Trading Metrics calculated at close of trading on 19-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2001 |
19-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,712.04 |
1,736.29 |
24.25 |
1.4% |
1,885.17 |
High |
1,729.39 |
1,745.76 |
16.37 |
0.9% |
1,885.17 |
Low |
1,662.59 |
1,656.74 |
-5.85 |
-0.4% |
1,657.65 |
Close |
1,666.49 |
1,675.90 |
9.41 |
0.6% |
1,701.53 |
Range |
66.80 |
89.02 |
22.22 |
33.3% |
227.52 |
ATR |
77.87 |
78.67 |
0.80 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.86 |
1,906.90 |
1,724.86 |
|
R3 |
1,870.84 |
1,817.88 |
1,700.38 |
|
R2 |
1,781.82 |
1,781.82 |
1,692.22 |
|
R1 |
1,728.86 |
1,728.86 |
1,684.06 |
1,710.83 |
PP |
1,692.80 |
1,692.80 |
1,692.80 |
1,683.79 |
S1 |
1,639.84 |
1,639.84 |
1,667.74 |
1,621.81 |
S2 |
1,603.78 |
1,603.78 |
1,659.58 |
|
S3 |
1,514.76 |
1,550.82 |
1,651.42 |
|
S4 |
1,425.74 |
1,461.80 |
1,626.94 |
|
|
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 |
1,656.74 |
218.55 |
13.0% |
74.87 |
4.5% |
9% |
False |
True |
|
10 |
1,963.83 |
1,656.74 |
307.09 |
18.3% |
73.00 |
4.4% |
6% |
False |
True |
|
20 |
2,073.98 |
1,656.74 |
417.24 |
24.9% |
70.78 |
4.2% |
5% |
False |
True |
|
40 |
2,073.98 |
1,656.74 |
417.24 |
24.9% |
73.48 |
4.4% |
5% |
False |
True |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
43.3% |
78.61 |
4.7% |
45% |
False |
False |
|
80 |
2,103.63 |
1,348.52 |
755.11 |
45.1% |
82.47 |
4.9% |
43% |
False |
False |
|
100 |
2,718.51 |
1,348.52 |
1,369.99 |
81.7% |
87.20 |
5.2% |
24% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
84.9% |
96.61 |
5.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,124.10 |
2.618 |
1,978.81 |
1.618 |
1,889.79 |
1.000 |
1,834.78 |
0.618 |
1,800.77 |
HIGH |
1,745.76 |
0.618 |
1,711.75 |
0.500 |
1,701.25 |
0.382 |
1,690.75 |
LOW |
1,656.74 |
0.618 |
1,601.73 |
1.000 |
1,567.72 |
1.618 |
1,512.71 |
2.618 |
1,423.69 |
4.250 |
1,278.41 |
|
|
Fisher Pivots for day following 19-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,701.25 |
1,701.25 |
PP |
1,692.80 |
1,692.80 |
S1 |
1,684.35 |
1,684.35 |
|