Trading Metrics calculated at close of trading on 13-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2001 |
13-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,914.70 |
10,942.00 |
27.30 |
0.3% |
10,991.80 |
High |
10,982.10 |
11,004.30 |
22.20 |
0.2% |
11,196.50 |
Low |
10,788.60 |
10,866.50 |
77.90 |
0.7% |
10,938.10 |
Close |
10,948.40 |
10,871.60 |
-76.80 |
-0.7% |
10,977.00 |
Range |
193.50 |
137.80 |
-55.70 |
-28.8% |
258.40 |
ATR |
149.35 |
148.52 |
-0.82 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,327.53 |
11,237.37 |
10,947.39 |
|
R3 |
11,189.73 |
11,099.57 |
10,909.50 |
|
R2 |
11,051.93 |
11,051.93 |
10,896.86 |
|
R1 |
10,961.77 |
10,961.77 |
10,884.23 |
10,937.95 |
PP |
10,914.13 |
10,914.13 |
10,914.13 |
10,902.23 |
S1 |
10,823.97 |
10,823.97 |
10,858.97 |
10,800.15 |
S2 |
10,776.33 |
10,776.33 |
10,846.34 |
|
S3 |
10,638.53 |
10,686.17 |
10,833.71 |
|
S4 |
10,500.73 |
10,548.37 |
10,795.81 |
|
|
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 |
11,100.00 |
10,788.60 |
311.40 |
2.9% |
136.96 |
1.3% |
27% |
False |
False |
|
10 |
11,196.50 |
10,788.60 |
407.90 |
3.8% |
139.00 |
1.3% |
20% |
False |
False |
|
20 |
11,350.00 |
10,788.60 |
561.40 |
5.2% |
148.99 |
1.4% |
15% |
False |
False |
|
40 |
11,350.00 |
10,226.90 |
1,123.10 |
10.3% |
155.28 |
1.4% |
57% |
False |
False |
|
60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
185.56 |
1.7% |
79% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
192.83 |
1.8% |
79% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
180.20 |
1.7% |
79% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
180.83 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,589.95 |
2.618 |
11,365.06 |
1.618 |
11,227.26 |
1.000 |
11,142.10 |
0.618 |
11,089.46 |
HIGH |
11,004.30 |
0.618 |
10,951.66 |
0.500 |
10,935.40 |
0.382 |
10,919.14 |
LOW |
10,866.50 |
0.618 |
10,781.34 |
1.000 |
10,728.70 |
1.618 |
10,643.54 |
2.618 |
10,505.74 |
4.250 |
10,280.85 |
|
|
Fisher Pivots for day following 13-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,935.40 |
10,896.45 |
PP |
10,914.13 |
10,888.17 |
S1 |
10,892.87 |
10,879.88 |
|