| Trading Metrics calculated at close of trading on 05-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2001 |
05-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
10,991.80 |
11,061.40 |
69.60 |
0.6% |
11,004.70 |
| High |
11,071.70 |
11,196.50 |
124.80 |
1.1% |
11,066.00 |
| Low |
10,938.90 |
11,043.40 |
104.50 |
1.0% |
10,835.50 |
| Close |
11,061.50 |
11,175.80 |
114.30 |
1.0% |
10,990.40 |
| Range |
132.80 |
153.10 |
20.30 |
15.3% |
230.50 |
| ATR |
155.41 |
155.25 |
-0.17 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,597.87 |
11,539.93 |
11,260.01 |
|
| R3 |
11,444.77 |
11,386.83 |
11,217.90 |
|
| R2 |
11,291.67 |
11,291.67 |
11,203.87 |
|
| R1 |
11,233.73 |
11,233.73 |
11,189.83 |
11,262.70 |
| PP |
11,138.57 |
11,138.57 |
11,138.57 |
11,153.05 |
| S1 |
11,080.63 |
11,080.63 |
11,161.77 |
11,109.60 |
| S2 |
10,985.47 |
10,985.47 |
11,147.73 |
|
| S3 |
10,832.37 |
10,927.53 |
11,133.70 |
|
| S4 |
10,679.27 |
10,774.43 |
11,091.60 |
|
|
| 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 |
11,196.50 |
10,835.50 |
361.00 |
3.2% |
152.48 |
1.4% |
94% |
True |
False |
|
| 10 |
11,350.00 |
10,835.50 |
514.50 |
4.6% |
138.81 |
1.2% |
66% |
False |
False |
|
| 20 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
142.80 |
1.3% |
70% |
False |
False |
|
| 40 |
11,350.00 |
9,775.79 |
1,574.21 |
14.1% |
164.23 |
1.5% |
89% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.1% |
198.67 |
1.8% |
92% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.1% |
193.47 |
1.7% |
92% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.1% |
181.18 |
1.6% |
92% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.1% |
183.67 |
1.6% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,847.18 |
|
2.618 |
11,597.32 |
|
1.618 |
11,444.22 |
|
1.000 |
11,349.60 |
|
0.618 |
11,291.12 |
|
HIGH |
11,196.50 |
|
0.618 |
11,138.02 |
|
0.500 |
11,119.95 |
|
0.382 |
11,101.88 |
|
LOW |
11,043.40 |
|
0.618 |
10,948.78 |
|
1.000 |
10,890.30 |
|
1.618 |
10,795.68 |
|
2.618 |
10,642.58 |
|
4.250 |
10,392.73 |
|
|
| Fisher Pivots for day following 05-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,157.18 |
11,122.53 |
| PP |
11,138.57 |
11,069.27 |
| S1 |
11,119.95 |
11,016.00 |
|