Trading Metrics calculated at close of trading on 19-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2001 |
19-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,622.50 |
10,654.30 |
31.80 |
0.3% |
10,974.80 |
High |
10,709.00 |
10,740.80 |
31.80 |
0.3% |
11,004.30 |
Low |
10,614.70 |
10,563.70 |
-51.00 |
-0.5% |
10,566.50 |
Close |
10,645.40 |
10,596.70 |
-48.70 |
-0.5% |
10,623.60 |
Range |
94.30 |
177.10 |
82.80 |
87.8% |
437.80 |
ATR |
148.65 |
150.68 |
2.03 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,165.03 |
11,057.97 |
10,694.11 |
|
R3 |
10,987.93 |
10,880.87 |
10,645.40 |
|
R2 |
10,810.83 |
10,810.83 |
10,629.17 |
|
R1 |
10,703.77 |
10,703.77 |
10,612.93 |
10,668.75 |
PP |
10,633.73 |
10,633.73 |
10,633.73 |
10,616.23 |
S1 |
10,526.67 |
10,526.67 |
10,580.47 |
10,491.65 |
S2 |
10,456.63 |
10,456.63 |
10,564.23 |
|
S3 |
10,279.53 |
10,349.57 |
10,548.00 |
|
S4 |
10,102.43 |
10,172.47 |
10,499.30 |
|
|
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 |
10,563.70 |
440.60 |
4.2% |
153.60 |
1.4% |
7% |
False |
True |
|
10 |
11,179.70 |
10,563.70 |
616.00 |
5.8% |
143.51 |
1.4% |
5% |
False |
True |
|
20 |
11,350.00 |
10,563.70 |
786.30 |
7.4% |
141.16 |
1.3% |
4% |
False |
True |
|
40 |
11,350.00 |
10,444.10 |
905.90 |
8.5% |
149.30 |
1.4% |
17% |
False |
False |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.6% |
177.03 |
1.7% |
62% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
190.32 |
1.8% |
66% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
181.95 |
1.7% |
66% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
179.81 |
1.7% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,493.48 |
2.618 |
11,204.45 |
1.618 |
11,027.35 |
1.000 |
10,917.90 |
0.618 |
10,850.25 |
HIGH |
10,740.80 |
0.618 |
10,673.15 |
0.500 |
10,652.25 |
0.382 |
10,631.35 |
LOW |
10,563.70 |
0.618 |
10,454.25 |
1.000 |
10,386.60 |
1.618 |
10,277.15 |
2.618 |
10,100.05 |
4.250 |
9,811.03 |
|
|
Fisher Pivots for day following 19-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,652.25 |
10,652.25 |
PP |
10,633.73 |
10,633.73 |
S1 |
10,615.22 |
10,615.22 |
|