Trading Metrics calculated at close of trading on 06-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2001 |
06-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,853.65 |
1,931.45 |
77.80 |
4.2% |
1,946.57 |
High |
1,937.94 |
1,945.94 |
8.00 |
0.4% |
1,946.57 |
Low |
1,853.47 |
1,890.51 |
37.04 |
2.0% |
1,768.98 |
Close |
1,923.90 |
1,903.84 |
-20.06 |
-1.0% |
1,840.83 |
Range |
84.47 |
55.43 |
-29.04 |
-34.4% |
177.59 |
ATR |
80.92 |
79.10 |
-1.82 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,079.72 |
2,047.21 |
1,934.33 |
|
R3 |
2,024.29 |
1,991.78 |
1,919.08 |
|
R2 |
1,968.86 |
1,968.86 |
1,914.00 |
|
R1 |
1,936.35 |
1,936.35 |
1,908.92 |
1,924.89 |
PP |
1,913.43 |
1,913.43 |
1,913.43 |
1,907.70 |
S1 |
1,880.92 |
1,880.92 |
1,898.76 |
1,869.46 |
S2 |
1,858.00 |
1,858.00 |
1,893.68 |
|
S3 |
1,802.57 |
1,825.49 |
1,888.60 |
|
S4 |
1,747.14 |
1,770.06 |
1,873.35 |
|
|
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 |
1,945.94 |
1,784.72 |
161.22 |
8.5% |
62.20 |
3.3% |
74% |
True |
False |
|
10 |
2,073.98 |
1,768.98 |
305.00 |
16.0% |
69.35 |
3.6% |
44% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
16.0% |
70.75 |
3.7% |
44% |
False |
False |
|
40 |
2,073.98 |
1,515.58 |
558.40 |
29.3% |
78.87 |
4.1% |
70% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
38.1% |
82.58 |
4.3% |
77% |
False |
False |
|
80 |
2,423.65 |
1,348.52 |
1,075.13 |
56.5% |
87.14 |
4.6% |
52% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
74.7% |
89.77 |
4.7% |
39% |
False |
False |
|
120 |
2,941.34 |
1,348.52 |
1,592.82 |
83.7% |
102.81 |
5.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,181.52 |
2.618 |
2,091.06 |
1.618 |
2,035.63 |
1.000 |
2,001.37 |
0.618 |
1,980.20 |
HIGH |
1,945.94 |
0.618 |
1,924.77 |
0.500 |
1,918.23 |
0.382 |
1,911.68 |
LOW |
1,890.51 |
0.618 |
1,856.25 |
1.000 |
1,835.08 |
1.618 |
1,800.82 |
2.618 |
1,745.39 |
4.250 |
1,654.93 |
|
|
Fisher Pivots for day following 06-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,918.23 |
1,896.73 |
PP |
1,913.43 |
1,889.62 |
S1 |
1,908.64 |
1,882.51 |
|