Trading Metrics calculated at close of trading on 26-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2001 |
26-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,752.71 |
1,708.89 |
-43.82 |
-2.5% |
1,712.04 |
High |
1,755.67 |
1,757.93 |
2.26 |
0.1% |
1,774.25 |
Low |
1,713.03 |
1,705.93 |
-7.10 |
-0.4% |
1,655.26 |
Close |
1,743.90 |
1,751.62 |
7.72 |
0.4% |
1,727.47 |
Range |
42.64 |
52.00 |
9.36 |
22.0% |
118.99 |
ATR |
73.76 |
72.21 |
-1.55 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.49 |
1,875.06 |
1,780.22 |
|
R3 |
1,842.49 |
1,823.06 |
1,765.92 |
|
R2 |
1,790.49 |
1,790.49 |
1,761.15 |
|
R1 |
1,771.06 |
1,771.06 |
1,756.39 |
1,780.78 |
PP |
1,738.49 |
1,738.49 |
1,738.49 |
1,743.35 |
S1 |
1,719.06 |
1,719.06 |
1,746.85 |
1,728.78 |
S2 |
1,686.49 |
1,686.49 |
1,742.09 |
|
S3 |
1,634.49 |
1,667.06 |
1,737.32 |
|
S4 |
1,582.49 |
1,615.06 |
1,723.02 |
|
|
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% |
58.77 |
3.4% |
81% |
False |
False |
|
10 |
1,875.29 |
1,655.26 |
220.03 |
12.6% |
66.82 |
3.8% |
44% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
17.6% |
67.37 |
3.8% |
31% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
23.9% |
70.97 |
4.1% |
23% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
76.89 |
4.4% |
56% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
78.85 |
4.5% |
56% |
False |
False |
|
100 |
2,616.40 |
1,348.52 |
1,267.88 |
72.4% |
85.34 |
4.9% |
32% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.2% |
90.40 |
5.2% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.93 |
2.618 |
1,894.07 |
1.618 |
1,842.07 |
1.000 |
1,809.93 |
0.618 |
1,790.07 |
HIGH |
1,757.93 |
0.618 |
1,738.07 |
0.500 |
1,731.93 |
0.382 |
1,725.79 |
LOW |
1,705.93 |
0.618 |
1,673.79 |
1.000 |
1,653.93 |
1.618 |
1,621.79 |
2.618 |
1,569.79 |
4.250 |
1,484.93 |
|
|
Fisher Pivots for day following 26-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,745.06 |
1,747.61 |
PP |
1,738.49 |
1,743.60 |
S1 |
1,731.93 |
1,739.60 |
|