Trading Metrics calculated at close of trading on 31-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2001 |
31-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,823.84 |
1,785.25 |
-38.59 |
-2.1% |
1,931.29 |
High |
1,837.01 |
1,838.29 |
1.28 |
0.1% |
2,073.98 |
Low |
1,768.98 |
1,784.72 |
15.74 |
0.9% |
1,927.04 |
Close |
1,779.00 |
1,799.89 |
20.89 |
1.2% |
1,960.74 |
Range |
68.03 |
53.57 |
-14.46 |
-21.3% |
146.94 |
ATR |
84.70 |
82.88 |
-1.81 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.34 |
1,937.69 |
1,829.35 |
|
R3 |
1,914.77 |
1,884.12 |
1,814.62 |
|
R2 |
1,861.20 |
1,861.20 |
1,809.71 |
|
R1 |
1,830.55 |
1,830.55 |
1,804.80 |
1,845.88 |
PP |
1,807.63 |
1,807.63 |
1,807.63 |
1,815.30 |
S1 |
1,776.98 |
1,776.98 |
1,794.98 |
1,792.31 |
S2 |
1,754.06 |
1,754.06 |
1,790.07 |
|
S3 |
1,700.49 |
1,723.41 |
1,785.16 |
|
S4 |
1,646.92 |
1,669.84 |
1,770.43 |
|
|
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 |
2,003.71 |
1,768.98 |
234.73 |
13.0% |
63.89 |
3.5% |
13% |
False |
False |
|
10 |
2,073.98 |
1,768.98 |
305.00 |
16.9% |
70.88 |
3.9% |
10% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
17.0% |
72.66 |
4.0% |
10% |
False |
False |
|
40 |
2,073.98 |
1,348.52 |
725.46 |
40.3% |
79.73 |
4.4% |
62% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
40.3% |
83.05 |
4.6% |
62% |
False |
False |
|
80 |
2,531.05 |
1,348.52 |
1,182.53 |
65.7% |
88.61 |
4.9% |
38% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
79.1% |
92.96 |
5.2% |
32% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
91.2% |
104.53 |
5.8% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,065.96 |
2.618 |
1,978.54 |
1.618 |
1,924.97 |
1.000 |
1,891.86 |
0.618 |
1,871.40 |
HIGH |
1,838.29 |
0.618 |
1,817.83 |
0.500 |
1,811.51 |
0.382 |
1,805.18 |
LOW |
1,784.72 |
0.618 |
1,751.61 |
1.000 |
1,731.15 |
1.618 |
1,698.04 |
2.618 |
1,644.47 |
4.250 |
1,557.05 |
|
|
Fisher Pivots for day following 31-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,811.51 |
1,857.78 |
PP |
1,807.63 |
1,838.48 |
S1 |
1,803.76 |
1,819.19 |
|