| Trading Metrics calculated at close of trading on 12-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2001 |
12-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
1,885.17 |
1,799.58 |
-85.59 |
-4.5% |
1,861.12 |
| High |
1,885.17 |
1,871.03 |
-14.14 |
-0.8% |
1,963.83 |
| Low |
1,826.28 |
1,776.41 |
-49.87 |
-2.7% |
1,819.08 |
| Close |
1,846.50 |
1,852.03 |
5.53 |
0.3% |
1,896.22 |
| Range |
58.89 |
94.62 |
35.73 |
60.7% |
144.75 |
| ATR |
77.95 |
79.14 |
1.19 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.02 |
2,079.14 |
1,904.07 |
|
| R3 |
2,022.40 |
1,984.52 |
1,878.05 |
|
| R2 |
1,927.78 |
1,927.78 |
1,869.38 |
|
| R1 |
1,889.90 |
1,889.90 |
1,860.70 |
1,908.84 |
| PP |
1,833.16 |
1,833.16 |
1,833.16 |
1,842.63 |
| S1 |
1,795.28 |
1,795.28 |
1,843.36 |
1,814.22 |
| S2 |
1,738.54 |
1,738.54 |
1,834.68 |
|
| S3 |
1,643.92 |
1,700.66 |
1,826.01 |
|
| S4 |
1,549.30 |
1,606.04 |
1,799.99 |
|
|
| 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 |
1,776.41 |
187.42 |
10.1% |
71.13 |
3.8% |
40% |
False |
True |
|
| 10 |
1,963.83 |
1,768.98 |
194.85 |
10.5% |
67.92 |
3.7% |
43% |
False |
False |
|
| 20 |
2,073.98 |
1,768.62 |
305.36 |
16.5% |
73.23 |
4.0% |
27% |
False |
False |
|
| 40 |
2,073.98 |
1,603.99 |
469.99 |
25.4% |
77.29 |
4.2% |
53% |
False |
False |
|
| 60 |
2,073.98 |
1,348.52 |
725.46 |
39.2% |
81.10 |
4.4% |
69% |
False |
False |
|
| 80 |
2,266.36 |
1,348.52 |
917.84 |
49.6% |
85.24 |
4.6% |
55% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
76.8% |
88.51 |
4.8% |
35% |
False |
False |
|
| 120 |
2,771.63 |
1,348.52 |
1,423.11 |
76.8% |
100.38 |
5.4% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.17 |
|
2.618 |
2,118.75 |
|
1.618 |
2,024.13 |
|
1.000 |
1,965.65 |
|
0.618 |
1,929.51 |
|
HIGH |
1,871.03 |
|
0.618 |
1,834.89 |
|
0.500 |
1,823.72 |
|
0.382 |
1,812.55 |
|
LOW |
1,776.41 |
|
0.618 |
1,717.93 |
|
1.000 |
1,681.79 |
|
1.618 |
1,623.31 |
|
2.618 |
1,528.69 |
|
4.250 |
1,374.28 |
|
|
| Fisher Pivots for day following 12-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.59 |
1,868.06 |
| PP |
1,833.16 |
1,862.72 |
| S1 |
1,823.72 |
1,857.37 |
|