Trading Metrics calculated at close of trading on 14-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2001 |
14-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,908.30 |
10,819.50 |
-88.80 |
-0.8% |
10,952.40 |
High |
10,920.10 |
10,878.80 |
-41.30 |
-0.4% |
10,995.30 |
Low |
10,774.10 |
10,800.10 |
26.00 |
0.2% |
10,774.10 |
Close |
10,821.30 |
10,877.30 |
56.00 |
0.5% |
10,821.30 |
Range |
146.00 |
78.70 |
-67.30 |
-46.1% |
221.20 |
ATR |
177.03 |
170.01 |
-7.02 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,088.17 |
11,061.43 |
10,920.59 |
|
R3 |
11,009.47 |
10,982.73 |
10,898.94 |
|
R2 |
10,930.77 |
10,930.77 |
10,891.73 |
|
R1 |
10,904.03 |
10,904.03 |
10,884.51 |
10,917.40 |
PP |
10,852.07 |
10,852.07 |
10,852.07 |
10,858.75 |
S1 |
10,825.33 |
10,825.33 |
10,870.09 |
10,838.70 |
S2 |
10,773.37 |
10,773.37 |
10,862.87 |
|
S3 |
10,694.67 |
10,746.63 |
10,855.66 |
|
S4 |
10,615.97 |
10,667.93 |
10,834.02 |
|
|
Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,527.17 |
11,395.43 |
10,942.96 |
|
R3 |
11,305.97 |
11,174.23 |
10,882.13 |
|
R2 |
11,084.77 |
11,084.77 |
10,861.85 |
|
R1 |
10,953.03 |
10,953.03 |
10,841.58 |
10,908.30 |
PP |
10,863.57 |
10,863.57 |
10,863.57 |
10,841.20 |
S1 |
10,731.83 |
10,731.83 |
10,801.02 |
10,687.10 |
S2 |
10,642.37 |
10,642.37 |
10,780.75 |
|
S3 |
10,421.17 |
10,510.63 |
10,760.47 |
|
S4 |
10,199.97 |
10,289.43 |
10,699.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,979.10 |
10,774.10 |
205.00 |
1.9% |
115.02 |
1.1% |
50% |
False |
False |
|
10 |
10,995.30 |
10,673.20 |
322.10 |
3.0% |
141.97 |
1.3% |
63% |
False |
False |
|
20 |
10,995.30 |
10,075.50 |
919.80 |
8.5% |
163.48 |
1.5% |
87% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
206.16 |
1.9% |
94% |
False |
False |
|
60 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
208.37 |
1.9% |
94% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
188.61 |
1.7% |
92% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
188.16 |
1.7% |
92% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
187.94 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,213.28 |
2.618 |
11,084.84 |
1.618 |
11,006.14 |
1.000 |
10,957.50 |
0.618 |
10,927.44 |
HIGH |
10,878.80 |
0.618 |
10,848.74 |
0.500 |
10,839.45 |
0.382 |
10,830.16 |
LOW |
10,800.10 |
0.618 |
10,751.46 |
1.000 |
10,721.40 |
1.618 |
10,672.76 |
2.618 |
10,594.06 |
4.250 |
10,465.63 |
|
|
Fisher Pivots for day following 14-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,864.68 |
10,877.07 |
PP |
10,852.07 |
10,876.83 |
S1 |
10,839.45 |
10,876.60 |
|