Trading Metrics calculated at close of trading on 25-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2001 |
25-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,755.57 |
1,752.71 |
-2.86 |
-0.2% |
1,712.04 |
High |
1,773.26 |
1,755.67 |
-17.59 |
-1.0% |
1,774.25 |
Low |
1,718.35 |
1,713.03 |
-5.32 |
-0.3% |
1,655.26 |
Close |
1,727.47 |
1,743.90 |
16.43 |
1.0% |
1,727.47 |
Range |
54.91 |
42.64 |
-12.27 |
-22.3% |
118.99 |
ATR |
76.16 |
73.76 |
-2.39 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.45 |
1,847.32 |
1,767.35 |
|
R3 |
1,822.81 |
1,804.68 |
1,755.63 |
|
R2 |
1,780.17 |
1,780.17 |
1,751.72 |
|
R1 |
1,762.04 |
1,762.04 |
1,747.81 |
1,749.79 |
PP |
1,737.53 |
1,737.53 |
1,737.53 |
1,731.41 |
S1 |
1,719.40 |
1,719.40 |
1,739.99 |
1,707.15 |
S2 |
1,694.89 |
1,694.89 |
1,736.08 |
|
S3 |
1,652.25 |
1,676.76 |
1,732.17 |
|
S4 |
1,609.61 |
1,634.12 |
1,720.45 |
|
|
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 |
6.8% |
66.17 |
3.8% |
74% |
False |
False |
|
10 |
1,875.29 |
1,655.26 |
220.03 |
12.6% |
71.08 |
4.1% |
40% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
17.7% |
68.84 |
3.9% |
29% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
24.0% |
71.69 |
4.1% |
21% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
41.6% |
77.20 |
4.4% |
55% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
41.6% |
79.73 |
4.6% |
55% |
False |
False |
|
100 |
2,627.39 |
1,348.52 |
1,278.87 |
73.3% |
85.54 |
4.9% |
31% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.6% |
93.66 |
5.4% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,936.89 |
2.618 |
1,867.30 |
1.618 |
1,824.66 |
1.000 |
1,798.31 |
0.618 |
1,782.02 |
HIGH |
1,755.67 |
0.618 |
1,739.38 |
0.500 |
1,734.35 |
0.382 |
1,729.32 |
LOW |
1,713.03 |
0.618 |
1,686.68 |
1.000 |
1,670.39 |
1.618 |
1,644.04 |
2.618 |
1,601.40 |
4.250 |
1,531.81 |
|
|
Fisher Pivots for day following 25-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,740.72 |
1,741.24 |
PP |
1,737.53 |
1,738.57 |
S1 |
1,734.35 |
1,735.91 |
|