| Trading Metrics calculated at close of trading on 08-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2001 |
08-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
11,069.60 |
11,095.60 |
26.00 |
0.2% |
10,991.80 |
| High |
11,100.00 |
11,096.50 |
-3.50 |
0.0% |
11,196.50 |
| Low |
11,009.00 |
10,938.10 |
-70.90 |
-0.6% |
10,938.10 |
| Close |
11,090.70 |
10,977.00 |
-113.70 |
-1.0% |
10,977.00 |
| Range |
91.00 |
158.40 |
67.40 |
74.1% |
258.40 |
| ATR |
148.33 |
149.05 |
0.72 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,479.07 |
11,386.43 |
11,064.12 |
|
| R3 |
11,320.67 |
11,228.03 |
11,020.56 |
|
| R2 |
11,162.27 |
11,162.27 |
11,006.04 |
|
| R1 |
11,069.63 |
11,069.63 |
10,991.52 |
11,036.75 |
| PP |
11,003.87 |
11,003.87 |
11,003.87 |
10,987.43 |
| S1 |
10,911.23 |
10,911.23 |
10,962.48 |
10,878.35 |
| S2 |
10,845.47 |
10,845.47 |
10,947.96 |
|
| S3 |
10,687.07 |
10,752.83 |
10,933.44 |
|
| S4 |
10,528.67 |
10,594.43 |
10,889.88 |
|
|
| Weekly Pivots for week ending 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,812.40 |
11,653.10 |
11,119.12 |
|
| R3 |
11,554.00 |
11,394.70 |
11,048.06 |
|
| R2 |
11,295.60 |
11,295.60 |
11,024.37 |
|
| R1 |
11,136.30 |
11,136.30 |
11,000.69 |
11,086.75 |
| PP |
11,037.20 |
11,037.20 |
11,037.20 |
11,012.43 |
| S1 |
10,877.90 |
10,877.90 |
10,953.31 |
10,828.35 |
| S2 |
10,778.80 |
10,778.80 |
10,929.63 |
|
| S3 |
10,520.40 |
10,619.50 |
10,905.94 |
|
| S4 |
10,262.00 |
10,361.10 |
10,834.88 |
|
|
| 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 |
10,938.10 |
258.40 |
2.4% |
131.08 |
1.2% |
15% |
False |
True |
|
| 10 |
11,196.50 |
10,835.50 |
361.00 |
3.3% |
135.77 |
1.2% |
39% |
False |
False |
|
| 20 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
143.75 |
1.3% |
35% |
False |
False |
|
| 40 |
11,350.00 |
9,934.35 |
1,415.65 |
12.9% |
156.28 |
1.4% |
74% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
187.48 |
1.7% |
83% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
192.65 |
1.8% |
83% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
180.69 |
1.6% |
83% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
182.76 |
1.7% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,769.70 |
|
2.618 |
11,511.19 |
|
1.618 |
11,352.79 |
|
1.000 |
11,254.90 |
|
0.618 |
11,194.39 |
|
HIGH |
11,096.50 |
|
0.618 |
11,035.99 |
|
0.500 |
11,017.30 |
|
0.382 |
10,998.61 |
|
LOW |
10,938.10 |
|
0.618 |
10,840.21 |
|
1.000 |
10,779.70 |
|
1.618 |
10,681.81 |
|
2.618 |
10,523.41 |
|
4.250 |
10,264.90 |
|
|
| Fisher Pivots for day following 08-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,017.30 |
11,058.90 |
| PP |
11,003.87 |
11,031.60 |
| S1 |
10,990.43 |
11,004.30 |
|