Trading Metrics calculated at close of trading on 29-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2001 |
29-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,438.70 |
10,565.30 |
126.60 |
1.2% |
10,607.90 |
High |
10,637.70 |
10,605.60 |
-32.10 |
-0.3% |
10,644.20 |
Low |
10,438.70 |
10,491.60 |
52.90 |
0.5% |
10,394.70 |
Close |
10,566.20 |
10,502.40 |
-63.80 |
-0.6% |
10,502.40 |
Range |
199.00 |
114.00 |
-85.00 |
-42.7% |
249.50 |
ATR |
153.37 |
150.55 |
-2.81 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,875.20 |
10,802.80 |
10,565.10 |
|
R3 |
10,761.20 |
10,688.80 |
10,533.75 |
|
R2 |
10,647.20 |
10,647.20 |
10,523.30 |
|
R1 |
10,574.80 |
10,574.80 |
10,512.85 |
10,554.00 |
PP |
10,533.20 |
10,533.20 |
10,533.20 |
10,522.80 |
S1 |
10,460.80 |
10,460.80 |
10,491.95 |
10,440.00 |
S2 |
10,419.20 |
10,419.20 |
10,481.50 |
|
S3 |
10,305.20 |
10,346.80 |
10,471.05 |
|
S4 |
10,191.20 |
10,232.80 |
10,439.70 |
|
|
Weekly Pivots for week ending 29-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,262.27 |
11,131.83 |
10,639.63 |
|
R3 |
11,012.77 |
10,882.33 |
10,571.01 |
|
R2 |
10,763.27 |
10,763.27 |
10,548.14 |
|
R1 |
10,632.83 |
10,632.83 |
10,525.27 |
10,573.30 |
PP |
10,513.77 |
10,513.77 |
10,513.77 |
10,484.00 |
S1 |
10,383.33 |
10,383.33 |
10,479.53 |
10,323.80 |
S2 |
10,264.27 |
10,264.27 |
10,456.66 |
|
S3 |
10,014.77 |
10,133.83 |
10,433.79 |
|
S4 |
9,765.27 |
9,884.33 |
10,365.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,644.20 |
10,394.70 |
249.50 |
2.4% |
150.36 |
1.4% |
43% |
False |
False |
|
10 |
10,759.60 |
10,394.70 |
364.90 |
3.5% |
147.46 |
1.4% |
30% |
False |
False |
|
20 |
11,196.50 |
10,394.70 |
801.80 |
7.6% |
146.21 |
1.4% |
13% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.1% |
147.02 |
1.4% |
11% |
False |
False |
|
60 |
11,350.00 |
9,527.21 |
1,822.79 |
17.4% |
163.76 |
1.6% |
53% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
187.22 |
1.8% |
62% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
183.02 |
1.7% |
62% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
175.38 |
1.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,090.10 |
2.618 |
10,904.05 |
1.618 |
10,790.05 |
1.000 |
10,719.60 |
0.618 |
10,676.05 |
HIGH |
10,605.60 |
0.618 |
10,562.05 |
0.500 |
10,548.60 |
0.382 |
10,535.15 |
LOW |
10,491.60 |
0.618 |
10,421.15 |
1.000 |
10,377.60 |
1.618 |
10,307.15 |
2.618 |
10,193.15 |
4.250 |
10,007.10 |
|
|
Fisher Pivots for day following 29-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,548.60 |
10,522.85 |
PP |
10,533.20 |
10,516.03 |
S1 |
10,517.80 |
10,509.22 |
|