Trading Metrics calculated at close of trading on 03-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2001 |
03-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,831.42 |
1,817.71 |
-13.71 |
-0.7% |
1,752.71 |
High |
1,864.20 |
1,832.01 |
-32.19 |
-1.7% |
1,865.39 |
Low |
1,815.11 |
1,798.44 |
-16.67 |
-0.9% |
1,705.93 |
Close |
1,827.07 |
1,822.16 |
-4.91 |
-0.3% |
1,832.75 |
Range |
49.09 |
33.57 |
-15.52 |
-31.6% |
159.46 |
ATR |
69.90 |
67.31 |
-2.60 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.25 |
1,903.77 |
1,840.62 |
|
R3 |
1,884.68 |
1,870.20 |
1,831.39 |
|
R2 |
1,851.11 |
1,851.11 |
1,828.31 |
|
R1 |
1,836.63 |
1,836.63 |
1,825.24 |
1,843.87 |
PP |
1,817.54 |
1,817.54 |
1,817.54 |
1,821.16 |
S1 |
1,803.06 |
1,803.06 |
1,819.08 |
1,810.30 |
S2 |
1,783.97 |
1,783.97 |
1,816.01 |
|
S3 |
1,750.40 |
1,769.49 |
1,812.93 |
|
S4 |
1,716.83 |
1,735.92 |
1,803.70 |
|
|
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 |
1,726.78 |
138.61 |
7.6% |
52.09 |
2.9% |
69% |
False |
False |
|
10 |
1,865.39 |
1,655.26 |
210.13 |
11.5% |
55.43 |
3.0% |
79% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
16.9% |
64.21 |
3.5% |
54% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
23.0% |
67.40 |
3.7% |
40% |
False |
False |
|
60 |
2,073.98 |
1,437.85 |
636.13 |
34.9% |
74.03 |
4.1% |
60% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
39.8% |
78.33 |
4.3% |
65% |
False |
False |
|
100 |
2,423.65 |
1,348.52 |
1,075.13 |
59.0% |
82.95 |
4.6% |
44% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
78.1% |
86.50 |
4.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.68 |
2.618 |
1,919.90 |
1.618 |
1,886.33 |
1.000 |
1,865.58 |
0.618 |
1,852.76 |
HIGH |
1,832.01 |
0.618 |
1,819.19 |
0.500 |
1,815.23 |
0.382 |
1,811.26 |
LOW |
1,798.44 |
0.618 |
1,777.69 |
1.000 |
1,764.87 |
1.618 |
1,744.12 |
2.618 |
1,710.55 |
4.250 |
1,655.77 |
|
|
Fisher Pivots for day following 03-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,819.85 |
1,830.42 |
PP |
1,817.54 |
1,827.67 |
S1 |
1,815.23 |
1,824.91 |
|