Trading Metrics calculated at close of trading on 18-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2001 |
18-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,680.80 |
10,622.50 |
-58.30 |
-0.5% |
10,974.80 |
High |
10,716.30 |
10,709.00 |
-7.30 |
-0.1% |
11,004.30 |
Low |
10,566.50 |
10,614.70 |
48.20 |
0.5% |
10,566.50 |
Close |
10,623.60 |
10,645.40 |
21.80 |
0.2% |
10,623.60 |
Range |
149.80 |
94.30 |
-55.50 |
-37.0% |
437.80 |
ATR |
152.83 |
148.65 |
-4.18 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,939.27 |
10,886.63 |
10,697.27 |
|
R3 |
10,844.97 |
10,792.33 |
10,671.33 |
|
R2 |
10,750.67 |
10,750.67 |
10,662.69 |
|
R1 |
10,698.03 |
10,698.03 |
10,654.04 |
10,724.35 |
PP |
10,656.37 |
10,656.37 |
10,656.37 |
10,669.53 |
S1 |
10,603.73 |
10,603.73 |
10,636.76 |
10,630.05 |
S2 |
10,562.07 |
10,562.07 |
10,628.11 |
|
S3 |
10,467.77 |
10,509.43 |
10,619.47 |
|
S4 |
10,373.47 |
10,415.13 |
10,593.54 |
|
|
Weekly Pivots for week ending 15-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,044.87 |
11,772.03 |
10,864.39 |
|
R3 |
11,607.07 |
11,334.23 |
10,744.00 |
|
R2 |
11,169.27 |
11,169.27 |
10,703.86 |
|
R1 |
10,896.43 |
10,896.43 |
10,663.73 |
10,813.95 |
PP |
10,731.47 |
10,731.47 |
10,731.47 |
10,690.23 |
S1 |
10,458.63 |
10,458.63 |
10,583.47 |
10,376.15 |
S2 |
10,293.67 |
10,293.67 |
10,543.34 |
|
S3 |
9,855.87 |
10,020.83 |
10,503.21 |
|
S4 |
9,418.07 |
9,583.03 |
10,382.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,004.30 |
10,566.50 |
437.80 |
4.1% |
156.88 |
1.5% |
18% |
False |
False |
|
10 |
11,196.50 |
10,566.50 |
630.00 |
5.9% |
141.11 |
1.3% |
13% |
False |
False |
|
20 |
11,350.00 |
10,566.50 |
783.50 |
7.4% |
137.95 |
1.3% |
10% |
False |
False |
|
40 |
11,350.00 |
10,444.10 |
905.90 |
8.5% |
147.07 |
1.4% |
22% |
False |
False |
|
60 |
11,350.00 |
9,338.15 |
2,011.85 |
18.9% |
177.26 |
1.7% |
65% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
191.05 |
1.8% |
69% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
181.63 |
1.7% |
69% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
179.20 |
1.7% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,109.78 |
2.618 |
10,955.88 |
1.618 |
10,861.58 |
1.000 |
10,803.30 |
0.618 |
10,767.28 |
HIGH |
10,709.00 |
0.618 |
10,672.98 |
0.500 |
10,661.85 |
0.382 |
10,650.72 |
LOW |
10,614.70 |
0.618 |
10,556.42 |
1.000 |
10,520.40 |
1.618 |
10,462.12 |
2.618 |
10,367.82 |
4.250 |
10,213.93 |
|
|
Fisher Pivots for day following 18-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,661.85 |
10,717.50 |
PP |
10,656.37 |
10,693.47 |
S1 |
10,650.88 |
10,669.43 |
|