Trading Metrics calculated at close of trading on 13-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2001 |
13-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,799.58 |
1,860.05 |
60.47 |
3.4% |
1,861.12 |
High |
1,871.03 |
1,875.29 |
4.26 |
0.2% |
1,963.83 |
Low |
1,776.41 |
1,789.91 |
13.50 |
0.8% |
1,819.08 |
Close |
1,852.03 |
1,790.21 |
-61.82 |
-3.3% |
1,896.22 |
Range |
94.62 |
85.38 |
-9.24 |
-9.8% |
144.75 |
ATR |
79.14 |
79.59 |
0.45 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.61 |
2,017.79 |
1,837.17 |
|
R3 |
1,989.23 |
1,932.41 |
1,813.69 |
|
R2 |
1,903.85 |
1,903.85 |
1,805.86 |
|
R1 |
1,847.03 |
1,847.03 |
1,798.04 |
1,832.75 |
PP |
1,818.47 |
1,818.47 |
1,818.47 |
1,811.33 |
S1 |
1,761.65 |
1,761.65 |
1,782.38 |
1,747.37 |
S2 |
1,733.09 |
1,733.09 |
1,774.56 |
|
S3 |
1,647.71 |
1,676.27 |
1,766.73 |
|
S4 |
1,562.33 |
1,590.89 |
1,743.25 |
|
|
Weekly Pivots for week ending 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,327.29 |
2,256.51 |
1,975.83 |
|
R3 |
2,182.54 |
2,111.76 |
1,936.03 |
|
R2 |
2,037.79 |
2,037.79 |
1,922.76 |
|
R1 |
1,967.01 |
1,967.01 |
1,909.49 |
2,002.40 |
PP |
1,893.04 |
1,893.04 |
1,893.04 |
1,910.74 |
S1 |
1,822.26 |
1,822.26 |
1,882.95 |
1,857.65 |
S2 |
1,748.29 |
1,748.29 |
1,869.68 |
|
S3 |
1,603.54 |
1,677.51 |
1,856.41 |
|
S4 |
1,458.79 |
1,532.76 |
1,816.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.83 |
1,776.41 |
187.42 |
10.5% |
77.12 |
4.3% |
7% |
False |
False |
|
10 |
1,963.83 |
1,776.41 |
187.42 |
10.5% |
69.66 |
3.9% |
7% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
17.1% |
74.37 |
4.2% |
7% |
False |
False |
|
40 |
2,073.98 |
1,739.16 |
334.82 |
18.7% |
77.17 |
4.3% |
15% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
40.5% |
80.85 |
4.5% |
61% |
False |
False |
|
80 |
2,235.74 |
1,348.52 |
887.22 |
49.6% |
85.32 |
4.8% |
50% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
79.5% |
88.29 |
4.9% |
31% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
79.5% |
99.12 |
5.5% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,238.16 |
2.618 |
2,098.81 |
1.618 |
2,013.43 |
1.000 |
1,960.67 |
0.618 |
1,928.05 |
HIGH |
1,875.29 |
0.618 |
1,842.67 |
0.500 |
1,832.60 |
0.382 |
1,822.53 |
LOW |
1,789.91 |
0.618 |
1,737.15 |
1.000 |
1,704.53 |
1.618 |
1,651.77 |
2.618 |
1,566.39 |
4.250 |
1,427.05 |
|
|
Fisher Pivots for day following 13-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,832.60 |
1,830.79 |
PP |
1,818.47 |
1,817.26 |
S1 |
1,804.34 |
1,803.74 |
|