Trading Metrics calculated at close of trading on 20-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2001 |
20-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,736.29 |
1,655.26 |
-81.03 |
-4.7% |
1,885.17 |
High |
1,745.76 |
1,722.85 |
-22.91 |
-1.3% |
1,885.17 |
Low |
1,656.74 |
1,655.26 |
-1.48 |
-0.1% |
1,657.65 |
Close |
1,675.90 |
1,721.56 |
45.66 |
2.7% |
1,701.53 |
Range |
89.02 |
67.59 |
-21.43 |
-24.1% |
227.52 |
ATR |
78.67 |
77.88 |
-0.79 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.66 |
1,879.70 |
1,758.73 |
|
R3 |
1,835.07 |
1,812.11 |
1,740.15 |
|
R2 |
1,767.48 |
1,767.48 |
1,733.95 |
|
R1 |
1,744.52 |
1,744.52 |
1,727.76 |
1,756.00 |
PP |
1,699.89 |
1,699.89 |
1,699.89 |
1,705.63 |
S1 |
1,676.93 |
1,676.93 |
1,715.36 |
1,688.41 |
S2 |
1,632.30 |
1,632.30 |
1,709.17 |
|
S3 |
1,564.71 |
1,609.34 |
1,702.97 |
|
S4 |
1,497.12 |
1,541.75 |
1,684.39 |
|
|
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 |
1,776.35 |
1,655.26 |
121.09 |
7.0% |
71.31 |
4.1% |
55% |
False |
True |
|
10 |
1,963.83 |
1,655.26 |
308.57 |
17.9% |
74.21 |
4.3% |
21% |
False |
True |
|
20 |
2,073.98 |
1,655.26 |
418.72 |
24.3% |
71.78 |
4.2% |
16% |
False |
True |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
24.3% |
72.58 |
4.2% |
16% |
False |
True |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
42.1% |
78.59 |
4.6% |
51% |
False |
False |
|
80 |
2,081.79 |
1,348.52 |
733.27 |
42.6% |
82.28 |
4.8% |
51% |
False |
False |
|
100 |
2,718.51 |
1,348.52 |
1,369.99 |
79.6% |
86.79 |
5.0% |
27% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
82.7% |
96.29 |
5.6% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.11 |
2.618 |
1,899.80 |
1.618 |
1,832.21 |
1.000 |
1,790.44 |
0.618 |
1,764.62 |
HIGH |
1,722.85 |
0.618 |
1,697.03 |
0.500 |
1,689.06 |
0.382 |
1,681.08 |
LOW |
1,655.26 |
0.618 |
1,613.49 |
1.000 |
1,587.67 |
1.618 |
1,545.90 |
2.618 |
1,478.31 |
4.250 |
1,368.00 |
|
|
Fisher Pivots for day following 20-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,710.73 |
1,714.54 |
PP |
1,699.89 |
1,707.53 |
S1 |
1,689.06 |
1,700.51 |
|