Trading Metrics calculated at close of trading on 26-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2001 |
26-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,607.90 |
10,497.30 |
-110.60 |
-1.0% |
10,622.50 |
High |
10,644.20 |
10,534.20 |
-110.00 |
-1.0% |
10,759.60 |
Low |
10,468.10 |
10,394.70 |
-73.40 |
-0.7% |
10,563.70 |
Close |
10,504.20 |
10,472.50 |
-31.70 |
-0.3% |
10,604.60 |
Range |
176.10 |
139.50 |
-36.60 |
-20.8% |
195.90 |
ATR |
152.51 |
151.58 |
-0.93 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,885.63 |
10,818.57 |
10,549.23 |
|
R3 |
10,746.13 |
10,679.07 |
10,510.86 |
|
R2 |
10,606.63 |
10,606.63 |
10,498.08 |
|
R1 |
10,539.57 |
10,539.57 |
10,485.29 |
10,503.35 |
PP |
10,467.13 |
10,467.13 |
10,467.13 |
10,449.03 |
S1 |
10,400.07 |
10,400.07 |
10,459.71 |
10,363.85 |
S2 |
10,327.63 |
10,327.63 |
10,446.93 |
|
S3 |
10,188.13 |
10,260.57 |
10,434.14 |
|
S4 |
10,048.63 |
10,121.07 |
10,395.78 |
|
|
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 |
10,394.70 |
364.90 |
3.5% |
153.40 |
1.5% |
21% |
False |
True |
|
10 |
11,004.30 |
10,394.70 |
609.60 |
5.8% |
153.50 |
1.5% |
13% |
False |
True |
|
20 |
11,196.50 |
10,394.70 |
801.80 |
7.7% |
148.23 |
1.4% |
10% |
False |
True |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.1% |
147.57 |
1.4% |
8% |
False |
True |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.9% |
171.23 |
1.6% |
56% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
186.31 |
1.8% |
61% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
182.69 |
1.7% |
61% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
176.88 |
1.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,127.08 |
2.618 |
10,899.41 |
1.618 |
10,759.91 |
1.000 |
10,673.70 |
0.618 |
10,620.41 |
HIGH |
10,534.20 |
0.618 |
10,480.91 |
0.500 |
10,464.45 |
0.382 |
10,447.99 |
LOW |
10,394.70 |
0.618 |
10,308.49 |
1.000 |
10,255.20 |
1.618 |
10,168.99 |
2.618 |
10,029.49 |
4.250 |
9,801.83 |
|
|
Fisher Pivots for day following 26-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,469.82 |
10,559.70 |
PP |
10,467.13 |
10,530.63 |
S1 |
10,464.45 |
10,501.57 |
|