Trading Metrics calculated at close of trading on 11-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2001 |
11-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
11,095.60 |
10,974.80 |
-120.80 |
-1.1% |
10,991.80 |
High |
11,096.50 |
10,975.40 |
-121.10 |
-1.1% |
11,196.50 |
Low |
10,938.10 |
10,871.30 |
-66.80 |
-0.6% |
10,938.10 |
Close |
10,977.00 |
10,922.10 |
-54.90 |
-0.5% |
10,977.00 |
Range |
158.40 |
104.10 |
-54.30 |
-34.3% |
258.40 |
ATR |
149.05 |
145.95 |
-3.10 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,235.23 |
11,182.77 |
10,979.36 |
|
R3 |
11,131.13 |
11,078.67 |
10,950.73 |
|
R2 |
11,027.03 |
11,027.03 |
10,941.19 |
|
R1 |
10,974.57 |
10,974.57 |
10,931.64 |
10,948.75 |
PP |
10,922.93 |
10,922.93 |
10,922.93 |
10,910.03 |
S1 |
10,870.47 |
10,870.47 |
10,912.56 |
10,844.65 |
S2 |
10,818.83 |
10,818.83 |
10,903.02 |
|
S3 |
10,714.73 |
10,766.37 |
10,893.47 |
|
S4 |
10,610.63 |
10,662.27 |
10,864.85 |
|
|
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 |
10,871.30 |
325.20 |
3.0% |
125.34 |
1.1% |
16% |
False |
True |
|
10 |
11,196.50 |
10,835.50 |
361.00 |
3.3% |
133.16 |
1.2% |
24% |
False |
False |
|
20 |
11,350.00 |
10,800.10 |
549.90 |
5.0% |
141.66 |
1.3% |
22% |
False |
False |
|
40 |
11,350.00 |
10,046.50 |
1,303.50 |
11.9% |
154.05 |
1.4% |
67% |
False |
False |
|
60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
187.27 |
1.7% |
81% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
192.23 |
1.8% |
81% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
180.13 |
1.6% |
81% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
181.81 |
1.7% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,417.83 |
2.618 |
11,247.93 |
1.618 |
11,143.83 |
1.000 |
11,079.50 |
0.618 |
11,039.73 |
HIGH |
10,975.40 |
0.618 |
10,935.63 |
0.500 |
10,923.35 |
0.382 |
10,911.07 |
LOW |
10,871.30 |
0.618 |
10,806.97 |
1.000 |
10,767.20 |
1.618 |
10,702.87 |
2.618 |
10,598.77 |
4.250 |
10,428.88 |
|
|
Fisher Pivots for day following 11-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,923.35 |
10,985.65 |
PP |
10,922.93 |
10,964.47 |
S1 |
10,922.52 |
10,943.28 |
|