Trading Metrics calculated at close of trading on 30-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2001 |
30-May-2001 |
Change |
Change % |
Previous Week |
Open |
11,004.70 |
11,033.00 |
28.30 |
0.3% |
11,299.10 |
High |
11,066.00 |
11,042.10 |
-23.90 |
-0.2% |
11,350.00 |
Low |
10,970.40 |
10,864.80 |
-105.60 |
-1.0% |
10,993.80 |
Close |
11,039.10 |
10,872.60 |
-166.50 |
-1.5% |
11,005.40 |
Range |
95.60 |
177.30 |
81.70 |
85.5% |
356.20 |
ATR |
156.67 |
158.15 |
1.47 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,458.40 |
11,342.80 |
10,970.12 |
|
R3 |
11,281.10 |
11,165.50 |
10,921.36 |
|
R2 |
11,103.80 |
11,103.80 |
10,905.11 |
|
R1 |
10,988.20 |
10,988.20 |
10,888.85 |
10,957.35 |
PP |
10,926.50 |
10,926.50 |
10,926.50 |
10,911.08 |
S1 |
10,810.90 |
10,810.90 |
10,856.35 |
10,780.05 |
S2 |
10,749.20 |
10,749.20 |
10,840.10 |
|
S3 |
10,571.90 |
10,633.60 |
10,823.84 |
|
S4 |
10,394.60 |
10,456.30 |
10,775.09 |
|
|
Weekly Pivots for week ending 25-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,185.00 |
11,951.40 |
11,201.31 |
|
R3 |
11,828.80 |
11,595.20 |
11,103.36 |
|
R2 |
11,472.60 |
11,472.60 |
11,070.70 |
|
R1 |
11,239.00 |
11,239.00 |
11,038.05 |
11,177.70 |
PP |
11,116.40 |
11,116.40 |
11,116.40 |
11,085.75 |
S1 |
10,882.80 |
10,882.80 |
10,972.75 |
10,821.50 |
S2 |
10,760.20 |
10,760.20 |
10,940.10 |
|
S3 |
10,404.00 |
10,526.60 |
10,907.45 |
|
S4 |
10,047.80 |
10,170.40 |
10,809.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,262.30 |
10,864.80 |
397.50 |
3.7% |
138.52 |
1.3% |
2% |
False |
True |
|
10 |
11,350.00 |
10,814.30 |
535.70 |
4.9% |
158.97 |
1.5% |
11% |
False |
False |
|
20 |
11,350.00 |
10,673.20 |
676.80 |
6.2% |
147.14 |
1.4% |
29% |
False |
False |
|
40 |
11,350.00 |
9,375.72 |
1,974.28 |
18.2% |
179.98 |
1.7% |
76% |
False |
False |
|
60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
200.24 |
1.8% |
79% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
191.35 |
1.8% |
79% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
182.98 |
1.7% |
79% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
184.42 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,795.63 |
2.618 |
11,506.27 |
1.618 |
11,328.97 |
1.000 |
11,219.40 |
0.618 |
11,151.67 |
HIGH |
11,042.10 |
0.618 |
10,974.37 |
0.500 |
10,953.45 |
0.382 |
10,932.53 |
LOW |
10,864.80 |
0.618 |
10,755.23 |
1.000 |
10,687.50 |
1.618 |
10,577.93 |
2.618 |
10,400.63 |
4.250 |
10,111.28 |
|
|
Fisher Pivots for day following 30-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,953.45 |
10,994.40 |
PP |
10,926.50 |
10,953.80 |
S1 |
10,899.55 |
10,913.20 |
|