Trading Metrics calculated at close of trading on 14-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2001 |
14-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,860.05 |
1,766.41 |
-93.64 |
-5.0% |
1,861.12 |
High |
1,875.29 |
1,776.35 |
-98.94 |
-5.3% |
1,963.83 |
Low |
1,789.91 |
1,711.32 |
-78.59 |
-4.4% |
1,819.08 |
Close |
1,790.21 |
1,711.39 |
-78.82 |
-4.4% |
1,896.22 |
Range |
85.38 |
65.03 |
-20.35 |
-23.8% |
144.75 |
ATR |
79.59 |
79.54 |
-0.05 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.11 |
1,884.78 |
1,747.16 |
|
R3 |
1,863.08 |
1,819.75 |
1,729.27 |
|
R2 |
1,798.05 |
1,798.05 |
1,723.31 |
|
R1 |
1,754.72 |
1,754.72 |
1,717.35 |
1,743.87 |
PP |
1,733.02 |
1,733.02 |
1,733.02 |
1,727.60 |
S1 |
1,689.69 |
1,689.69 |
1,705.43 |
1,678.84 |
S2 |
1,667.99 |
1,667.99 |
1,699.47 |
|
S3 |
1,602.96 |
1,624.66 |
1,693.51 |
|
S4 |
1,537.93 |
1,559.63 |
1,675.62 |
|
|
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 |
1,959.71 |
1,711.32 |
248.39 |
14.5% |
75.56 |
4.4% |
0% |
False |
True |
|
10 |
1,963.83 |
1,711.32 |
252.51 |
14.8% |
70.81 |
4.1% |
0% |
False |
True |
|
20 |
2,073.98 |
1,711.32 |
362.66 |
21.2% |
70.84 |
4.1% |
0% |
False |
True |
|
40 |
2,073.98 |
1,711.32 |
362.66 |
21.2% |
74.95 |
4.4% |
0% |
False |
True |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
42.4% |
79.69 |
4.7% |
50% |
False |
False |
|
80 |
2,164.25 |
1,348.52 |
815.73 |
47.7% |
84.37 |
4.9% |
44% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
83.2% |
88.10 |
5.1% |
25% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
83.2% |
98.50 |
5.8% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.73 |
2.618 |
1,946.60 |
1.618 |
1,881.57 |
1.000 |
1,841.38 |
0.618 |
1,816.54 |
HIGH |
1,776.35 |
0.618 |
1,751.51 |
0.500 |
1,743.84 |
0.382 |
1,736.16 |
LOW |
1,711.32 |
0.618 |
1,671.13 |
1.000 |
1,646.29 |
1.618 |
1,606.10 |
2.618 |
1,541.07 |
4.250 |
1,434.94 |
|
|
Fisher Pivots for day following 14-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,743.84 |
1,793.31 |
PP |
1,733.02 |
1,766.00 |
S1 |
1,722.21 |
1,738.70 |
|