Trading Metrics calculated at close of trading on 01-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2001 |
01-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,785.25 |
1,826.02 |
40.77 |
2.3% |
1,946.57 |
High |
1,838.29 |
1,852.08 |
13.79 |
0.8% |
1,946.57 |
Low |
1,784.72 |
1,785.44 |
0.72 |
0.0% |
1,768.98 |
Close |
1,799.89 |
1,840.83 |
40.94 |
2.3% |
1,840.83 |
Range |
53.57 |
66.64 |
13.07 |
24.4% |
177.59 |
ATR |
82.88 |
81.72 |
-1.16 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.04 |
2,000.07 |
1,877.48 |
|
R3 |
1,959.40 |
1,933.43 |
1,859.16 |
|
R2 |
1,892.76 |
1,892.76 |
1,853.05 |
|
R1 |
1,866.79 |
1,866.79 |
1,846.94 |
1,879.78 |
PP |
1,826.12 |
1,826.12 |
1,826.12 |
1,832.61 |
S1 |
1,800.15 |
1,800.15 |
1,834.72 |
1,813.14 |
S2 |
1,759.48 |
1,759.48 |
1,828.61 |
|
S3 |
1,692.84 |
1,733.51 |
1,822.50 |
|
S4 |
1,626.20 |
1,666.87 |
1,804.18 |
|
|
Weekly Pivots for week ending 01-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,384.90 |
2,290.45 |
1,938.50 |
|
R3 |
2,207.31 |
2,112.86 |
1,889.67 |
|
R2 |
2,029.72 |
2,029.72 |
1,873.39 |
|
R1 |
1,935.27 |
1,935.27 |
1,857.11 |
1,893.70 |
PP |
1,852.13 |
1,852.13 |
1,852.13 |
1,831.34 |
S1 |
1,757.68 |
1,757.68 |
1,824.55 |
1,716.11 |
S2 |
1,674.54 |
1,674.54 |
1,808.27 |
|
S3 |
1,496.95 |
1,580.09 |
1,791.99 |
|
S4 |
1,319.36 |
1,402.50 |
1,743.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,003.68 |
1,768.98 |
234.70 |
12.7% |
64.01 |
3.5% |
31% |
False |
False |
|
10 |
2,073.98 |
1,768.98 |
305.00 |
16.6% |
71.83 |
3.9% |
24% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
16.6% |
72.70 |
3.9% |
24% |
False |
False |
|
40 |
2,073.98 |
1,425.89 |
648.09 |
35.2% |
79.23 |
4.3% |
64% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
39.4% |
83.28 |
4.5% |
68% |
False |
False |
|
80 |
2,464.19 |
1,348.52 |
1,115.67 |
60.6% |
88.51 |
4.8% |
44% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
77.3% |
92.30 |
5.0% |
35% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
89.2% |
104.14 |
5.7% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,135.30 |
2.618 |
2,026.54 |
1.618 |
1,959.90 |
1.000 |
1,918.72 |
0.618 |
1,893.26 |
HIGH |
1,852.08 |
0.618 |
1,826.62 |
0.500 |
1,818.76 |
0.382 |
1,810.90 |
LOW |
1,785.44 |
0.618 |
1,744.26 |
1.000 |
1,718.80 |
1.618 |
1,677.62 |
2.618 |
1,610.98 |
4.250 |
1,502.22 |
|
|
Fisher Pivots for day following 01-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,833.47 |
1,830.73 |
PP |
1,826.12 |
1,820.63 |
S1 |
1,818.76 |
1,810.53 |
|