Trading Metrics calculated at close of trading on 21-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2001 |
21-May-2001 |
Change |
Change % |
Previous Week |
Open |
11,245.80 |
11,299.10 |
53.30 |
0.5% |
10,819.50 |
High |
11,303.80 |
11,345.70 |
41.90 |
0.4% |
11,328.60 |
Low |
11,193.60 |
11,232.80 |
39.20 |
0.4% |
10,800.10 |
Close |
11,301.70 |
11,337.90 |
36.20 |
0.3% |
11,301.70 |
Range |
110.20 |
112.90 |
2.70 |
2.5% |
528.50 |
ATR |
175.74 |
171.25 |
-4.49 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,644.17 |
11,603.93 |
11,400.00 |
|
R3 |
11,531.27 |
11,491.03 |
11,368.95 |
|
R2 |
11,418.37 |
11,418.37 |
11,358.60 |
|
R1 |
11,378.13 |
11,378.13 |
11,348.25 |
11,398.25 |
PP |
11,305.47 |
11,305.47 |
11,305.47 |
11,315.53 |
S1 |
11,265.23 |
11,265.23 |
11,327.55 |
11,285.35 |
S2 |
11,192.57 |
11,192.57 |
11,317.20 |
|
S3 |
11,079.67 |
11,152.33 |
11,306.85 |
|
S4 |
10,966.77 |
11,039.43 |
11,275.81 |
|
|
Weekly Pivots for week ending 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,728.97 |
12,543.83 |
11,592.38 |
|
R3 |
12,200.47 |
12,015.33 |
11,447.04 |
|
R2 |
11,671.97 |
11,671.97 |
11,398.59 |
|
R1 |
11,486.83 |
11,486.83 |
11,350.15 |
11,579.40 |
PP |
11,143.47 |
11,143.47 |
11,143.47 |
11,189.75 |
S1 |
10,958.33 |
10,958.33 |
11,253.25 |
11,050.90 |
S2 |
10,614.97 |
10,614.97 |
11,204.81 |
|
S3 |
10,086.47 |
10,429.83 |
11,156.36 |
|
S4 |
9,557.97 |
9,901.33 |
11,011.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,345.70 |
10,814.30 |
531.40 |
4.7% |
178.54 |
1.6% |
99% |
True |
False |
|
10 |
11,345.70 |
10,774.10 |
571.60 |
5.0% |
146.78 |
1.3% |
99% |
True |
False |
|
20 |
11,345.70 |
10,444.10 |
901.60 |
8.0% |
157.45 |
1.4% |
99% |
True |
False |
|
40 |
11,345.70 |
9,375.72 |
1,969.98 |
17.4% |
194.96 |
1.7% |
100% |
True |
False |
|
60 |
11,345.70 |
9,106.54 |
2,239.16 |
19.7% |
206.71 |
1.8% |
100% |
True |
False |
|
80 |
11,345.70 |
9,106.54 |
2,239.16 |
19.7% |
192.15 |
1.7% |
100% |
True |
False |
|
100 |
11,345.70 |
9,106.54 |
2,239.16 |
19.7% |
187.54 |
1.7% |
100% |
True |
False |
|
120 |
11,345.70 |
9,106.54 |
2,239.16 |
19.7% |
189.47 |
1.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,825.53 |
2.618 |
11,641.27 |
1.618 |
11,528.37 |
1.000 |
11,458.60 |
0.618 |
11,415.47 |
HIGH |
11,345.70 |
0.618 |
11,302.57 |
0.500 |
11,289.25 |
0.382 |
11,275.93 |
LOW |
11,232.80 |
0.618 |
11,163.03 |
1.000 |
11,119.90 |
1.618 |
11,050.13 |
2.618 |
10,937.23 |
4.250 |
10,752.98 |
|
|
Fisher Pivots for day following 21-May-2001 |
Pivot |
1 day |
3 day |
R1 |
11,321.68 |
11,313.20 |
PP |
11,305.47 |
11,288.50 |
S1 |
11,289.25 |
11,263.80 |
|