Trading Metrics calculated at close of trading on 29-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2001 |
29-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,782.32 |
1,812.17 |
29.85 |
1.7% |
1,752.71 |
High |
1,847.38 |
1,865.39 |
18.01 |
1.0% |
1,865.39 |
Low |
1,782.32 |
1,795.45 |
13.13 |
0.7% |
1,705.93 |
Close |
1,808.94 |
1,832.75 |
23.81 |
1.3% |
1,832.75 |
Range |
65.06 |
69.94 |
4.88 |
7.5% |
159.46 |
ATR |
71.62 |
71.50 |
-0.12 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.02 |
2,006.82 |
1,871.22 |
|
R3 |
1,971.08 |
1,936.88 |
1,851.98 |
|
R2 |
1,901.14 |
1,901.14 |
1,845.57 |
|
R1 |
1,866.94 |
1,866.94 |
1,839.16 |
1,884.04 |
PP |
1,831.20 |
1,831.20 |
1,831.20 |
1,839.75 |
S1 |
1,797.00 |
1,797.00 |
1,826.34 |
1,814.10 |
S2 |
1,761.26 |
1,761.26 |
1,819.93 |
|
S3 |
1,691.32 |
1,727.06 |
1,813.52 |
|
S4 |
1,621.38 |
1,657.12 |
1,794.28 |
|
|
Weekly Pivots for week ending 29-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,279.74 |
2,215.70 |
1,920.45 |
|
R3 |
2,120.28 |
2,056.24 |
1,876.60 |
|
R2 |
1,960.82 |
1,960.82 |
1,861.98 |
|
R1 |
1,896.78 |
1,896.78 |
1,847.37 |
1,928.80 |
PP |
1,801.36 |
1,801.36 |
1,801.36 |
1,817.37 |
S1 |
1,737.32 |
1,737.32 |
1,818.13 |
1,769.34 |
S2 |
1,641.90 |
1,641.90 |
1,803.52 |
|
S3 |
1,482.44 |
1,577.86 |
1,788.90 |
|
S4 |
1,322.98 |
1,418.40 |
1,745.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,865.39 |
1,705.93 |
159.46 |
8.7% |
54.48 |
3.0% |
80% |
True |
False |
|
10 |
1,865.39 |
1,655.26 |
210.13 |
11.5% |
62.74 |
3.4% |
84% |
True |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
16.8% |
66.85 |
3.6% |
58% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
22.8% |
69.77 |
3.8% |
42% |
False |
False |
|
60 |
2,073.98 |
1,425.89 |
648.09 |
35.4% |
75.10 |
4.1% |
63% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
39.6% |
79.17 |
4.3% |
67% |
False |
False |
|
100 |
2,464.19 |
1,348.52 |
1,115.67 |
60.9% |
84.18 |
4.6% |
43% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
77.6% |
88.06 |
4.8% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,162.64 |
2.618 |
2,048.49 |
1.618 |
1,978.55 |
1.000 |
1,935.33 |
0.618 |
1,908.61 |
HIGH |
1,865.39 |
0.618 |
1,838.67 |
0.500 |
1,830.42 |
0.382 |
1,822.17 |
LOW |
1,795.45 |
0.618 |
1,752.23 |
1.000 |
1,725.51 |
1.618 |
1,682.29 |
2.618 |
1,612.35 |
4.250 |
1,498.21 |
|
|
Fisher Pivots for day following 29-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,831.97 |
1,820.53 |
PP |
1,831.20 |
1,808.31 |
S1 |
1,830.42 |
1,796.09 |
|