Trading Metrics calculated at close of trading on 15-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2001 |
15-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,766.41 |
1,679.33 |
-87.08 |
-4.9% |
1,885.17 |
High |
1,776.35 |
1,725.77 |
-50.58 |
-2.8% |
1,885.17 |
Low |
1,711.32 |
1,657.65 |
-53.67 |
-3.1% |
1,657.65 |
Close |
1,711.39 |
1,701.53 |
-9.86 |
-0.6% |
1,701.53 |
Range |
65.03 |
68.12 |
3.09 |
4.8% |
227.52 |
ATR |
79.54 |
78.72 |
-0.82 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.34 |
1,868.56 |
1,739.00 |
|
R3 |
1,831.22 |
1,800.44 |
1,720.26 |
|
R2 |
1,763.10 |
1,763.10 |
1,714.02 |
|
R1 |
1,732.32 |
1,732.32 |
1,707.77 |
1,747.71 |
PP |
1,694.98 |
1,694.98 |
1,694.98 |
1,702.68 |
S1 |
1,664.20 |
1,664.20 |
1,695.29 |
1,679.59 |
S2 |
1,626.86 |
1,626.86 |
1,689.04 |
|
S3 |
1,558.74 |
1,596.08 |
1,682.80 |
|
S4 |
1,490.62 |
1,527.96 |
1,664.06 |
|
|
Weekly Pivots for week ending 15-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,430.68 |
2,293.62 |
1,826.67 |
|
R3 |
2,203.16 |
2,066.10 |
1,764.10 |
|
R2 |
1,975.64 |
1,975.64 |
1,743.24 |
|
R1 |
1,838.58 |
1,838.58 |
1,722.39 |
1,793.35 |
PP |
1,748.12 |
1,748.12 |
1,748.12 |
1,725.50 |
S1 |
1,611.06 |
1,611.06 |
1,680.67 |
1,565.83 |
S2 |
1,520.60 |
1,520.60 |
1,659.82 |
|
S3 |
1,293.08 |
1,383.54 |
1,638.96 |
|
S4 |
1,065.56 |
1,156.02 |
1,576.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,885.17 |
1,657.65 |
227.52 |
13.4% |
74.41 |
4.4% |
19% |
False |
True |
|
10 |
1,963.83 |
1,657.65 |
306.18 |
18.0% |
70.95 |
4.2% |
14% |
False |
True |
|
20 |
2,073.98 |
1,657.65 |
416.33 |
24.5% |
71.39 |
4.2% |
11% |
False |
True |
|
40 |
2,073.98 |
1,657.65 |
416.33 |
24.5% |
73.57 |
4.3% |
11% |
False |
True |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
42.6% |
79.49 |
4.7% |
49% |
False |
False |
|
80 |
2,103.63 |
1,348.52 |
755.11 |
44.4% |
83.73 |
4.9% |
47% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
83.6% |
87.58 |
5.1% |
25% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
83.6% |
97.63 |
5.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.28 |
2.618 |
1,904.11 |
1.618 |
1,835.99 |
1.000 |
1,793.89 |
0.618 |
1,767.87 |
HIGH |
1,725.77 |
0.618 |
1,699.75 |
0.500 |
1,691.71 |
0.382 |
1,683.67 |
LOW |
1,657.65 |
0.618 |
1,615.55 |
1.000 |
1,589.53 |
1.618 |
1,547.43 |
2.618 |
1,479.31 |
4.250 |
1,368.14 |
|
|
Fisher Pivots for day following 15-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,698.26 |
1,766.47 |
PP |
1,694.98 |
1,744.82 |
S1 |
1,691.71 |
1,723.18 |
|