Trading Metrics calculated at close of trading on 25-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2001 |
25-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,716.50 |
10,607.90 |
-108.60 |
-1.0% |
10,622.50 |
High |
10,724.70 |
10,644.20 |
-80.50 |
-0.8% |
10,759.60 |
Low |
10,574.00 |
10,468.10 |
-105.90 |
-1.0% |
10,563.70 |
Close |
10,604.60 |
10,504.20 |
-100.40 |
-0.9% |
10,604.60 |
Range |
150.70 |
176.10 |
25.40 |
16.9% |
195.90 |
ATR |
150.70 |
152.51 |
1.81 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,067.13 |
10,961.77 |
10,601.06 |
|
R3 |
10,891.03 |
10,785.67 |
10,552.63 |
|
R2 |
10,714.93 |
10,714.93 |
10,536.49 |
|
R1 |
10,609.57 |
10,609.57 |
10,520.34 |
10,574.20 |
PP |
10,538.83 |
10,538.83 |
10,538.83 |
10,521.15 |
S1 |
10,433.47 |
10,433.47 |
10,488.06 |
10,398.10 |
S2 |
10,362.73 |
10,362.73 |
10,471.92 |
|
S3 |
10,186.63 |
10,257.37 |
10,455.77 |
|
S4 |
10,010.53 |
10,081.27 |
10,407.35 |
|
|
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 |
10,468.10 |
291.50 |
2.8% |
160.92 |
1.5% |
12% |
False |
True |
|
10 |
11,004.30 |
10,468.10 |
536.20 |
5.1% |
158.90 |
1.5% |
7% |
False |
True |
|
20 |
11,196.50 |
10,468.10 |
728.40 |
6.9% |
146.03 |
1.4% |
5% |
False |
True |
|
40 |
11,350.00 |
10,468.10 |
881.90 |
8.4% |
148.93 |
1.4% |
4% |
False |
True |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.8% |
171.37 |
1.6% |
57% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
188.03 |
1.8% |
62% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
182.49 |
1.7% |
62% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
179.36 |
1.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,392.63 |
2.618 |
11,105.23 |
1.618 |
10,929.13 |
1.000 |
10,820.30 |
0.618 |
10,753.03 |
HIGH |
10,644.20 |
0.618 |
10,576.93 |
0.500 |
10,556.15 |
0.382 |
10,535.37 |
LOW |
10,468.10 |
0.618 |
10,359.27 |
1.000 |
10,292.00 |
1.618 |
10,183.17 |
2.618 |
10,007.07 |
4.250 |
9,719.68 |
|
|
Fisher Pivots for day following 25-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,556.15 |
10,613.85 |
PP |
10,538.83 |
10,577.30 |
S1 |
10,521.52 |
10,540.75 |
|