Trading Metrics calculated at close of trading on 04-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2001 |
04-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,826.02 |
1,861.12 |
35.10 |
1.9% |
1,946.57 |
High |
1,852.08 |
1,869.98 |
17.90 |
1.0% |
1,946.57 |
Low |
1,785.44 |
1,819.08 |
33.64 |
1.9% |
1,768.98 |
Close |
1,840.83 |
1,838.84 |
-1.99 |
-0.1% |
1,840.83 |
Range |
66.64 |
50.90 |
-15.74 |
-23.6% |
177.59 |
ATR |
81.72 |
79.52 |
-2.20 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.33 |
1,967.99 |
1,866.84 |
|
R3 |
1,944.43 |
1,917.09 |
1,852.84 |
|
R2 |
1,893.53 |
1,893.53 |
1,848.17 |
|
R1 |
1,866.19 |
1,866.19 |
1,843.51 |
1,854.41 |
PP |
1,842.63 |
1,842.63 |
1,842.63 |
1,836.75 |
S1 |
1,815.29 |
1,815.29 |
1,834.17 |
1,803.51 |
S2 |
1,791.73 |
1,791.73 |
1,829.51 |
|
S3 |
1,740.83 |
1,764.39 |
1,824.84 |
|
S4 |
1,689.93 |
1,713.49 |
1,810.85 |
|
|
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 |
1,946.57 |
1,768.98 |
177.59 |
9.7% |
64.11 |
3.5% |
39% |
False |
False |
|
10 |
2,073.98 |
1,768.98 |
305.00 |
16.6% |
72.67 |
4.0% |
23% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
16.6% |
69.28 |
3.8% |
23% |
False |
False |
|
40 |
2,073.98 |
1,425.89 |
648.09 |
35.2% |
78.31 |
4.3% |
64% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
39.5% |
83.12 |
4.5% |
68% |
False |
False |
|
80 |
2,464.19 |
1,348.52 |
1,115.67 |
60.7% |
87.94 |
4.8% |
44% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
77.4% |
91.91 |
5.0% |
34% |
False |
False |
|
120 |
2,990.83 |
1,348.52 |
1,642.31 |
89.3% |
103.63 |
5.6% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.31 |
2.618 |
2,003.24 |
1.618 |
1,952.34 |
1.000 |
1,920.88 |
0.618 |
1,901.44 |
HIGH |
1,869.98 |
0.618 |
1,850.54 |
0.500 |
1,844.53 |
0.382 |
1,838.52 |
LOW |
1,819.08 |
0.618 |
1,787.62 |
1.000 |
1,768.18 |
1.618 |
1,736.72 |
2.618 |
1,685.82 |
4.250 |
1,602.76 |
|
|
Fisher Pivots for day following 04-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,844.53 |
1,835.01 |
PP |
1,842.63 |
1,831.18 |
S1 |
1,840.74 |
1,827.35 |
|