Trading Metrics calculated at close of trading on 04-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2001 |
04-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,487.87 |
1,392.03 |
-95.84 |
-6.4% |
1,735.53 |
High |
1,493.11 |
1,435.36 |
-57.75 |
-3.9% |
1,751.14 |
Low |
1,390.10 |
1,348.52 |
-41.58 |
-3.0% |
1,530.14 |
Close |
1,399.05 |
1,370.75 |
-28.30 |
-2.0% |
1,573.25 |
Range |
103.01 |
86.84 |
-16.17 |
-15.7% |
221.00 |
ATR |
103.70 |
102.50 |
-1.20 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.40 |
1,594.91 |
1,418.51 |
|
R3 |
1,558.56 |
1,508.07 |
1,394.63 |
|
R2 |
1,471.72 |
1,471.72 |
1,386.67 |
|
R1 |
1,421.23 |
1,421.23 |
1,378.71 |
1,403.06 |
PP |
1,384.88 |
1,384.88 |
1,384.88 |
1,375.79 |
S1 |
1,334.39 |
1,334.39 |
1,362.79 |
1,316.22 |
S2 |
1,298.04 |
1,298.04 |
1,354.83 |
|
S3 |
1,211.20 |
1,247.55 |
1,346.87 |
|
S4 |
1,124.36 |
1,160.71 |
1,322.99 |
|
|
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 |
1,626.88 |
1,348.52 |
278.36 |
20.3% |
87.83 |
6.4% |
8% |
False |
True |
|
10 |
1,754.65 |
1,348.52 |
406.13 |
29.6% |
89.09 |
6.5% |
5% |
False |
True |
|
20 |
1,993.50 |
1,348.52 |
644.98 |
47.1% |
91.39 |
6.7% |
3% |
False |
True |
|
40 |
2,464.19 |
1,348.52 |
1,115.67 |
81.4% |
97.80 |
7.1% |
2% |
False |
True |
|
60 |
2,771.63 |
1,348.52 |
1,423.11 |
103.8% |
101.02 |
7.4% |
2% |
False |
True |
|
80 |
2,990.83 |
1,348.52 |
1,642.31 |
119.8% |
116.60 |
8.5% |
1% |
False |
True |
|
100 |
3,128.37 |
1,348.52 |
1,779.85 |
129.8% |
122.63 |
8.9% |
1% |
False |
True |
|
120 |
3,514.96 |
1,348.52 |
2,166.44 |
158.0% |
128.86 |
9.4% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.43 |
2.618 |
1,662.71 |
1.618 |
1,575.87 |
1.000 |
1,522.20 |
0.618 |
1,489.03 |
HIGH |
1,435.36 |
0.618 |
1,402.19 |
0.500 |
1,391.94 |
0.382 |
1,381.69 |
LOW |
1,348.52 |
0.618 |
1,294.85 |
1.000 |
1,261.68 |
1.618 |
1,208.01 |
2.618 |
1,121.17 |
4.250 |
979.45 |
|
|
Fisher Pivots for day following 04-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,391.94 |
1,471.44 |
PP |
1,384.88 |
1,437.88 |
S1 |
1,377.81 |
1,404.31 |
|