Trading Metrics calculated at close of trading on 16-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2001 |
16-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,877.50 |
10,864.70 |
-12.80 |
-0.1% |
10,952.40 |
High |
10,922.20 |
11,231.20 |
309.00 |
2.8% |
10,995.30 |
Low |
10,816.20 |
10,814.30 |
-1.90 |
0.0% |
10,774.10 |
Close |
10,873.00 |
11,215.90 |
342.90 |
3.2% |
10,821.30 |
Range |
106.00 |
416.90 |
310.90 |
293.3% |
221.20 |
ATR |
165.44 |
183.40 |
17.96 |
10.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,337.83 |
12,193.77 |
11,445.20 |
|
R3 |
11,920.93 |
11,776.87 |
11,330.55 |
|
R2 |
11,504.03 |
11,504.03 |
11,292.33 |
|
R1 |
11,359.97 |
11,359.97 |
11,254.12 |
11,432.00 |
PP |
11,087.13 |
11,087.13 |
11,087.13 |
11,123.15 |
S1 |
10,943.07 |
10,943.07 |
11,177.68 |
11,015.10 |
S2 |
10,670.23 |
10,670.23 |
11,139.47 |
|
S3 |
10,253.33 |
10,526.17 |
11,101.25 |
|
S4 |
9,836.43 |
10,109.27 |
10,986.61 |
|
|
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 |
11,231.20 |
10,774.10 |
457.10 |
4.1% |
171.58 |
1.5% |
97% |
True |
False |
|
10 |
11,231.20 |
10,673.20 |
558.00 |
5.0% |
163.33 |
1.5% |
97% |
True |
False |
|
20 |
11,231.20 |
10,444.10 |
787.10 |
7.0% |
159.42 |
1.4% |
98% |
True |
False |
|
40 |
11,231.20 |
9,106.54 |
2,124.66 |
18.9% |
206.73 |
1.8% |
99% |
True |
False |
|
60 |
11,231.20 |
9,106.54 |
2,124.66 |
18.9% |
211.46 |
1.9% |
99% |
True |
False |
|
80 |
11,231.20 |
9,106.54 |
2,124.66 |
18.9% |
191.66 |
1.7% |
99% |
True |
False |
|
100 |
11,231.20 |
9,106.54 |
2,124.66 |
18.9% |
188.75 |
1.7% |
99% |
True |
False |
|
120 |
11,231.20 |
9,106.54 |
2,124.66 |
18.9% |
189.56 |
1.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,003.03 |
2.618 |
12,322.64 |
1.618 |
11,905.74 |
1.000 |
11,648.10 |
0.618 |
11,488.84 |
HIGH |
11,231.20 |
0.618 |
11,071.94 |
0.500 |
11,022.75 |
0.382 |
10,973.56 |
LOW |
10,814.30 |
0.618 |
10,556.66 |
1.000 |
10,397.40 |
1.618 |
10,139.76 |
2.618 |
9,722.86 |
4.250 |
9,042.48 |
|
|
Fisher Pivots for day following 16-May-2001 |
Pivot |
1 day |
3 day |
R1 |
11,151.52 |
11,149.15 |
PP |
11,087.13 |
11,082.40 |
S1 |
11,022.75 |
11,015.65 |
|