Trading Metrics calculated at close of trading on 29-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2001 |
29-May-2001 |
Change |
Change % |
Previous Week |
Open |
2,000.12 |
1,946.57 |
-53.55 |
-2.7% |
1,931.29 |
High |
2,003.68 |
1,946.57 |
-57.11 |
-2.9% |
2,073.98 |
Low |
1,953.24 |
1,865.18 |
-88.06 |
-4.5% |
1,927.04 |
Close |
1,960.74 |
1,873.53 |
-87.21 |
-4.4% |
1,960.74 |
Range |
50.44 |
81.39 |
30.95 |
61.4% |
146.94 |
ATR |
82.22 |
83.17 |
0.95 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.26 |
2,087.79 |
1,918.29 |
|
R3 |
2,057.87 |
2,006.40 |
1,895.91 |
|
R2 |
1,976.48 |
1,976.48 |
1,888.45 |
|
R1 |
1,925.01 |
1,925.01 |
1,880.99 |
1,910.05 |
PP |
1,895.09 |
1,895.09 |
1,895.09 |
1,887.62 |
S1 |
1,843.62 |
1,843.62 |
1,866.07 |
1,828.66 |
S2 |
1,813.70 |
1,813.70 |
1,858.61 |
|
S3 |
1,732.31 |
1,762.23 |
1,851.15 |
|
S4 |
1,650.92 |
1,680.84 |
1,828.77 |
|
|
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 |
1,865.18 |
208.80 |
11.1% |
72.39 |
3.9% |
4% |
False |
True |
|
10 |
2,073.98 |
1,768.62 |
305.36 |
16.3% |
78.54 |
4.2% |
34% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
16.3% |
74.57 |
4.0% |
34% |
False |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
38.7% |
81.65 |
4.4% |
72% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
38.7% |
82.68 |
4.4% |
72% |
False |
False |
|
80 |
2,616.40 |
1,348.52 |
1,267.88 |
67.7% |
89.83 |
4.8% |
41% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
76.0% |
95.00 |
5.1% |
37% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
87.7% |
106.75 |
5.7% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,292.48 |
2.618 |
2,159.65 |
1.618 |
2,078.26 |
1.000 |
2,027.96 |
0.618 |
1,996.87 |
HIGH |
1,946.57 |
0.618 |
1,915.48 |
0.500 |
1,905.88 |
0.382 |
1,896.27 |
LOW |
1,865.18 |
0.618 |
1,814.88 |
1.000 |
1,783.79 |
1.618 |
1,733.49 |
2.618 |
1,652.10 |
4.250 |
1,519.27 |
|
|
Fisher Pivots for day following 29-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,905.88 |
1,934.45 |
PP |
1,895.09 |
1,914.14 |
S1 |
1,884.31 |
1,893.84 |
|