Trading Metrics calculated at close of trading on 02-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2001 |
02-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,565.30 |
10,505.00 |
-60.30 |
-0.6% |
10,607.90 |
High |
10,605.60 |
10,638.90 |
33.30 |
0.3% |
10,644.20 |
Low |
10,491.60 |
10,467.40 |
-24.20 |
-0.2% |
10,394.70 |
Close |
10,502.40 |
10,593.70 |
91.30 |
0.9% |
10,502.40 |
Range |
114.00 |
171.50 |
57.50 |
50.4% |
249.50 |
ATR |
150.55 |
152.05 |
1.50 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,081.17 |
11,008.93 |
10,688.03 |
|
R3 |
10,909.67 |
10,837.43 |
10,640.86 |
|
R2 |
10,738.17 |
10,738.17 |
10,625.14 |
|
R1 |
10,665.93 |
10,665.93 |
10,609.42 |
10,702.05 |
PP |
10,566.67 |
10,566.67 |
10,566.67 |
10,584.73 |
S1 |
10,494.43 |
10,494.43 |
10,577.98 |
10,530.55 |
S2 |
10,395.17 |
10,395.17 |
10,562.26 |
|
S3 |
10,223.67 |
10,322.93 |
10,546.54 |
|
S4 |
10,052.17 |
10,151.43 |
10,499.38 |
|
|
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 |
10,638.90 |
10,394.70 |
244.20 |
2.3% |
149.44 |
1.4% |
81% |
True |
False |
|
10 |
10,759.60 |
10,394.70 |
364.90 |
3.4% |
155.18 |
1.5% |
55% |
False |
False |
|
20 |
11,196.50 |
10,394.70 |
801.80 |
7.6% |
148.15 |
1.4% |
25% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.0% |
144.19 |
1.4% |
21% |
False |
False |
|
60 |
11,350.00 |
9,698.07 |
1,651.93 |
15.6% |
159.91 |
1.5% |
54% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
187.51 |
1.8% |
66% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
183.81 |
1.7% |
66% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
175.56 |
1.7% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,367.78 |
2.618 |
11,087.89 |
1.618 |
10,916.39 |
1.000 |
10,810.40 |
0.618 |
10,744.89 |
HIGH |
10,638.90 |
0.618 |
10,573.39 |
0.500 |
10,553.15 |
0.382 |
10,532.91 |
LOW |
10,467.40 |
0.618 |
10,361.41 |
1.000 |
10,295.90 |
1.618 |
10,189.91 |
2.618 |
10,018.41 |
4.250 |
9,738.53 |
|
|
Fisher Pivots for day following 02-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,580.18 |
10,575.40 |
PP |
10,566.67 |
10,557.10 |
S1 |
10,553.15 |
10,538.80 |
|