| Trading Metrics calculated at close of trading on 01-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2001 |
01-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
10,873.20 |
10,913.60 |
40.40 |
0.4% |
11,004.70 |
| High |
10,979.00 |
11,021.60 |
42.60 |
0.4% |
11,066.00 |
| Low |
10,865.90 |
10,835.50 |
-30.40 |
-0.3% |
10,835.50 |
| Close |
10,911.90 |
10,990.40 |
78.50 |
0.7% |
10,990.40 |
| Range |
113.10 |
186.10 |
73.00 |
64.5% |
230.50 |
| ATR |
154.93 |
157.15 |
2.23 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,507.47 |
11,435.03 |
11,092.76 |
|
| R3 |
11,321.37 |
11,248.93 |
11,041.58 |
|
| R2 |
11,135.27 |
11,135.27 |
11,024.52 |
|
| R1 |
11,062.83 |
11,062.83 |
11,007.46 |
11,099.05 |
| PP |
10,949.17 |
10,949.17 |
10,949.17 |
10,967.28 |
| S1 |
10,876.73 |
10,876.73 |
10,973.34 |
10,912.95 |
| S2 |
10,763.07 |
10,763.07 |
10,956.28 |
|
| S3 |
10,576.97 |
10,690.63 |
10,939.22 |
|
| S4 |
10,390.87 |
10,504.53 |
10,888.05 |
|
|
| Weekly Pivots for week ending 01-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,655.47 |
11,553.43 |
11,117.18 |
|
| R3 |
11,424.97 |
11,322.93 |
11,053.79 |
|
| R2 |
11,194.47 |
11,194.47 |
11,032.66 |
|
| R1 |
11,092.43 |
11,092.43 |
11,011.53 |
11,028.20 |
| PP |
10,963.97 |
10,963.97 |
10,963.97 |
10,931.85 |
| S1 |
10,861.93 |
10,861.93 |
10,969.27 |
10,797.70 |
| S2 |
10,733.47 |
10,733.47 |
10,948.14 |
|
| S3 |
10,502.97 |
10,631.43 |
10,927.01 |
|
| S4 |
10,272.47 |
10,400.93 |
10,863.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,124.00 |
10,835.50 |
288.50 |
2.6% |
140.46 |
1.3% |
54% |
False |
True |
|
| 10 |
11,350.00 |
10,835.50 |
514.50 |
4.7% |
132.53 |
1.2% |
30% |
False |
True |
|
| 20 |
11,350.00 |
10,673.20 |
676.80 |
6.2% |
147.83 |
1.3% |
47% |
False |
False |
|
| 40 |
11,350.00 |
9,527.21 |
1,822.79 |
16.6% |
172.54 |
1.6% |
80% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
200.89 |
1.8% |
84% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
192.22 |
1.7% |
84% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
181.21 |
1.6% |
84% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
183.74 |
1.7% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,812.53 |
|
2.618 |
11,508.81 |
|
1.618 |
11,322.71 |
|
1.000 |
11,207.70 |
|
0.618 |
11,136.61 |
|
HIGH |
11,021.60 |
|
0.618 |
10,950.51 |
|
0.500 |
10,928.55 |
|
0.382 |
10,906.59 |
|
LOW |
10,835.50 |
|
0.618 |
10,720.49 |
|
1.000 |
10,649.40 |
|
1.618 |
10,534.39 |
|
2.618 |
10,348.29 |
|
4.250 |
10,044.58 |
|
|
| Fisher Pivots for day following 01-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,969.78 |
10,973.20 |
| PP |
10,949.17 |
10,956.00 |
| S1 |
10,928.55 |
10,938.80 |
|