| Trading Metrics calculated at close of trading on 08-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2001 |
08-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
1,892.98 |
1,959.71 |
66.73 |
3.5% |
1,861.12 |
| High |
1,963.83 |
1,959.71 |
-4.12 |
-0.2% |
1,963.83 |
| Low |
1,891.01 |
1,885.84 |
-5.17 |
-0.3% |
1,819.08 |
| Close |
1,963.31 |
1,896.22 |
-67.09 |
-3.4% |
1,896.22 |
| Range |
72.82 |
73.87 |
1.05 |
1.4% |
144.75 |
| ATR |
78.65 |
78.57 |
-0.08 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.53 |
2,089.75 |
1,936.85 |
|
| R3 |
2,061.66 |
2,015.88 |
1,916.53 |
|
| R2 |
1,987.79 |
1,987.79 |
1,909.76 |
|
| R1 |
1,942.01 |
1,942.01 |
1,902.99 |
1,927.97 |
| PP |
1,913.92 |
1,913.92 |
1,913.92 |
1,906.90 |
| S1 |
1,868.14 |
1,868.14 |
1,889.45 |
1,854.10 |
| S2 |
1,840.05 |
1,840.05 |
1,882.68 |
|
| S3 |
1,766.18 |
1,794.27 |
1,875.91 |
|
| S4 |
1,692.31 |
1,720.40 |
1,855.59 |
|
|
| Weekly Pivots for week ending 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.29 |
2,256.51 |
1,975.83 |
|
| R3 |
2,182.54 |
2,111.76 |
1,936.03 |
|
| R2 |
2,037.79 |
2,037.79 |
1,922.76 |
|
| R1 |
1,967.01 |
1,967.01 |
1,909.49 |
2,002.40 |
| PP |
1,893.04 |
1,893.04 |
1,893.04 |
1,910.74 |
| S1 |
1,822.26 |
1,822.26 |
1,882.95 |
1,857.65 |
| S2 |
1,748.29 |
1,748.29 |
1,869.68 |
|
| S3 |
1,603.54 |
1,677.51 |
1,856.41 |
|
| S4 |
1,458.79 |
1,532.76 |
1,816.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,963.83 |
1,819.08 |
144.75 |
7.6% |
67.50 |
3.6% |
53% |
False |
False |
|
| 10 |
2,003.68 |
1,768.98 |
234.70 |
12.4% |
65.76 |
3.5% |
54% |
False |
False |
|
| 20 |
2,073.98 |
1,768.62 |
305.36 |
16.1% |
70.64 |
3.7% |
42% |
False |
False |
|
| 40 |
2,073.98 |
1,603.99 |
469.99 |
24.8% |
77.93 |
4.1% |
62% |
False |
False |
|
| 60 |
2,073.98 |
1,348.52 |
725.46 |
38.3% |
81.58 |
4.3% |
75% |
False |
False |
|
| 80 |
2,423.65 |
1,348.52 |
1,075.13 |
56.7% |
85.84 |
4.5% |
51% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
75.0% |
89.26 |
4.7% |
38% |
False |
False |
|
| 120 |
2,771.63 |
1,348.52 |
1,423.11 |
75.0% |
101.11 |
5.3% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.66 |
|
2.618 |
2,153.10 |
|
1.618 |
2,079.23 |
|
1.000 |
2,033.58 |
|
0.618 |
2,005.36 |
|
HIGH |
1,959.71 |
|
0.618 |
1,931.49 |
|
0.500 |
1,922.78 |
|
0.382 |
1,914.06 |
|
LOW |
1,885.84 |
|
0.618 |
1,840.19 |
|
1.000 |
1,811.97 |
|
1.618 |
1,766.32 |
|
2.618 |
1,692.45 |
|
4.250 |
1,571.89 |
|
|
| Fisher Pivots for day following 08-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,922.78 |
1,924.84 |
| PP |
1,913.92 |
1,915.30 |
| S1 |
1,905.07 |
1,905.76 |
|