Trading Metrics calculated at close of trading on 05-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2001 |
05-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,861.12 |
1,853.65 |
-7.47 |
-0.4% |
1,946.57 |
High |
1,869.98 |
1,937.94 |
67.96 |
3.6% |
1,946.57 |
Low |
1,819.08 |
1,853.47 |
34.39 |
1.9% |
1,768.98 |
Close |
1,838.84 |
1,923.90 |
85.06 |
4.6% |
1,840.83 |
Range |
50.90 |
84.47 |
33.57 |
66.0% |
177.59 |
ATR |
79.52 |
80.92 |
1.40 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.51 |
2,125.68 |
1,970.36 |
|
R3 |
2,074.04 |
2,041.21 |
1,947.13 |
|
R2 |
1,989.57 |
1,989.57 |
1,939.39 |
|
R1 |
1,956.74 |
1,956.74 |
1,931.64 |
1,973.16 |
PP |
1,905.10 |
1,905.10 |
1,905.10 |
1,913.31 |
S1 |
1,872.27 |
1,872.27 |
1,916.16 |
1,888.69 |
S2 |
1,820.63 |
1,820.63 |
1,908.41 |
|
S3 |
1,736.16 |
1,787.80 |
1,900.67 |
|
S4 |
1,651.69 |
1,703.33 |
1,877.44 |
|
|
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 |
1,937.94 |
1,768.98 |
168.96 |
8.8% |
64.72 |
3.4% |
92% |
True |
False |
|
10 |
2,073.98 |
1,768.98 |
305.00 |
15.9% |
68.56 |
3.6% |
51% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
15.9% |
70.60 |
3.7% |
51% |
False |
False |
|
40 |
2,073.98 |
1,437.85 |
636.13 |
33.1% |
78.93 |
4.1% |
76% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
37.7% |
83.03 |
4.3% |
79% |
False |
False |
|
80 |
2,423.65 |
1,348.52 |
1,075.13 |
55.9% |
87.63 |
4.6% |
54% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
74.0% |
90.95 |
4.7% |
40% |
False |
False |
|
120 |
2,958.29 |
1,348.52 |
1,609.77 |
83.7% |
103.15 |
5.4% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,296.94 |
2.618 |
2,159.08 |
1.618 |
2,074.61 |
1.000 |
2,022.41 |
0.618 |
1,990.14 |
HIGH |
1,937.94 |
0.618 |
1,905.67 |
0.500 |
1,895.71 |
0.382 |
1,885.74 |
LOW |
1,853.47 |
0.618 |
1,801.27 |
1.000 |
1,769.00 |
1.618 |
1,716.80 |
2.618 |
1,632.33 |
4.250 |
1,494.47 |
|
|
Fisher Pivots for day following 05-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,914.50 |
1,903.16 |
PP |
1,905.10 |
1,882.43 |
S1 |
1,895.71 |
1,861.69 |
|