| Trading Metrics calculated at close of trading on 05-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2001 |
05-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,392.03 |
1,452.04 |
60.01 |
4.3% |
1,735.53 |
| High |
1,435.36 |
1,521.76 |
86.40 |
6.0% |
1,751.14 |
| Low |
1,348.52 |
1,434.01 |
85.49 |
6.3% |
1,530.14 |
| Close |
1,370.75 |
1,519.05 |
148.30 |
10.8% |
1,573.25 |
| Range |
86.84 |
87.75 |
0.91 |
1.0% |
221.00 |
| ATR |
102.50 |
105.96 |
3.47 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,754.86 |
1,724.70 |
1,567.31 |
|
| R3 |
1,667.11 |
1,636.95 |
1,543.18 |
|
| R2 |
1,579.36 |
1,579.36 |
1,535.14 |
|
| R1 |
1,549.20 |
1,549.20 |
1,527.09 |
1,564.28 |
| PP |
1,491.61 |
1,491.61 |
1,491.61 |
1,499.15 |
| S1 |
1,461.45 |
1,461.45 |
1,511.01 |
1,476.53 |
| S2 |
1,403.86 |
1,403.86 |
1,502.96 |
|
| S3 |
1,316.11 |
1,373.70 |
1,494.92 |
|
| S4 |
1,228.36 |
1,285.95 |
1,470.79 |
|
|
| 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 |
1,600.88 |
1,348.52 |
252.36 |
16.6% |
88.68 |
5.8% |
68% |
False |
False |
|
| 10 |
1,754.65 |
1,348.52 |
406.13 |
26.7% |
85.78 |
5.6% |
42% |
False |
False |
|
| 20 |
1,892.79 |
1,348.52 |
544.27 |
35.8% |
92.76 |
6.1% |
31% |
False |
False |
|
| 40 |
2,464.19 |
1,348.52 |
1,115.67 |
73.4% |
97.57 |
6.4% |
15% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
93.7% |
100.98 |
6.6% |
12% |
False |
False |
|
| 80 |
2,990.83 |
1,348.52 |
1,642.31 |
108.1% |
116.29 |
7.7% |
10% |
False |
False |
|
| 100 |
3,128.37 |
1,348.52 |
1,779.85 |
117.2% |
121.93 |
8.0% |
10% |
False |
False |
|
| 120 |
3,514.96 |
1,348.52 |
2,166.44 |
142.6% |
128.06 |
8.4% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,894.70 |
|
2.618 |
1,751.49 |
|
1.618 |
1,663.74 |
|
1.000 |
1,609.51 |
|
0.618 |
1,575.99 |
|
HIGH |
1,521.76 |
|
0.618 |
1,488.24 |
|
0.500 |
1,477.89 |
|
0.382 |
1,467.53 |
|
LOW |
1,434.01 |
|
0.618 |
1,379.78 |
|
1.000 |
1,346.26 |
|
1.618 |
1,292.03 |
|
2.618 |
1,204.28 |
|
4.250 |
1,061.07 |
|
|
| Fisher Pivots for day following 05-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,505.33 |
1,491.08 |
| PP |
1,491.61 |
1,463.11 |
| S1 |
1,477.89 |
1,435.14 |
|