| Trading Metrics calculated at close of trading on 20-Jun-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2001 |
20-Jun-2001 |
Change |
Change % |
Previous Week |
| Open |
10,654.30 |
10,593.80 |
-60.50 |
-0.6% |
10,974.80 |
| High |
10,740.80 |
10,702.10 |
-38.70 |
-0.4% |
11,004.30 |
| Low |
10,563.70 |
10,563.90 |
0.20 |
0.0% |
10,566.50 |
| Close |
10,596.70 |
10,647.30 |
50.60 |
0.5% |
10,623.60 |
| Range |
177.10 |
138.20 |
-38.90 |
-22.0% |
437.80 |
| ATR |
150.68 |
149.79 |
-0.89 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,052.37 |
10,988.03 |
10,723.31 |
|
| R3 |
10,914.17 |
10,849.83 |
10,685.31 |
|
| R2 |
10,775.97 |
10,775.97 |
10,672.64 |
|
| R1 |
10,711.63 |
10,711.63 |
10,659.97 |
10,743.80 |
| PP |
10,637.77 |
10,637.77 |
10,637.77 |
10,653.85 |
| S1 |
10,573.43 |
10,573.43 |
10,634.63 |
10,605.60 |
| S2 |
10,499.57 |
10,499.57 |
10,621.96 |
|
| S3 |
10,361.37 |
10,435.23 |
10,609.30 |
|
| S4 |
10,223.17 |
10,297.03 |
10,571.29 |
|
|
| 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 |
10,868.50 |
10,563.70 |
304.80 |
2.9% |
153.68 |
1.4% |
27% |
False |
False |
|
| 10 |
11,100.00 |
10,563.70 |
536.30 |
5.0% |
145.32 |
1.4% |
16% |
False |
False |
|
| 20 |
11,262.30 |
10,563.70 |
698.60 |
6.6% |
142.55 |
1.3% |
12% |
False |
False |
|
| 40 |
11,350.00 |
10,444.10 |
905.90 |
8.5% |
148.04 |
1.4% |
22% |
False |
False |
|
| 60 |
11,350.00 |
9,375.72 |
1,974.28 |
18.5% |
175.74 |
1.7% |
64% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
189.29 |
1.8% |
69% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
182.15 |
1.7% |
69% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
21.1% |
179.43 |
1.7% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,289.45 |
|
2.618 |
11,063.91 |
|
1.618 |
10,925.71 |
|
1.000 |
10,840.30 |
|
0.618 |
10,787.51 |
|
HIGH |
10,702.10 |
|
0.618 |
10,649.31 |
|
0.500 |
10,633.00 |
|
0.382 |
10,616.69 |
|
LOW |
10,563.90 |
|
0.618 |
10,478.49 |
|
1.000 |
10,425.70 |
|
1.618 |
10,340.29 |
|
2.618 |
10,202.09 |
|
4.250 |
9,976.55 |
|
|
| Fisher Pivots for day following 20-Jun-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,642.53 |
10,652.25 |
| PP |
10,637.77 |
10,650.60 |
| S1 |
10,633.00 |
10,648.95 |
|