Trading Metrics calculated at close of trading on 22-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2001 |
22-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,714.00 |
1,755.57 |
41.57 |
2.4% |
1,712.04 |
High |
1,774.25 |
1,773.26 |
-0.99 |
-0.1% |
1,774.25 |
Low |
1,697.56 |
1,718.35 |
20.79 |
1.2% |
1,655.26 |
Close |
1,751.22 |
1,727.47 |
-23.75 |
-1.4% |
1,727.47 |
Range |
76.69 |
54.91 |
-21.78 |
-28.4% |
118.99 |
ATR |
77.79 |
76.16 |
-1.63 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.42 |
1,870.86 |
1,757.67 |
|
R3 |
1,849.51 |
1,815.95 |
1,742.57 |
|
R2 |
1,794.60 |
1,794.60 |
1,737.54 |
|
R1 |
1,761.04 |
1,761.04 |
1,732.50 |
1,750.37 |
PP |
1,739.69 |
1,739.69 |
1,739.69 |
1,734.36 |
S1 |
1,706.13 |
1,706.13 |
1,722.44 |
1,695.46 |
S2 |
1,684.78 |
1,684.78 |
1,717.40 |
|
S3 |
1,629.87 |
1,651.22 |
1,712.37 |
|
S4 |
1,574.96 |
1,596.31 |
1,697.27 |
|
|
Weekly Pivots for week ending 22-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.96 |
2,020.71 |
1,792.91 |
|
R3 |
1,956.97 |
1,901.72 |
1,760.19 |
|
R2 |
1,837.98 |
1,837.98 |
1,749.28 |
|
R1 |
1,782.73 |
1,782.73 |
1,738.38 |
1,810.36 |
PP |
1,718.99 |
1,718.99 |
1,718.99 |
1,732.81 |
S1 |
1,663.74 |
1,663.74 |
1,716.56 |
1,691.37 |
S2 |
1,600.00 |
1,600.00 |
1,705.66 |
|
S3 |
1,481.01 |
1,544.75 |
1,694.75 |
|
S4 |
1,362.02 |
1,425.76 |
1,662.03 |
|
|
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 |
6.9% |
71.00 |
4.1% |
61% |
False |
False |
|
10 |
1,885.17 |
1,655.26 |
229.91 |
13.3% |
72.71 |
4.2% |
31% |
False |
False |
|
20 |
2,003.68 |
1,655.26 |
348.42 |
20.2% |
69.23 |
4.0% |
21% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
24.2% |
71.76 |
4.2% |
17% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
42.0% |
77.88 |
4.5% |
52% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
42.0% |
80.82 |
4.7% |
52% |
False |
False |
|
100 |
2,718.51 |
1,348.52 |
1,369.99 |
79.3% |
86.38 |
5.0% |
28% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
82.4% |
95.32 |
5.5% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.63 |
2.618 |
1,917.01 |
1.618 |
1,862.10 |
1.000 |
1,828.17 |
0.618 |
1,807.19 |
HIGH |
1,773.26 |
0.618 |
1,752.28 |
0.500 |
1,745.81 |
0.382 |
1,739.33 |
LOW |
1,718.35 |
0.618 |
1,684.42 |
1.000 |
1,663.44 |
1.618 |
1,629.51 |
2.618 |
1,574.60 |
4.250 |
1,484.98 |
|
|
Fisher Pivots for day following 22-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,745.81 |
1,723.23 |
PP |
1,739.69 |
1,718.99 |
S1 |
1,733.58 |
1,714.76 |
|