Trading Metrics calculated at close of trading on 14-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2001 |
14-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,942.00 |
10,868.30 |
-73.70 |
-0.7% |
10,991.80 |
High |
11,004.30 |
10,868.50 |
-135.80 |
-1.2% |
11,196.50 |
Low |
10,866.50 |
10,659.50 |
-207.00 |
-1.9% |
10,938.10 |
Close |
10,871.60 |
10,690.10 |
-181.50 |
-1.7% |
10,977.00 |
Range |
137.80 |
209.00 |
71.20 |
51.7% |
258.40 |
ATR |
148.52 |
153.06 |
4.54 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,366.37 |
11,237.23 |
10,805.05 |
|
R3 |
11,157.37 |
11,028.23 |
10,747.58 |
|
R2 |
10,948.37 |
10,948.37 |
10,728.42 |
|
R1 |
10,819.23 |
10,819.23 |
10,709.26 |
10,779.30 |
PP |
10,739.37 |
10,739.37 |
10,739.37 |
10,719.40 |
S1 |
10,610.23 |
10,610.23 |
10,670.94 |
10,570.30 |
S2 |
10,530.37 |
10,530.37 |
10,651.78 |
|
S3 |
10,321.37 |
10,401.23 |
10,632.63 |
|
S4 |
10,112.37 |
10,192.23 |
10,575.15 |
|
|
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 |
11,096.50 |
10,659.50 |
437.00 |
4.1% |
160.56 |
1.5% |
7% |
False |
True |
|
10 |
11,196.50 |
10,659.50 |
537.00 |
5.0% |
148.59 |
1.4% |
6% |
False |
True |
|
20 |
11,350.00 |
10,659.50 |
690.50 |
6.5% |
138.59 |
1.3% |
4% |
False |
True |
|
40 |
11,350.00 |
10,444.10 |
905.90 |
8.5% |
149.00 |
1.4% |
27% |
False |
False |
|
60 |
11,350.00 |
9,106.54 |
2,243.46 |
21.0% |
184.01 |
1.7% |
71% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.0% |
193.24 |
1.8% |
71% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.0% |
181.05 |
1.7% |
71% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.0% |
180.39 |
1.7% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,756.75 |
2.618 |
11,415.66 |
1.618 |
11,206.66 |
1.000 |
11,077.50 |
0.618 |
10,997.66 |
HIGH |
10,868.50 |
0.618 |
10,788.66 |
0.500 |
10,764.00 |
0.382 |
10,739.34 |
LOW |
10,659.50 |
0.618 |
10,530.34 |
1.000 |
10,450.50 |
1.618 |
10,321.34 |
2.618 |
10,112.34 |
4.250 |
9,771.25 |
|
|
Fisher Pivots for day following 14-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,764.00 |
10,831.90 |
PP |
10,739.37 |
10,784.63 |
S1 |
10,714.73 |
10,737.37 |
|