| Trading Metrics calculated at close of trading on 15-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2001 |
15-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
10,868.30 |
10,680.80 |
-187.50 |
-1.7% |
10,974.80 |
| High |
10,868.50 |
10,716.30 |
-152.20 |
-1.4% |
11,004.30 |
| Low |
10,659.50 |
10,566.50 |
-93.00 |
-0.9% |
10,566.50 |
| Close |
10,690.10 |
10,623.60 |
-66.50 |
-0.6% |
10,623.60 |
| Range |
209.00 |
149.80 |
-59.20 |
-28.3% |
437.80 |
| ATR |
153.06 |
152.83 |
-0.23 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,084.87 |
11,004.03 |
10,705.99 |
|
| R3 |
10,935.07 |
10,854.23 |
10,664.80 |
|
| R2 |
10,785.27 |
10,785.27 |
10,651.06 |
|
| R1 |
10,704.43 |
10,704.43 |
10,637.33 |
10,669.95 |
| PP |
10,635.47 |
10,635.47 |
10,635.47 |
10,618.23 |
| S1 |
10,554.63 |
10,554.63 |
10,609.87 |
10,520.15 |
| S2 |
10,485.67 |
10,485.67 |
10,596.14 |
|
| S3 |
10,335.87 |
10,404.83 |
10,582.41 |
|
| S4 |
10,186.07 |
10,255.03 |
10,541.21 |
|
|
| Weekly Pivots for week ending 15-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,044.87 |
11,772.03 |
10,864.39 |
|
| R3 |
11,607.07 |
11,334.23 |
10,744.00 |
|
| R2 |
11,169.27 |
11,169.27 |
10,703.86 |
|
| R1 |
10,896.43 |
10,896.43 |
10,663.73 |
10,813.95 |
| PP |
10,731.47 |
10,731.47 |
10,731.47 |
10,690.23 |
| S1 |
10,458.63 |
10,458.63 |
10,583.47 |
10,376.15 |
| S2 |
10,293.67 |
10,293.67 |
10,543.34 |
|
| S3 |
9,855.87 |
10,020.83 |
10,503.21 |
|
| S4 |
9,418.07 |
9,583.03 |
10,382.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,004.30 |
10,566.50 |
437.80 |
4.1% |
158.84 |
1.5% |
13% |
False |
True |
|
| 10 |
11,196.50 |
10,566.50 |
630.00 |
5.9% |
144.96 |
1.4% |
9% |
False |
True |
|
| 20 |
11,350.00 |
10,566.50 |
783.50 |
7.4% |
138.75 |
1.3% |
7% |
False |
True |
|
| 40 |
11,350.00 |
10,444.10 |
905.90 |
8.5% |
149.45 |
1.4% |
20% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
182.21 |
1.7% |
68% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
192.29 |
1.8% |
68% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
181.29 |
1.7% |
68% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
179.79 |
1.7% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,352.95 |
|
2.618 |
11,108.48 |
|
1.618 |
10,958.68 |
|
1.000 |
10,866.10 |
|
0.618 |
10,808.88 |
|
HIGH |
10,716.30 |
|
0.618 |
10,659.08 |
|
0.500 |
10,641.40 |
|
0.382 |
10,623.72 |
|
LOW |
10,566.50 |
|
0.618 |
10,473.92 |
|
1.000 |
10,416.70 |
|
1.618 |
10,324.12 |
|
2.618 |
10,174.32 |
|
4.250 |
9,929.85 |
|
|
| Fisher Pivots for day following 15-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,641.40 |
10,785.40 |
| PP |
10,635.47 |
10,731.47 |
| S1 |
10,629.53 |
10,677.53 |
|