Trading Metrics calculated at close of trading on 15-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2001 |
15-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,819.50 |
10,877.50 |
58.00 |
0.5% |
10,952.40 |
High |
10,878.80 |
10,922.20 |
43.40 |
0.4% |
10,995.30 |
Low |
10,800.10 |
10,816.20 |
16.10 |
0.1% |
10,774.10 |
Close |
10,877.30 |
10,873.00 |
-4.30 |
0.0% |
10,821.30 |
Range |
78.70 |
106.00 |
27.30 |
34.7% |
221.20 |
ATR |
170.01 |
165.44 |
-4.57 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,188.47 |
11,136.73 |
10,931.30 |
|
R3 |
11,082.47 |
11,030.73 |
10,902.15 |
|
R2 |
10,976.47 |
10,976.47 |
10,892.43 |
|
R1 |
10,924.73 |
10,924.73 |
10,882.72 |
10,897.60 |
PP |
10,870.47 |
10,870.47 |
10,870.47 |
10,856.90 |
S1 |
10,818.73 |
10,818.73 |
10,863.28 |
10,791.60 |
S2 |
10,764.47 |
10,764.47 |
10,853.57 |
|
S3 |
10,658.47 |
10,712.73 |
10,843.85 |
|
S4 |
10,552.47 |
10,606.73 |
10,814.70 |
|
|
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% |
110.82 |
1.0% |
48% |
False |
False |
|
10 |
10,995.30 |
10,673.20 |
322.10 |
3.0% |
135.30 |
1.2% |
62% |
False |
False |
|
20 |
10,995.30 |
10,226.90 |
768.40 |
7.1% |
161.58 |
1.5% |
84% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
203.85 |
1.9% |
94% |
False |
False |
|
60 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
207.44 |
1.9% |
94% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
188.01 |
1.7% |
92% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
187.20 |
1.7% |
92% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
187.37 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,372.70 |
2.618 |
11,199.71 |
1.618 |
11,093.71 |
1.000 |
11,028.20 |
0.618 |
10,987.71 |
HIGH |
10,922.20 |
0.618 |
10,881.71 |
0.500 |
10,869.20 |
0.382 |
10,856.69 |
LOW |
10,816.20 |
0.618 |
10,750.69 |
1.000 |
10,710.20 |
1.618 |
10,644.69 |
2.618 |
10,538.69 |
4.250 |
10,365.70 |
|
|
Fisher Pivots for day following 15-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,871.73 |
10,864.72 |
PP |
10,870.47 |
10,856.43 |
S1 |
10,869.20 |
10,848.15 |
|