Trading Metrics calculated at close of trading on 01-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2002 |
01-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,065.43 |
1,076.40 |
10.97 |
1.0% |
1,122.68 |
High |
1,082.62 |
1,088.32 |
5.70 |
0.5% |
1,122.68 |
Low |
1,063.46 |
1,065.29 |
1.83 |
0.2% |
1,076.31 |
Close |
1,076.92 |
1,086.46 |
9.54 |
0.9% |
1,076.32 |
Range |
19.16 |
23.03 |
3.87 |
20.2% |
46.37 |
ATR |
15.51 |
16.05 |
0.54 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.11 |
1,140.82 |
1,099.13 |
|
R3 |
1,126.08 |
1,117.79 |
1,092.79 |
|
R2 |
1,103.05 |
1,103.05 |
1,090.68 |
|
R1 |
1,094.76 |
1,094.76 |
1,088.57 |
1,098.91 |
PP |
1,080.02 |
1,080.02 |
1,080.02 |
1,082.10 |
S1 |
1,071.73 |
1,071.73 |
1,084.35 |
1,075.88 |
S2 |
1,056.99 |
1,056.99 |
1,082.24 |
|
S3 |
1,033.96 |
1,048.70 |
1,080.13 |
|
S4 |
1,010.93 |
1,025.67 |
1,073.79 |
|
|
Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.88 |
1,199.97 |
1,101.82 |
|
R3 |
1,184.51 |
1,153.60 |
1,089.07 |
|
R2 |
1,138.14 |
1,138.14 |
1,084.82 |
|
R1 |
1,107.23 |
1,107.23 |
1,080.57 |
1,099.50 |
PP |
1,091.77 |
1,091.77 |
1,091.77 |
1,087.91 |
S1 |
1,060.86 |
1,060.86 |
1,072.07 |
1,053.13 |
S2 |
1,045.40 |
1,045.40 |
1,067.82 |
|
S3 |
999.03 |
1,014.49 |
1,063.57 |
|
S4 |
952.66 |
968.12 |
1,050.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,096.77 |
1,063.46 |
33.31 |
3.1% |
17.51 |
1.6% |
69% |
False |
False |
|
10 |
1,130.49 |
1,063.46 |
67.03 |
6.2% |
16.02 |
1.5% |
34% |
False |
False |
|
20 |
1,133.31 |
1,063.46 |
69.85 |
6.4% |
15.47 |
1.4% |
33% |
False |
False |
|
40 |
1,173.94 |
1,063.46 |
110.48 |
10.2% |
14.51 |
1.3% |
21% |
False |
False |
|
60 |
1,173.94 |
1,063.46 |
110.48 |
10.2% |
15.44 |
1.4% |
21% |
False |
False |
|
80 |
1,176.97 |
1,063.46 |
113.51 |
10.4% |
15.53 |
1.4% |
20% |
False |
False |
|
100 |
1,176.97 |
1,063.46 |
113.51 |
10.4% |
14.94 |
1.4% |
20% |
False |
False |
|
120 |
1,176.97 |
1,063.46 |
113.51 |
10.4% |
15.02 |
1.4% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.20 |
2.618 |
1,148.61 |
1.618 |
1,125.58 |
1.000 |
1,111.35 |
0.618 |
1,102.55 |
HIGH |
1,088.32 |
0.618 |
1,079.52 |
0.500 |
1,076.81 |
0.382 |
1,074.09 |
LOW |
1,065.29 |
0.618 |
1,051.06 |
1.000 |
1,042.26 |
1.618 |
1,028.03 |
2.618 |
1,005.00 |
4.250 |
967.41 |
|
|
Fisher Pivots for day following 01-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,083.24 |
1,082.94 |
PP |
1,080.02 |
1,079.41 |
S1 |
1,076.81 |
1,075.89 |
|