Dow Jones Industrial Average Cash Index

Trading Metrics calculated at close of trading on 06-Jul-2001

Day Change Summary
	Previous	Current
	05-Jul-2001	06-Jul-2001	Change	Change %	Previous Week
Open	10,566.20	10,476.70	-89.50	-0.8%	10,505.00
High	10,567.60	10,476.70	-90.90	-0.9%	10,638.90
Low	10,461.10	10,220.10	-241.00	-2.3%	10,220.10
Close	10,479.90	10,252.70	-227.20	-2.2%	10,252.70
Range	106.50	256.60	150.10	140.9%	418.80
ATR	143.18	151.51	8.33	5.8%	0.00
Volume

Daily Pivots for day following 06-Jul-2001
	Classic	Woodie	Camarilla	DeMark
R4	11,086.30	10,926.10	10,393.83
R3	10,829.70	10,669.50	10,323.27
R2	10,573.10	10,573.10	10,299.74
R1	10,412.90	10,412.90	10,276.22	10,364.70
PP	10,316.50	10,316.50	10,316.50	10,292.40
S1	10,156.30	10,156.30	10,229.18	10,108.10
S2	10,059.90	10,059.90	10,205.66
S3	9,803.30	9,899.70	10,182.14
S4	9,546.70	9,643.10	10,111.57

Weekly Pivots for week ending 06-Jul-2001
	Classic	Woodie	Camarilla	DeMark
R4	11,626.97	11,358.63	10,483.04
R3	11,208.17	10,939.83	10,367.87
R2	10,789.37	10,789.37	10,329.48
R1	10,521.03	10,521.03	10,291.09	10,445.80
PP	10,370.57	10,370.57	10,370.57	10,332.95
S1	10,102.23	10,102.23	10,214.31	10,027.00
S2	9,951.77	9,951.77	10,175.92
S3	9,532.97	9,683.43	10,137.53
S4	9,114.17	9,264.63	10,022.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,638.90	10,220.10	418.80	4.1%	142.44	1.4%	8%	False	True
10	10,724.70	10,220.10	504.60	4.9%	150.07	1.5%	6%	False	True
20	11,096.50	10,220.10	876.40	8.5%	151.27	1.5%	4%	False	True
40	11,350.00	10,220.10	1,129.90	11.0%	146.31	1.4%	3%	False	True
60	11,350.00	9,934.35	1,415.65	13.8%	155.67	1.5%	22%	False	False
80	11,350.00	9,106.54	2,243.46	21.9%	181.25	1.8%	51%	False	False
100	11,350.00	9,106.54	2,243.46	21.9%	183.98	1.8%	51%	False	False
120	11,350.00	9,106.54	2,243.46	21.9%	175.95	1.7%	51%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.77
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	11,567.25
2.618	11,148.48
1.618	10,891.88
1.000	10,733.30
0.618	10,635.28
HIGH	10,476.70
0.618	10,378.68
0.500	10,348.40
0.382	10,318.12
LOW	10,220.10
0.618	10,061.52
1.000	9,963.50
1.618	9,804.92
2.618	9,548.32
4.250	9,129.55

Fisher Pivots for day following 06-Jul-2001
Pivot	1 day	3 day
R1	10,348.40	10,407.60
PP	10,316.50	10,355.97
S1	10,284.60	10,304.33

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These figures are updated between 7pm and 10pm EST after a trading day.

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