Trading Metrics calculated at close of trading on 03-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2001 |
03-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,505.00 |
10,588.90 |
83.90 |
0.8% |
10,607.90 |
High |
10,638.90 |
10,595.10 |
-43.80 |
-0.4% |
10,644.20 |
Low |
10,467.40 |
10,531.50 |
64.10 |
0.6% |
10,394.70 |
Close |
10,593.70 |
10,571.10 |
-22.60 |
-0.2% |
10,502.40 |
Range |
171.50 |
63.60 |
-107.90 |
-62.9% |
249.50 |
ATR |
152.05 |
145.73 |
-6.32 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,756.70 |
10,727.50 |
10,606.08 |
|
R3 |
10,693.10 |
10,663.90 |
10,588.59 |
|
R2 |
10,629.50 |
10,629.50 |
10,582.76 |
|
R1 |
10,600.30 |
10,600.30 |
10,576.93 |
10,583.10 |
PP |
10,565.90 |
10,565.90 |
10,565.90 |
10,557.30 |
S1 |
10,536.70 |
10,536.70 |
10,565.27 |
10,519.50 |
S2 |
10,502.30 |
10,502.30 |
10,559.44 |
|
S3 |
10,438.70 |
10,473.10 |
10,553.61 |
|
S4 |
10,375.10 |
10,409.50 |
10,536.12 |
|
|
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 |
10,408.00 |
230.90 |
2.2% |
134.26 |
1.3% |
71% |
False |
False |
|
10 |
10,759.60 |
10,394.70 |
364.90 |
3.5% |
143.83 |
1.4% |
48% |
False |
False |
|
20 |
11,179.70 |
10,394.70 |
785.00 |
7.4% |
143.67 |
1.4% |
22% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.0% |
143.23 |
1.4% |
18% |
False |
False |
|
60 |
11,350.00 |
9,775.79 |
1,574.21 |
14.9% |
157.37 |
1.5% |
51% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
184.92 |
1.7% |
65% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
183.51 |
1.7% |
65% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
174.93 |
1.7% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,865.40 |
2.618 |
10,761.60 |
1.618 |
10,698.00 |
1.000 |
10,658.70 |
0.618 |
10,634.40 |
HIGH |
10,595.10 |
0.618 |
10,570.80 |
0.500 |
10,563.30 |
0.382 |
10,555.80 |
LOW |
10,531.50 |
0.618 |
10,492.20 |
1.000 |
10,467.90 |
1.618 |
10,428.60 |
2.618 |
10,365.00 |
4.250 |
10,261.20 |
|
|
Fisher Pivots for day following 03-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,568.50 |
10,565.12 |
PP |
10,565.90 |
10,559.13 |
S1 |
10,563.30 |
10,553.15 |
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