Trading Metrics calculated at close of trading on 21-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2001 |
21-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,655.26 |
1,714.00 |
58.74 |
3.5% |
1,885.17 |
High |
1,722.85 |
1,774.25 |
51.40 |
3.0% |
1,885.17 |
Low |
1,655.26 |
1,697.56 |
42.30 |
2.6% |
1,657.65 |
Close |
1,721.56 |
1,751.22 |
29.66 |
1.7% |
1,701.53 |
Range |
67.59 |
76.69 |
9.10 |
13.5% |
227.52 |
ATR |
77.88 |
77.79 |
-0.08 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.08 |
1,937.84 |
1,793.40 |
|
R3 |
1,894.39 |
1,861.15 |
1,772.31 |
|
R2 |
1,817.70 |
1,817.70 |
1,765.28 |
|
R1 |
1,784.46 |
1,784.46 |
1,758.25 |
1,801.08 |
PP |
1,741.01 |
1,741.01 |
1,741.01 |
1,749.32 |
S1 |
1,707.77 |
1,707.77 |
1,744.19 |
1,724.39 |
S2 |
1,664.32 |
1,664.32 |
1,737.16 |
|
S3 |
1,587.63 |
1,631.08 |
1,730.13 |
|
S4 |
1,510.94 |
1,554.39 |
1,709.04 |
|
|
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 |
1,774.25 |
1,655.26 |
118.99 |
6.8% |
73.64 |
4.2% |
81% |
True |
False |
|
10 |
1,959.71 |
1,655.26 |
304.45 |
17.4% |
74.60 |
4.3% |
32% |
False |
False |
|
20 |
2,003.71 |
1,655.26 |
348.45 |
19.9% |
69.79 |
4.0% |
28% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
23.9% |
72.46 |
4.1% |
23% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
78.42 |
4.5% |
56% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
81.76 |
4.7% |
56% |
False |
False |
|
100 |
2,718.51 |
1,348.52 |
1,369.99 |
78.2% |
86.38 |
4.9% |
29% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.3% |
96.21 |
5.5% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.18 |
2.618 |
1,975.02 |
1.618 |
1,898.33 |
1.000 |
1,850.94 |
0.618 |
1,821.64 |
HIGH |
1,774.25 |
0.618 |
1,744.95 |
0.500 |
1,735.91 |
0.382 |
1,726.86 |
LOW |
1,697.56 |
0.618 |
1,650.17 |
1.000 |
1,620.87 |
1.618 |
1,573.48 |
2.618 |
1,496.79 |
4.250 |
1,371.63 |
|
|
Fisher Pivots for day following 21-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,746.12 |
1,739.07 |
PP |
1,741.01 |
1,726.91 |
S1 |
1,735.91 |
1,714.76 |
|