Trading Metrics calculated at close of trading on 25-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2001 |
25-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,965.44 |
2,000.12 |
34.68 |
1.8% |
1,931.29 |
High |
2,003.71 |
2,003.68 |
-0.03 |
0.0% |
2,073.98 |
Low |
1,937.67 |
1,953.24 |
15.57 |
0.8% |
1,927.04 |
Close |
2,003.37 |
1,960.74 |
-42.63 |
-2.1% |
1,960.74 |
Range |
66.04 |
50.44 |
-15.60 |
-23.6% |
146.94 |
ATR |
84.66 |
82.22 |
-2.44 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,123.87 |
2,092.75 |
1,988.48 |
|
R3 |
2,073.43 |
2,042.31 |
1,974.61 |
|
R2 |
2,022.99 |
2,022.99 |
1,969.99 |
|
R1 |
1,991.87 |
1,991.87 |
1,965.36 |
1,982.21 |
PP |
1,972.55 |
1,972.55 |
1,972.55 |
1,967.73 |
S1 |
1,941.43 |
1,941.43 |
1,956.12 |
1,931.77 |
S2 |
1,922.11 |
1,922.11 |
1,951.49 |
|
S3 |
1,871.67 |
1,890.99 |
1,946.87 |
|
S4 |
1,821.23 |
1,840.55 |
1,933.00 |
|
|
Weekly Pivots for week ending 25-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,428.07 |
2,341.35 |
2,041.56 |
|
R3 |
2,281.13 |
2,194.41 |
2,001.15 |
|
R2 |
2,134.19 |
2,134.19 |
1,987.68 |
|
R1 |
2,047.47 |
2,047.47 |
1,974.21 |
2,090.83 |
PP |
1,987.25 |
1,987.25 |
1,987.25 |
2,008.94 |
S1 |
1,900.53 |
1,900.53 |
1,947.27 |
1,943.89 |
S2 |
1,840.31 |
1,840.31 |
1,933.80 |
|
S3 |
1,693.37 |
1,753.59 |
1,920.33 |
|
S4 |
1,546.43 |
1,606.65 |
1,879.92 |
|
|
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 |
1,927.04 |
146.94 |
7.5% |
81.24 |
4.1% |
23% |
False |
False |
|
10 |
2,073.98 |
1,768.62 |
305.36 |
15.6% |
75.51 |
3.9% |
63% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
15.6% |
74.54 |
3.8% |
63% |
False |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
37.0% |
81.38 |
4.2% |
84% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
37.0% |
83.36 |
4.3% |
84% |
False |
False |
|
80 |
2,627.39 |
1,348.52 |
1,278.87 |
65.2% |
89.72 |
4.6% |
48% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
72.6% |
98.62 |
5.0% |
43% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
83.8% |
107.24 |
5.5% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,218.05 |
2.618 |
2,135.73 |
1.618 |
2,085.29 |
1.000 |
2,054.12 |
0.618 |
2,034.85 |
HIGH |
2,003.68 |
0.618 |
1,984.41 |
0.500 |
1,978.46 |
0.382 |
1,972.51 |
LOW |
1,953.24 |
0.618 |
1,922.07 |
1.000 |
1,902.80 |
1.618 |
1,871.63 |
2.618 |
1,821.19 |
4.250 |
1,738.87 |
|
|
Fisher Pivots for day following 25-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,978.46 |
2,005.83 |
PP |
1,972.55 |
1,990.80 |
S1 |
1,966.65 |
1,975.77 |
|