Trading Metrics calculated at close of trading on 05-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2001 |
05-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,817.71 |
1,800.63 |
-17.08 |
-0.9% |
1,752.71 |
High |
1,832.01 |
1,812.26 |
-19.75 |
-1.1% |
1,865.39 |
Low |
1,798.44 |
1,750.51 |
-47.93 |
-2.7% |
1,705.93 |
Close |
1,822.16 |
1,751.00 |
-71.16 |
-3.9% |
1,832.75 |
Range |
33.57 |
61.75 |
28.18 |
83.9% |
159.46 |
ATR |
67.31 |
67.62 |
0.31 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.51 |
1,915.50 |
1,784.96 |
|
R3 |
1,894.76 |
1,853.75 |
1,767.98 |
|
R2 |
1,833.01 |
1,833.01 |
1,762.32 |
|
R1 |
1,792.00 |
1,792.00 |
1,756.66 |
1,781.63 |
PP |
1,771.26 |
1,771.26 |
1,771.26 |
1,766.07 |
S1 |
1,730.25 |
1,730.25 |
1,745.34 |
1,719.88 |
S2 |
1,709.51 |
1,709.51 |
1,739.68 |
|
S3 |
1,647.76 |
1,668.50 |
1,734.02 |
|
S4 |
1,586.01 |
1,606.75 |
1,717.04 |
|
|
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 |
1,750.51 |
114.88 |
6.6% |
55.88 |
3.2% |
0% |
False |
True |
|
10 |
1,865.39 |
1,697.56 |
167.83 |
9.6% |
54.84 |
3.1% |
32% |
False |
False |
|
20 |
1,963.83 |
1,655.26 |
308.57 |
17.6% |
64.53 |
3.7% |
31% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
23.9% |
67.64 |
3.9% |
23% |
False |
False |
|
60 |
2,073.98 |
1,515.58 |
558.40 |
31.9% |
74.09 |
4.2% |
42% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
78.07 |
4.5% |
55% |
False |
False |
|
100 |
2,423.65 |
1,348.52 |
1,075.13 |
61.4% |
82.62 |
4.7% |
37% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.3% |
85.57 |
4.9% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.70 |
2.618 |
1,973.92 |
1.618 |
1,912.17 |
1.000 |
1,874.01 |
0.618 |
1,850.42 |
HIGH |
1,812.26 |
0.618 |
1,788.67 |
0.500 |
1,781.39 |
0.382 |
1,774.10 |
LOW |
1,750.51 |
0.618 |
1,712.35 |
1.000 |
1,688.76 |
1.618 |
1,650.60 |
2.618 |
1,588.85 |
4.250 |
1,488.07 |
|
|
Fisher Pivots for day following 05-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,781.39 |
1,807.36 |
PP |
1,771.26 |
1,788.57 |
S1 |
1,761.13 |
1,769.79 |
|