| Trading Metrics calculated at close of trading on 06-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2001 |
06-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
11,061.40 |
11,177.70 |
116.30 |
1.1% |
11,004.70 |
| High |
11,196.50 |
11,179.70 |
-16.80 |
-0.2% |
11,066.00 |
| Low |
11,043.40 |
11,059.60 |
16.20 |
0.1% |
10,835.50 |
| Close |
11,175.80 |
11,070.20 |
-105.60 |
-0.9% |
10,990.40 |
| Range |
153.10 |
120.10 |
-33.00 |
-21.6% |
230.50 |
| ATR |
155.25 |
152.74 |
-2.51 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,463.47 |
11,386.93 |
11,136.26 |
|
| R3 |
11,343.37 |
11,266.83 |
11,103.23 |
|
| R2 |
11,223.27 |
11,223.27 |
11,092.22 |
|
| R1 |
11,146.73 |
11,146.73 |
11,081.21 |
11,124.95 |
| PP |
11,103.17 |
11,103.17 |
11,103.17 |
11,092.28 |
| S1 |
11,026.63 |
11,026.63 |
11,059.19 |
11,004.85 |
| S2 |
10,983.07 |
10,983.07 |
11,048.18 |
|
| S3 |
10,862.97 |
10,906.53 |
11,037.17 |
|
| S4 |
10,742.87 |
10,786.43 |
11,004.15 |
|
|
| 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 |
3.3% |
141.04 |
1.3% |
65% |
False |
False |
|
| 10 |
11,262.30 |
10,835.50 |
426.80 |
3.9% |
139.78 |
1.3% |
55% |
False |
False |
|
| 20 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
142.45 |
1.3% |
51% |
False |
False |
|
| 40 |
11,350.00 |
9,849.50 |
1,500.50 |
13.6% |
163.23 |
1.5% |
81% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
192.81 |
1.7% |
88% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
193.29 |
1.7% |
88% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
181.53 |
1.6% |
88% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
183.40 |
1.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,690.13 |
|
2.618 |
11,494.12 |
|
1.618 |
11,374.02 |
|
1.000 |
11,299.80 |
|
0.618 |
11,253.92 |
|
HIGH |
11,179.70 |
|
0.618 |
11,133.82 |
|
0.500 |
11,119.65 |
|
0.382 |
11,105.48 |
|
LOW |
11,059.60 |
|
0.618 |
10,985.38 |
|
1.000 |
10,939.50 |
|
1.618 |
10,865.28 |
|
2.618 |
10,745.18 |
|
4.250 |
10,549.18 |
|
|
| Fisher Pivots for day following 06-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,119.65 |
11,069.37 |
| PP |
11,103.17 |
11,068.53 |
| S1 |
11,086.68 |
11,067.70 |
|