| 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 |
1,755.25 |
1,782.32 |
27.07 |
1.5% |
1,712.04 |
| High |
1,769.55 |
1,847.38 |
77.83 |
4.4% |
1,774.25 |
| Low |
1,726.78 |
1,782.32 |
55.54 |
3.2% |
1,655.26 |
| Close |
1,756.02 |
1,808.94 |
52.92 |
3.0% |
1,727.47 |
| Range |
42.77 |
65.06 |
22.29 |
52.1% |
118.99 |
| ATR |
70.11 |
71.62 |
1.52 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.06 |
1,973.56 |
1,844.72 |
|
| R3 |
1,943.00 |
1,908.50 |
1,826.83 |
|
| R2 |
1,877.94 |
1,877.94 |
1,820.87 |
|
| R1 |
1,843.44 |
1,843.44 |
1,814.90 |
1,860.69 |
| PP |
1,812.88 |
1,812.88 |
1,812.88 |
1,821.51 |
| S1 |
1,778.38 |
1,778.38 |
1,802.98 |
1,795.63 |
| S2 |
1,747.82 |
1,747.82 |
1,797.01 |
|
| S3 |
1,682.76 |
1,713.32 |
1,791.05 |
|
| S4 |
1,617.70 |
1,648.26 |
1,773.16 |
|
|
| Weekly Pivots for week ending 22-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.96 |
2,020.71 |
1,792.91 |
|
| R3 |
1,956.97 |
1,901.72 |
1,760.19 |
|
| R2 |
1,837.98 |
1,837.98 |
1,749.28 |
|
| R1 |
1,782.73 |
1,782.73 |
1,738.38 |
1,810.36 |
| PP |
1,718.99 |
1,718.99 |
1,718.99 |
1,732.81 |
| S1 |
1,663.74 |
1,663.74 |
1,716.56 |
1,691.37 |
| S2 |
1,600.00 |
1,600.00 |
1,705.66 |
|
| S3 |
1,481.01 |
1,544.75 |
1,694.75 |
|
| S4 |
1,362.02 |
1,425.76 |
1,662.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,847.38 |
1,705.93 |
141.45 |
7.8% |
51.48 |
2.8% |
73% |
True |
False |
|
| 10 |
1,847.38 |
1,655.26 |
192.12 |
10.6% |
62.56 |
3.5% |
80% |
True |
False |
|
| 20 |
1,963.83 |
1,655.26 |
308.57 |
17.1% |
66.68 |
3.7% |
50% |
False |
False |
|
| 40 |
2,073.98 |
1,655.26 |
418.72 |
23.1% |
69.67 |
3.9% |
37% |
False |
False |
|
| 60 |
2,073.98 |
1,348.52 |
725.46 |
40.1% |
75.38 |
4.2% |
63% |
False |
False |
|
| 80 |
2,073.98 |
1,348.52 |
725.46 |
40.1% |
78.96 |
4.4% |
63% |
False |
False |
|
| 100 |
2,531.05 |
1,348.52 |
1,182.53 |
65.4% |
84.22 |
4.7% |
39% |
False |
False |
|
| 120 |
2,771.63 |
1,348.52 |
1,423.11 |
78.7% |
88.58 |
4.9% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.89 |
|
2.618 |
2,017.71 |
|
1.618 |
1,952.65 |
|
1.000 |
1,912.44 |
|
0.618 |
1,887.59 |
|
HIGH |
1,847.38 |
|
0.618 |
1,822.53 |
|
0.500 |
1,814.85 |
|
0.382 |
1,807.17 |
|
LOW |
1,782.32 |
|
0.618 |
1,742.11 |
|
1.000 |
1,717.26 |
|
1.618 |
1,677.05 |
|
2.618 |
1,611.99 |
|
4.250 |
1,505.82 |
|
|
| Fisher Pivots for day following 28-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.85 |
1,798.18 |
| PP |
1,812.88 |
1,787.42 |
| S1 |
1,810.91 |
1,776.66 |
|