Trading Metrics calculated at close of trading on 06-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2001 |
06-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
1,800.63 |
1,728.57 |
-72.06 |
-4.0% |
1,831.42 |
High |
1,812.26 |
1,729.57 |
-82.69 |
-4.6% |
1,864.20 |
Low |
1,750.51 |
1,666.62 |
-83.89 |
-4.8% |
1,666.62 |
Close |
1,751.00 |
1,668.59 |
-82.41 |
-4.7% |
1,668.59 |
Range |
61.75 |
62.95 |
1.20 |
1.9% |
197.58 |
ATR |
67.62 |
68.81 |
1.20 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.11 |
1,835.80 |
1,703.21 |
|
R3 |
1,814.16 |
1,772.85 |
1,685.90 |
|
R2 |
1,751.21 |
1,751.21 |
1,680.13 |
|
R1 |
1,709.90 |
1,709.90 |
1,674.36 |
1,699.08 |
PP |
1,688.26 |
1,688.26 |
1,688.26 |
1,682.85 |
S1 |
1,646.95 |
1,646.95 |
1,662.82 |
1,636.13 |
S2 |
1,625.31 |
1,625.31 |
1,657.05 |
|
S3 |
1,562.36 |
1,584.00 |
1,651.28 |
|
S4 |
1,499.41 |
1,521.05 |
1,633.97 |
|
|
Weekly Pivots for week ending 06-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,325.88 |
2,194.81 |
1,777.26 |
|
R3 |
2,128.30 |
1,997.23 |
1,722.92 |
|
R2 |
1,930.72 |
1,930.72 |
1,704.81 |
|
R1 |
1,799.65 |
1,799.65 |
1,686.70 |
1,766.40 |
PP |
1,733.14 |
1,733.14 |
1,733.14 |
1,716.51 |
S1 |
1,602.07 |
1,602.07 |
1,650.48 |
1,568.82 |
S2 |
1,535.56 |
1,535.56 |
1,632.37 |
|
S3 |
1,337.98 |
1,404.49 |
1,614.26 |
|
S4 |
1,140.40 |
1,206.91 |
1,559.92 |
|
|
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 |
1,666.62 |
198.77 |
11.9% |
55.46 |
3.3% |
1% |
False |
True |
|
10 |
1,865.39 |
1,666.62 |
198.77 |
11.9% |
53.47 |
3.2% |
1% |
False |
True |
|
20 |
1,959.71 |
1,655.26 |
304.45 |
18.2% |
64.03 |
3.8% |
4% |
False |
False |
|
40 |
2,073.98 |
1,655.26 |
418.72 |
25.1% |
67.72 |
4.1% |
3% |
False |
False |
|
60 |
2,073.98 |
1,603.99 |
469.99 |
28.2% |
73.39 |
4.4% |
14% |
False |
False |
|
80 |
2,073.98 |
1,348.52 |
725.46 |
43.5% |
77.62 |
4.7% |
44% |
False |
False |
|
100 |
2,423.65 |
1,348.52 |
1,075.13 |
64.4% |
82.34 |
4.9% |
30% |
False |
False |
|
120 |
2,771.63 |
1,348.52 |
1,423.11 |
85.3% |
85.09 |
5.1% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,997.11 |
2.618 |
1,894.37 |
1.618 |
1,831.42 |
1.000 |
1,792.52 |
0.618 |
1,768.47 |
HIGH |
1,729.57 |
0.618 |
1,705.52 |
0.500 |
1,698.10 |
0.382 |
1,690.67 |
LOW |
1,666.62 |
0.618 |
1,627.72 |
1.000 |
1,603.67 |
1.618 |
1,564.77 |
2.618 |
1,501.82 |
4.250 |
1,399.08 |
|
|
Fisher Pivots for day following 06-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
1,698.10 |
1,749.32 |
PP |
1,688.26 |
1,722.41 |
S1 |
1,678.43 |
1,695.50 |
|