Trading Metrics calculated at close of trading on 02-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2001 |
02-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,812.17 |
1,831.42 |
19.25 |
1.1% |
1,752.71 |
High |
1,865.39 |
1,864.20 |
-1.19 |
-0.1% |
1,865.39 |
Low |
1,795.45 |
1,815.11 |
19.66 |
1.1% |
1,705.93 |
Close |
1,832.75 |
1,827.07 |
-5.68 |
-0.3% |
1,832.75 |
Range |
69.94 |
49.09 |
-20.85 |
-29.8% |
159.46 |
ATR |
71.50 |
69.90 |
-1.60 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.73 |
1,953.99 |
1,854.07 |
|
R3 |
1,933.64 |
1,904.90 |
1,840.57 |
|
R2 |
1,884.55 |
1,884.55 |
1,836.07 |
|
R1 |
1,855.81 |
1,855.81 |
1,831.57 |
1,845.64 |
PP |
1,835.46 |
1,835.46 |
1,835.46 |
1,830.37 |
S1 |
1,806.72 |
1,806.72 |
1,822.57 |
1,796.55 |
S2 |
1,786.37 |
1,786.37 |
1,818.07 |
|
S3 |
1,737.28 |
1,757.63 |
1,813.57 |
|
S4 |
1,688.19 |
1,708.54 |
1,800.07 |
|
|
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% |
55.77 |
3.1% |
76% |
False |
False |
|
10 |
1,865.39 |
1,655.26 |
210.13 |
11.5% |
60.97 |
3.3% |
82% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
16.9% |
66.76 |
3.7% |
56% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
22.9% |
68.02 |
3.7% |
41% |
False |
False |
|
60 |
2,073.98 |
1,425.89 |
648.09 |
35.5% |
74.46 |
4.1% |
62% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
39.7% |
79.03 |
4.3% |
66% |
False |
False |
|
100 |
2,464.19 |
1,348.52 |
1,115.67 |
61.1% |
83.70 |
4.6% |
43% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
77.9% |
87.72 |
4.8% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.83 |
2.618 |
1,992.72 |
1.618 |
1,943.63 |
1.000 |
1,913.29 |
0.618 |
1,894.54 |
HIGH |
1,864.20 |
0.618 |
1,845.45 |
0.500 |
1,839.66 |
0.382 |
1,833.86 |
LOW |
1,815.11 |
0.618 |
1,784.77 |
1.000 |
1,766.02 |
1.618 |
1,735.68 |
2.618 |
1,686.59 |
4.250 |
1,606.48 |
|
|
Fisher Pivots for day following 02-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,839.66 |
1,826.00 |
PP |
1,835.46 |
1,824.93 |
S1 |
1,831.27 |
1,823.86 |
|