Trading Metrics calculated at close of trading on 18-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2001 |
18-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,679.33 |
1,712.04 |
32.71 |
1.9% |
1,885.17 |
High |
1,725.77 |
1,729.39 |
3.62 |
0.2% |
1,885.17 |
Low |
1,657.65 |
1,662.59 |
4.94 |
0.3% |
1,657.65 |
Close |
1,701.53 |
1,666.49 |
-35.04 |
-2.1% |
1,701.53 |
Range |
68.12 |
66.80 |
-1.32 |
-1.9% |
227.52 |
ATR |
78.72 |
77.87 |
-0.85 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.56 |
1,843.32 |
1,703.23 |
|
R3 |
1,819.76 |
1,776.52 |
1,684.86 |
|
R2 |
1,752.96 |
1,752.96 |
1,678.74 |
|
R1 |
1,709.72 |
1,709.72 |
1,672.61 |
1,697.94 |
PP |
1,686.16 |
1,686.16 |
1,686.16 |
1,680.27 |
S1 |
1,642.92 |
1,642.92 |
1,660.37 |
1,631.14 |
S2 |
1,619.36 |
1,619.36 |
1,654.24 |
|
S3 |
1,552.56 |
1,576.12 |
1,648.12 |
|
S4 |
1,485.76 |
1,509.32 |
1,629.75 |
|
|
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 |
1,875.29 |
1,657.65 |
217.64 |
13.1% |
75.99 |
4.6% |
4% |
False |
False |
|
10 |
1,963.83 |
1,657.65 |
306.18 |
18.4% |
72.54 |
4.4% |
3% |
False |
False |
|
20 |
2,073.98 |
1,657.65 |
416.33 |
25.0% |
72.61 |
4.4% |
2% |
False |
False |
|
40 |
2,073.98 |
1,657.65 |
416.33 |
25.0% |
73.22 |
4.4% |
2% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
43.5% |
78.59 |
4.7% |
44% |
False |
False |
|
80 |
2,103.63 |
1,348.52 |
755.11 |
45.3% |
82.94 |
5.0% |
42% |
False |
False |
|
100 |
2,718.51 |
1,348.52 |
1,369.99 |
82.2% |
87.46 |
5.2% |
23% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
85.4% |
97.07 |
5.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.29 |
2.618 |
1,904.27 |
1.618 |
1,837.47 |
1.000 |
1,796.19 |
0.618 |
1,770.67 |
HIGH |
1,729.39 |
0.618 |
1,703.87 |
0.500 |
1,695.99 |
0.382 |
1,688.11 |
LOW |
1,662.59 |
0.618 |
1,621.31 |
1.000 |
1,595.79 |
1.618 |
1,554.51 |
2.618 |
1,487.71 |
4.250 |
1,378.69 |
|
|
Fisher Pivots for day following 18-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,695.99 |
1,717.00 |
PP |
1,686.16 |
1,700.16 |
S1 |
1,676.32 |
1,683.33 |
|