| Trading Metrics calculated at close of trading on 11-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2001 |
11-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
1,959.71 |
1,885.17 |
-74.54 |
-3.8% |
1,861.12 |
| High |
1,959.71 |
1,885.17 |
-74.54 |
-3.8% |
1,963.83 |
| Low |
1,885.84 |
1,826.28 |
-59.56 |
-3.2% |
1,819.08 |
| Close |
1,896.22 |
1,846.50 |
-49.72 |
-2.6% |
1,896.22 |
| Range |
73.87 |
58.89 |
-14.98 |
-20.3% |
144.75 |
| ATR |
78.57 |
77.95 |
-0.62 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.32 |
1,996.80 |
1,878.89 |
|
| R3 |
1,970.43 |
1,937.91 |
1,862.69 |
|
| R2 |
1,911.54 |
1,911.54 |
1,857.30 |
|
| R1 |
1,879.02 |
1,879.02 |
1,851.90 |
1,865.84 |
| PP |
1,852.65 |
1,852.65 |
1,852.65 |
1,846.06 |
| S1 |
1,820.13 |
1,820.13 |
1,841.10 |
1,806.95 |
| S2 |
1,793.76 |
1,793.76 |
1,835.70 |
|
| S3 |
1,734.87 |
1,761.24 |
1,830.31 |
|
| S4 |
1,675.98 |
1,702.35 |
1,814.11 |
|
|
| 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 |
1,826.28 |
137.55 |
7.4% |
69.10 |
3.7% |
15% |
False |
True |
|
| 10 |
1,963.83 |
1,768.98 |
194.85 |
10.6% |
66.60 |
3.6% |
40% |
False |
False |
|
| 20 |
2,073.98 |
1,768.62 |
305.36 |
16.5% |
71.06 |
3.8% |
26% |
False |
False |
|
| 40 |
2,073.98 |
1,603.99 |
469.99 |
25.5% |
76.68 |
4.2% |
52% |
False |
False |
|
| 60 |
2,073.98 |
1,348.52 |
725.46 |
39.3% |
80.62 |
4.4% |
69% |
False |
False |
|
| 80 |
2,423.65 |
1,348.52 |
1,075.13 |
58.2% |
84.90 |
4.6% |
46% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
77.1% |
88.95 |
4.8% |
35% |
False |
False |
|
| 120 |
2,771.63 |
1,348.52 |
1,423.11 |
77.1% |
100.66 |
5.5% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.45 |
|
2.618 |
2,039.34 |
|
1.618 |
1,980.45 |
|
1.000 |
1,944.06 |
|
0.618 |
1,921.56 |
|
HIGH |
1,885.17 |
|
0.618 |
1,862.67 |
|
0.500 |
1,855.73 |
|
0.382 |
1,848.78 |
|
LOW |
1,826.28 |
|
0.618 |
1,789.89 |
|
1.000 |
1,767.39 |
|
1.618 |
1,731.00 |
|
2.618 |
1,672.11 |
|
4.250 |
1,576.00 |
|
|
| Fisher Pivots for day following 11-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.73 |
1,895.06 |
| PP |
1,852.65 |
1,878.87 |
| S1 |
1,849.58 |
1,862.69 |
|