Trading Metrics calculated at close of trading on 05-Jul-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2001 |
05-Jul-2001 |
Change |
Change % |
Previous Week |
Open |
10,588.90 |
10,566.20 |
-22.70 |
-0.2% |
10,607.90 |
High |
10,595.10 |
10,567.60 |
-27.50 |
-0.3% |
10,644.20 |
Low |
10,531.50 |
10,461.10 |
-70.40 |
-0.7% |
10,394.70 |
Close |
10,571.10 |
10,479.90 |
-91.20 |
-0.9% |
10,502.40 |
Range |
63.60 |
106.50 |
42.90 |
67.5% |
249.50 |
ATR |
145.73 |
143.18 |
-2.55 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,822.37 |
10,757.63 |
10,538.48 |
|
R3 |
10,715.87 |
10,651.13 |
10,509.19 |
|
R2 |
10,609.37 |
10,609.37 |
10,499.43 |
|
R1 |
10,544.63 |
10,544.63 |
10,489.66 |
10,523.75 |
PP |
10,502.87 |
10,502.87 |
10,502.87 |
10,492.43 |
S1 |
10,438.13 |
10,438.13 |
10,470.14 |
10,417.25 |
S2 |
10,396.37 |
10,396.37 |
10,460.38 |
|
S3 |
10,289.87 |
10,331.63 |
10,450.61 |
|
S4 |
10,183.37 |
10,225.13 |
10,421.33 |
|
|
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 |
10,438.70 |
200.20 |
1.9% |
130.92 |
1.2% |
21% |
False |
False |
|
10 |
10,759.60 |
10,394.70 |
364.90 |
3.5% |
140.66 |
1.3% |
23% |
False |
False |
|
20 |
11,100.00 |
10,394.70 |
705.30 |
6.7% |
142.99 |
1.4% |
12% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.1% |
142.72 |
1.4% |
9% |
False |
False |
|
60 |
11,350.00 |
9,849.50 |
1,500.50 |
14.3% |
156.49 |
1.5% |
42% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
180.35 |
1.7% |
61% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
183.23 |
1.7% |
61% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.4% |
175.11 |
1.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,020.23 |
2.618 |
10,846.42 |
1.618 |
10,739.92 |
1.000 |
10,674.10 |
0.618 |
10,633.42 |
HIGH |
10,567.60 |
0.618 |
10,526.92 |
0.500 |
10,514.35 |
0.382 |
10,501.78 |
LOW |
10,461.10 |
0.618 |
10,395.28 |
1.000 |
10,354.60 |
1.618 |
10,288.78 |
2.618 |
10,182.28 |
4.250 |
10,008.48 |
|
|
Fisher Pivots for day following 05-Jul-2001 |
Pivot |
1 day |
3 day |
R1 |
10,514.35 |
10,550.00 |
PP |
10,502.87 |
10,526.63 |
S1 |
10,491.38 |
10,503.27 |
|