Trading Metrics calculated at close of trading on 02-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2001 |
02-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,573.82 |
1,569.66 |
-4.16 |
-0.3% |
1,735.53 |
High |
1,600.88 |
1,594.36 |
-6.52 |
-0.4% |
1,751.14 |
Low |
1,530.14 |
1,499.30 |
-30.84 |
-2.0% |
1,530.14 |
Close |
1,573.25 |
1,516.58 |
-56.67 |
-3.6% |
1,573.25 |
Range |
70.74 |
95.06 |
24.32 |
34.4% |
221.00 |
ATR |
102.48 |
101.95 |
-0.53 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.93 |
1,764.31 |
1,568.86 |
|
R3 |
1,726.87 |
1,669.25 |
1,542.72 |
|
R2 |
1,631.81 |
1,631.81 |
1,534.01 |
|
R1 |
1,574.19 |
1,574.19 |
1,525.29 |
1,555.47 |
PP |
1,536.75 |
1,536.75 |
1,536.75 |
1,527.39 |
S1 |
1,479.13 |
1,479.13 |
1,507.87 |
1,460.41 |
S2 |
1,441.69 |
1,441.69 |
1,499.15 |
|
S3 |
1,346.63 |
1,384.07 |
1,490.44 |
|
S4 |
1,251.57 |
1,289.01 |
1,464.30 |
|
|
Weekly Pivots for week ending 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,281.18 |
2,148.21 |
1,694.80 |
|
R3 |
2,060.18 |
1,927.21 |
1,634.03 |
|
R2 |
1,839.18 |
1,839.18 |
1,613.77 |
|
R1 |
1,706.21 |
1,706.21 |
1,593.51 |
1,662.20 |
PP |
1,618.18 |
1,618.18 |
1,618.18 |
1,596.17 |
S1 |
1,485.21 |
1,485.21 |
1,552.99 |
1,441.20 |
S2 |
1,397.18 |
1,397.18 |
1,532.73 |
|
S3 |
1,176.18 |
1,264.21 |
1,512.48 |
|
S4 |
955.18 |
1,043.21 |
1,451.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.14 |
1,499.30 |
251.84 |
16.6% |
84.66 |
5.6% |
7% |
False |
True |
|
10 |
1,754.65 |
1,499.30 |
255.35 |
16.8% |
91.58 |
6.0% |
7% |
False |
True |
|
20 |
2,029.01 |
1,499.30 |
529.71 |
34.9% |
87.30 |
5.8% |
3% |
False |
True |
|
40 |
2,531.05 |
1,499.30 |
1,031.75 |
68.0% |
96.77 |
6.4% |
2% |
False |
True |
|
60 |
2,771.63 |
1,499.30 |
1,272.33 |
83.9% |
103.57 |
6.8% |
1% |
False |
True |
|
80 |
2,990.83 |
1,499.30 |
1,491.53 |
98.3% |
117.75 |
7.8% |
1% |
False |
True |
|
100 |
3,304.38 |
1,499.30 |
1,805.08 |
119.0% |
123.98 |
8.2% |
1% |
False |
True |
|
120 |
3,514.96 |
1,499.30 |
2,015.66 |
132.9% |
130.07 |
8.6% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,998.37 |
2.618 |
1,843.23 |
1.618 |
1,748.17 |
1.000 |
1,689.42 |
0.618 |
1,653.11 |
HIGH |
1,594.36 |
0.618 |
1,558.05 |
0.500 |
1,546.83 |
0.382 |
1,535.61 |
LOW |
1,499.30 |
0.618 |
1,440.55 |
1.000 |
1,404.24 |
1.618 |
1,345.49 |
2.618 |
1,250.43 |
4.250 |
1,095.30 |
|
|
Fisher Pivots for day following 02-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,546.83 |
1,563.09 |
PP |
1,536.75 |
1,547.59 |
S1 |
1,526.66 |
1,532.08 |
|