Trading Metrics calculated at close of trading on 27-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2001 |
27-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,497.30 |
10,470.40 |
-26.90 |
-0.3% |
10,622.50 |
High |
10,534.20 |
10,531.20 |
-3.00 |
0.0% |
10,759.60 |
Low |
10,394.70 |
10,408.00 |
13.30 |
0.1% |
10,563.70 |
Close |
10,472.50 |
10,434.80 |
-37.70 |
-0.4% |
10,604.60 |
Range |
139.50 |
123.20 |
-16.30 |
-11.7% |
195.90 |
ATR |
151.58 |
149.56 |
-2.03 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,827.60 |
10,754.40 |
10,502.56 |
|
R3 |
10,704.40 |
10,631.20 |
10,468.68 |
|
R2 |
10,581.20 |
10,581.20 |
10,457.39 |
|
R1 |
10,508.00 |
10,508.00 |
10,446.09 |
10,483.00 |
PP |
10,458.00 |
10,458.00 |
10,458.00 |
10,445.50 |
S1 |
10,384.80 |
10,384.80 |
10,423.51 |
10,359.80 |
S2 |
10,334.80 |
10,334.80 |
10,412.21 |
|
S3 |
10,211.60 |
10,261.60 |
10,400.92 |
|
S4 |
10,088.40 |
10,138.40 |
10,367.04 |
|
|
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% |
150.40 |
1.4% |
11% |
False |
False |
|
10 |
10,868.50 |
10,394.70 |
473.80 |
4.5% |
152.04 |
1.5% |
8% |
False |
False |
|
20 |
11,196.50 |
10,394.70 |
801.80 |
7.7% |
145.52 |
1.4% |
5% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.2% |
146.33 |
1.4% |
4% |
False |
False |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.9% |
168.49 |
1.6% |
54% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
186.56 |
1.8% |
59% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
182.18 |
1.7% |
59% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.5% |
176.74 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,054.80 |
2.618 |
10,853.74 |
1.618 |
10,730.54 |
1.000 |
10,654.40 |
0.618 |
10,607.34 |
HIGH |
10,531.20 |
0.618 |
10,484.14 |
0.500 |
10,469.60 |
0.382 |
10,455.06 |
LOW |
10,408.00 |
0.618 |
10,331.86 |
1.000 |
10,284.80 |
1.618 |
10,208.66 |
2.618 |
10,085.46 |
4.250 |
9,884.40 |
|
|
Fisher Pivots for day following 27-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,469.60 |
10,519.45 |
PP |
10,458.00 |
10,491.23 |
S1 |
10,446.40 |
10,463.02 |
|