Trading Metrics calculated at close of trading on 27-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2001 |
27-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,708.89 |
1,755.25 |
46.36 |
2.7% |
1,712.04 |
High |
1,757.93 |
1,769.55 |
11.62 |
0.7% |
1,774.25 |
Low |
1,705.93 |
1,726.78 |
20.85 |
1.2% |
1,655.26 |
Close |
1,751.62 |
1,756.02 |
4.40 |
0.3% |
1,727.47 |
Range |
52.00 |
42.77 |
-9.23 |
-17.8% |
118.99 |
ATR |
72.21 |
70.11 |
-2.10 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.09 |
1,860.33 |
1,779.54 |
|
R3 |
1,836.32 |
1,817.56 |
1,767.78 |
|
R2 |
1,793.55 |
1,793.55 |
1,763.86 |
|
R1 |
1,774.79 |
1,774.79 |
1,759.94 |
1,784.17 |
PP |
1,750.78 |
1,750.78 |
1,750.78 |
1,755.48 |
S1 |
1,732.02 |
1,732.02 |
1,752.10 |
1,741.40 |
S2 |
1,708.01 |
1,708.01 |
1,748.18 |
|
S3 |
1,665.24 |
1,689.25 |
1,744.26 |
|
S4 |
1,622.47 |
1,646.48 |
1,732.50 |
|
|
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 |
1,697.56 |
76.69 |
4.4% |
53.80 |
3.1% |
76% |
False |
False |
|
10 |
1,776.35 |
1,655.26 |
121.09 |
6.9% |
62.56 |
3.6% |
83% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
17.6% |
66.11 |
3.8% |
33% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
23.8% |
69.63 |
4.0% |
24% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
41.3% |
76.02 |
4.3% |
56% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
41.3% |
78.84 |
4.5% |
56% |
False |
False |
|
100 |
2,531.05 |
1,348.52 |
1,182.53 |
67.3% |
84.32 |
4.8% |
34% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.0% |
89.79 |
5.1% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.32 |
2.618 |
1,881.52 |
1.618 |
1,838.75 |
1.000 |
1,812.32 |
0.618 |
1,795.98 |
HIGH |
1,769.55 |
0.618 |
1,753.21 |
0.500 |
1,748.17 |
0.382 |
1,743.12 |
LOW |
1,726.78 |
0.618 |
1,700.35 |
1.000 |
1,684.01 |
1.618 |
1,657.58 |
2.618 |
1,614.81 |
4.250 |
1,545.01 |
|
|
Fisher Pivots for day following 27-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,753.40 |
1,749.93 |
PP |
1,750.78 |
1,743.83 |
S1 |
1,748.17 |
1,737.74 |
|