.58 |
1,987.12 |
S1 |
1,959.46 |
1,959.46 |
1,997.32 |
1,970.52 |
S2 |
1,915.54 |
1,915.54 |
1,991.26 |
|
S3 |
1,849.50 |
1,893.42 |
1,985.21 |
|
S4 |
1,783.46 |
1,827.38 |
1,967.05 |
|
|
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 |
8.8% |
79.65 |
4.0% |
60% |
False |
False |
|
10 |
2,073.98 |
1,768.62 |
305.36 |
15.2% |
75.53 |
3.8% |
77% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
15.2% |
74.28 |
3.7% |
77% |
False |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
36.2% |
82.21 |
4.1% |
90% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
36.2% |
84.69 |
4.2% |
90% |
False |
False |
|
80 |
2,718.51 |
1,348.52 |
1,369.99 |
68.4% |
90.67 |
4.5% |
48% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
71.0% |
100.54 |
5.0% |
46% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
82.0% |
108.27 |
5.4% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,284.38 |
2.618 |
2,176.60 |
1.618 |
2,110.56 |
1.000 |
2,069.75 |
0.618 |
2,044.52 |
HIGH |
2,003.71 |
0.618 |
1,978.48 |
0.500 |
1,970.69 |
0.382 |
1,962.90 |
LOW |
1,937.67 |
0.618 |
1,896.86 |
1.000 |
1,871.63 |
1.618 |
1,830.82 |
2.618 |
1,764.78 |
4.250 |
1,657.00 |
|
|
Fisher Pivots for day following 24-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,992.48 |
2,005.83 |
PP |
1,981.58 |
2,005.01 |
S1 |
1,970.69 |
2,004.19 |
|