Trading Metrics calculated at close of trading on 22-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2001 |
22-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,646.40 |
10,716.50 |
70.10 |
0.7% |
10,622.50 |
High |
10,759.60 |
10,724.70 |
-34.90 |
-0.3% |
10,759.60 |
Low |
10,597.10 |
10,574.00 |
-23.10 |
-0.2% |
10,563.70 |
Close |
10,715.40 |
10,604.60 |
-110.80 |
-1.0% |
10,604.60 |
Range |
162.50 |
150.70 |
-11.80 |
-7.3% |
195.90 |
ATR |
150.70 |
150.70 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,086.53 |
10,996.27 |
10,687.49 |
|
R3 |
10,935.83 |
10,845.57 |
10,646.04 |
|
R2 |
10,785.13 |
10,785.13 |
10,632.23 |
|
R1 |
10,694.87 |
10,694.87 |
10,618.41 |
10,664.65 |
PP |
10,634.43 |
10,634.43 |
10,634.43 |
10,619.33 |
S1 |
10,544.17 |
10,544.17 |
10,590.79 |
10,513.95 |
S2 |
10,483.73 |
10,483.73 |
10,576.97 |
|
S3 |
10,333.03 |
10,393.47 |
10,563.16 |
|
S4 |
10,182.33 |
10,242.77 |
10,521.72 |
|
|
Weekly Pivots for week ending 22-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,230.33 |
11,113.37 |
10,712.35 |
|
R3 |
11,034.43 |
10,917.47 |
10,658.47 |
|
R2 |
10,838.53 |
10,838.53 |
10,640.52 |
|
R1 |
10,721.57 |
10,721.57 |
10,622.56 |
10,682.10 |
PP |
10,642.63 |
10,642.63 |
10,642.63 |
10,622.90 |
S1 |
10,525.67 |
10,525.67 |
10,586.64 |
10,486.20 |
S2 |
10,446.73 |
10,446.73 |
10,568.69 |
|
S3 |
10,250.83 |
10,329.77 |
10,550.73 |
|
S4 |
10,054.93 |
10,133.87 |
10,496.86 |
|
|
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% |
144.56 |
1.4% |
21% |
False |
False |
|
10 |
11,004.30 |
10,563.70 |
440.60 |
4.2% |
151.70 |
1.4% |
9% |
False |
False |
|
20 |
11,196.50 |
10,563.70 |
632.80 |
6.0% |
143.74 |
1.4% |
6% |
False |
False |
|
40 |
11,350.00 |
10,563.70 |
786.30 |
7.4% |
147.41 |
1.4% |
5% |
False |
False |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.6% |
171.68 |
1.6% |
62% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
188.21 |
1.8% |
67% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
181.98 |
1.7% |
67% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
179.66 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,365.18 |
2.618 |
11,119.23 |
1.618 |
10,968.53 |
1.000 |
10,875.40 |
0.618 |
10,817.83 |
HIGH |
10,724.70 |
0.618 |
10,667.13 |
0.500 |
10,649.35 |
0.382 |
10,631.57 |
LOW |
10,574.00 |
0.618 |
10,480.87 |
1.000 |
10,423.30 |
1.618 |
10,330.17 |
2.618 |
10,179.47 |
4.250 |
9,933.53 |
|
|
Fisher Pivots for day following 22-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,649.35 |
10,661.75 |
PP |
10,634.43 |
10,642.70 |
S1 |
10,619.52 |
10,623.65 |
|