| Trading Metrics calculated at close of trading on 04-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2001 |
04-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
10,913.60 |
10,991.80 |
78.20 |
0.7% |
11,004.70 |
| High |
11,021.60 |
11,071.70 |
50.10 |
0.5% |
11,066.00 |
| Low |
10,835.50 |
10,938.90 |
103.40 |
1.0% |
10,835.50 |
| Close |
10,990.40 |
11,061.50 |
71.10 |
0.6% |
10,990.40 |
| Range |
186.10 |
132.80 |
-53.30 |
-28.6% |
230.50 |
| ATR |
157.15 |
155.41 |
-1.74 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,422.43 |
11,374.77 |
11,134.54 |
|
| R3 |
11,289.63 |
11,241.97 |
11,098.02 |
|
| R2 |
11,156.83 |
11,156.83 |
11,085.85 |
|
| R1 |
11,109.17 |
11,109.17 |
11,073.67 |
11,133.00 |
| PP |
11,024.03 |
11,024.03 |
11,024.03 |
11,035.95 |
| S1 |
10,976.37 |
10,976.37 |
11,049.33 |
11,000.20 |
| S2 |
10,891.23 |
10,891.23 |
11,037.15 |
|
| S3 |
10,758.43 |
10,843.57 |
11,024.98 |
|
| S4 |
10,625.63 |
10,710.77 |
10,988.46 |
|
|
| 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 |
11,071.70 |
10,835.50 |
236.20 |
2.1% |
140.98 |
1.3% |
96% |
True |
False |
|
| 10 |
11,350.00 |
10,835.50 |
514.50 |
4.7% |
134.79 |
1.2% |
44% |
False |
False |
|
| 20 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
140.23 |
1.3% |
50% |
False |
False |
|
| 40 |
11,350.00 |
9,698.07 |
1,651.93 |
14.9% |
165.80 |
1.5% |
83% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
200.63 |
1.8% |
87% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
192.72 |
1.7% |
87% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
181.04 |
1.6% |
87% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
183.41 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,636.10 |
|
2.618 |
11,419.37 |
|
1.618 |
11,286.57 |
|
1.000 |
11,204.50 |
|
0.618 |
11,153.77 |
|
HIGH |
11,071.70 |
|
0.618 |
11,020.97 |
|
0.500 |
11,005.30 |
|
0.382 |
10,989.63 |
|
LOW |
10,938.90 |
|
0.618 |
10,856.83 |
|
1.000 |
10,806.10 |
|
1.618 |
10,724.03 |
|
2.618 |
10,591.23 |
|
4.250 |
10,374.50 |
|
|
| Fisher Pivots for day following 04-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,042.77 |
11,025.53 |
| PP |
11,024.03 |
10,989.57 |
| S1 |
11,005.30 |
10,953.60 |
|