Trading Metrics calculated at close of trading on 30-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2001 |
30-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,946.57 |
1,823.84 |
-122.73 |
-6.3% |
1,931.29 |
High |
1,946.57 |
1,837.01 |
-109.56 |
-5.6% |
2,073.98 |
Low |
1,865.18 |
1,768.98 |
-96.20 |
-5.2% |
1,927.04 |
Close |
1,873.53 |
1,779.00 |
-94.53 |
-5.0% |
1,960.74 |
Range |
81.39 |
68.03 |
-13.36 |
-16.4% |
146.94 |
ATR |
83.17 |
84.70 |
1.53 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.09 |
1,957.07 |
1,816.42 |
|
R3 |
1,931.06 |
1,889.04 |
1,797.71 |
|
R2 |
1,863.03 |
1,863.03 |
1,791.47 |
|
R1 |
1,821.01 |
1,821.01 |
1,785.24 |
1,808.01 |
PP |
1,795.00 |
1,795.00 |
1,795.00 |
1,788.49 |
S1 |
1,752.98 |
1,752.98 |
1,772.76 |
1,739.98 |
S2 |
1,726.97 |
1,726.97 |
1,766.53 |
|
S3 |
1,658.94 |
1,684.95 |
1,760.29 |
|
S4 |
1,590.91 |
1,616.92 |
1,741.58 |
|
|
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 |
1,768.98 |
305.00 |
17.1% |
76.49 |
4.3% |
3% |
False |
True |
|
10 |
2,073.98 |
1,768.62 |
305.36 |
17.2% |
79.08 |
4.4% |
3% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
17.2% |
73.15 |
4.1% |
3% |
False |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
40.8% |
80.97 |
4.6% |
59% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
40.8% |
83.08 |
4.7% |
59% |
False |
False |
|
80 |
2,531.05 |
1,348.52 |
1,182.53 |
66.5% |
88.87 |
5.0% |
36% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
80.0% |
94.53 |
5.3% |
30% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
92.3% |
105.49 |
5.9% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,126.14 |
2.618 |
2,015.11 |
1.618 |
1,947.08 |
1.000 |
1,905.04 |
0.618 |
1,879.05 |
HIGH |
1,837.01 |
0.618 |
1,811.02 |
0.500 |
1,803.00 |
0.382 |
1,794.97 |
LOW |
1,768.98 |
0.618 |
1,726.94 |
1.000 |
1,700.95 |
1.618 |
1,658.91 |
2.618 |
1,590.88 |
4.250 |
1,479.85 |
|
|
Fisher Pivots for day following 30-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,803.00 |
1,886.33 |
PP |
1,795.00 |
1,850.55 |
S1 |
1,787.00 |
1,814.78 |
|