Trading Metrics calculated at close of trading on 21-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2001 |
21-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,593.80 |
10,646.40 |
52.60 |
0.5% |
10,974.80 |
High |
10,702.10 |
10,759.60 |
57.50 |
0.5% |
11,004.30 |
Low |
10,563.90 |
10,597.10 |
33.20 |
0.3% |
10,566.50 |
Close |
10,647.30 |
10,715.40 |
68.10 |
0.6% |
10,623.60 |
Range |
138.20 |
162.50 |
24.30 |
17.6% |
437.80 |
ATR |
149.79 |
150.70 |
0.91 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,178.20 |
11,109.30 |
10,804.78 |
|
R3 |
11,015.70 |
10,946.80 |
10,760.09 |
|
R2 |
10,853.20 |
10,853.20 |
10,745.19 |
|
R1 |
10,784.30 |
10,784.30 |
10,730.30 |
10,818.75 |
PP |
10,690.70 |
10,690.70 |
10,690.70 |
10,707.93 |
S1 |
10,621.80 |
10,621.80 |
10,700.50 |
10,656.25 |
S2 |
10,528.20 |
10,528.20 |
10,685.61 |
|
S3 |
10,365.70 |
10,459.30 |
10,670.71 |
|
S4 |
10,203.20 |
10,296.80 |
10,626.03 |
|
|
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 |
10,759.60 |
10,563.70 |
195.90 |
1.8% |
144.38 |
1.3% |
77% |
True |
False |
|
10 |
11,096.50 |
10,563.70 |
532.80 |
5.0% |
152.47 |
1.4% |
28% |
False |
False |
|
20 |
11,196.50 |
10,563.70 |
632.80 |
5.9% |
142.62 |
1.3% |
24% |
False |
False |
|
40 |
11,350.00 |
10,563.70 |
786.30 |
7.3% |
147.22 |
1.4% |
19% |
False |
False |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.4% |
173.26 |
1.6% |
68% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.9% |
189.59 |
1.8% |
72% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.9% |
182.65 |
1.7% |
72% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.9% |
179.73 |
1.7% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,450.23 |
2.618 |
11,185.03 |
1.618 |
11,022.53 |
1.000 |
10,922.10 |
0.618 |
10,860.03 |
HIGH |
10,759.60 |
0.618 |
10,697.53 |
0.500 |
10,678.35 |
0.382 |
10,659.18 |
LOW |
10,597.10 |
0.618 |
10,496.68 |
1.000 |
10,434.60 |
1.618 |
10,334.18 |
2.618 |
10,171.68 |
4.250 |
9,906.48 |
|
|
Fisher Pivots for day following 21-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,703.05 |
10,697.48 |
PP |
10,690.70 |
10,679.57 |
S1 |
10,678.35 |
10,661.65 |
|