Trading Metrics calculated at close of trading on 28-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2001 |
28-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
10,470.40 |
10,438.70 |
-31.70 |
-0.3% |
10,622.50 |
High |
10,531.20 |
10,637.70 |
106.50 |
1.0% |
10,759.60 |
Low |
10,408.00 |
10,438.70 |
30.70 |
0.3% |
10,563.70 |
Close |
10,434.80 |
10,566.20 |
131.40 |
1.3% |
10,604.60 |
Range |
123.20 |
199.00 |
75.80 |
61.5% |
195.90 |
ATR |
149.56 |
153.37 |
3.81 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,144.53 |
11,054.37 |
10,675.65 |
|
R3 |
10,945.53 |
10,855.37 |
10,620.93 |
|
R2 |
10,746.53 |
10,746.53 |
10,602.68 |
|
R1 |
10,656.37 |
10,656.37 |
10,584.44 |
10,701.45 |
PP |
10,547.53 |
10,547.53 |
10,547.53 |
10,570.08 |
S1 |
10,457.37 |
10,457.37 |
10,547.96 |
10,502.45 |
S2 |
10,348.53 |
10,348.53 |
10,529.72 |
|
S3 |
10,149.53 |
10,258.37 |
10,511.48 |
|
S4 |
9,950.53 |
10,059.37 |
10,456.75 |
|
|
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 |
10,724.70 |
10,394.70 |
330.00 |
3.1% |
157.70 |
1.5% |
52% |
False |
False |
|
10 |
10,759.60 |
10,394.70 |
364.90 |
3.5% |
151.04 |
1.4% |
47% |
False |
False |
|
20 |
11,196.50 |
10,394.70 |
801.80 |
7.6% |
149.82 |
1.4% |
21% |
False |
False |
|
40 |
11,350.00 |
10,394.70 |
955.30 |
9.0% |
147.89 |
1.4% |
18% |
False |
False |
|
60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.7% |
166.03 |
1.6% |
60% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
187.54 |
1.8% |
65% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
182.91 |
1.7% |
65% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.2% |
175.97 |
1.7% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,483.45 |
2.618 |
11,158.68 |
1.618 |
10,959.68 |
1.000 |
10,836.70 |
0.618 |
10,760.68 |
HIGH |
10,637.70 |
0.618 |
10,561.68 |
0.500 |
10,538.20 |
0.382 |
10,514.72 |
LOW |
10,438.70 |
0.618 |
10,315.72 |
1.000 |
10,239.70 |
1.618 |
10,116.72 |
2.618 |
9,917.72 |
4.250 |
9,592.95 |
|
|
Fisher Pivots for day following 28-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,556.87 |
10,549.53 |
PP |
10,547.53 |
10,532.87 |
S1 |
10,538.20 |
10,516.20 |
|