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 |
10,974.80 |
10,914.70 |
-60.10 |
-0.5% |
10,991.80 |
High |
10,975.40 |
10,982.10 |
6.70 |
0.1% |
11,196.50 |
Low |
10,871.30 |
10,788.60 |
-82.70 |
-0.8% |
10,938.10 |
Close |
10,922.10 |
10,948.40 |
26.30 |
0.2% |
10,977.00 |
Range |
104.10 |
193.50 |
89.40 |
85.9% |
258.40 |
ATR |
145.95 |
149.35 |
3.40 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,486.87 |
11,411.13 |
11,054.83 |
|
R3 |
11,293.37 |
11,217.63 |
11,001.61 |
|
R2 |
11,099.87 |
11,099.87 |
10,983.88 |
|
R1 |
11,024.13 |
11,024.13 |
10,966.14 |
11,062.00 |
PP |
10,906.37 |
10,906.37 |
10,906.37 |
10,925.30 |
S1 |
10,830.63 |
10,830.63 |
10,930.66 |
10,868.50 |
S2 |
10,712.87 |
10,712.87 |
10,912.93 |
|
S3 |
10,519.37 |
10,637.13 |
10,895.19 |
|
S4 |
10,325.87 |
10,443.63 |
10,841.98 |
|
|
Weekly Pivots for week ending 08-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.40 |
11,653.10 |
11,119.12 |
|
R3 |
11,554.00 |
11,394.70 |
11,048.06 |
|
R2 |
11,295.60 |
11,295.60 |
11,024.37 |
|
R1 |
11,136.30 |
11,136.30 |
11,000.69 |
11,086.75 |
PP |
11,037.20 |
11,037.20 |
11,037.20 |
11,012.43 |
S1 |
10,877.90 |
10,877.90 |
10,953.31 |
10,828.35 |
S2 |
10,778.80 |
10,778.80 |
10,929.63 |
|
S3 |
10,520.40 |
10,619.50 |
10,905.94 |
|
S4 |
10,262.00 |
10,361.10 |
10,834.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,179.70 |
10,788.60 |
391.10 |
3.6% |
133.42 |
1.2% |
41% |
False |
True |
|
10 |
11,196.50 |
10,788.60 |
407.90 |
3.7% |
142.95 |
1.3% |
39% |
False |
True |
|
20 |
11,350.00 |
10,788.60 |
561.40 |
5.1% |
147.40 |
1.3% |
28% |
False |
True |
|
40 |
11,350.00 |
10,075.50 |
1,274.50 |
11.6% |
155.44 |
1.4% |
68% |
False |
False |
|
60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
186.57 |
1.7% |
82% |
False |
False |
|
80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
193.13 |
1.8% |
82% |
False |
False |
|
100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
180.36 |
1.6% |
82% |
False |
False |
|
120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.5% |
181.37 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,804.48 |
2.618 |
11,488.68 |
1.618 |
11,295.18 |
1.000 |
11,175.60 |
0.618 |
11,101.68 |
HIGH |
10,982.10 |
0.618 |
10,908.18 |
0.500 |
10,885.35 |
0.382 |
10,862.52 |
LOW |
10,788.60 |
0.618 |
10,669.02 |
1.000 |
10,595.10 |
1.618 |
10,475.52 |
2.618 |
10,282.02 |
4.250 |
9,966.23 |
|
|
Fisher Pivots for day following 12-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
10,927.38 |
10,946.45 |
PP |
10,906.37 |
10,944.50 |
S1 |
10,885.35 |
10,942.55 |
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