| Trading Metrics calculated at close of trading on 11-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2001 |
11-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,515.58 |
1,694.60 |
179.02 |
11.8% |
1,569.66 |
| High |
1,620.74 |
1,703.89 |
83.15 |
5.1% |
1,594.36 |
| Low |
1,515.58 |
1,624.80 |
109.22 |
7.2% |
1,348.52 |
| Close |
1,597.87 |
1,647.36 |
49.49 |
3.1% |
1,448.16 |
| Range |
105.16 |
79.09 |
-26.07 |
-24.8% |
245.84 |
| ATR |
104.39 |
104.50 |
0.12 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.95 |
1,850.75 |
1,690.86 |
|
| R3 |
1,816.86 |
1,771.66 |
1,669.11 |
|
| R2 |
1,737.77 |
1,737.77 |
1,661.86 |
|
| R1 |
1,692.57 |
1,692.57 |
1,654.61 |
1,675.63 |
| PP |
1,658.68 |
1,658.68 |
1,658.68 |
1,650.21 |
| S1 |
1,613.48 |
1,613.48 |
1,640.11 |
1,596.54 |
| S2 |
1,579.59 |
1,579.59 |
1,632.86 |
|
| S3 |
1,500.50 |
1,534.39 |
1,625.61 |
|
| S4 |
1,421.41 |
1,455.30 |
1,603.86 |
|
|
| Weekly Pivots for week ending 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.20 |
2,070.52 |
1,583.37 |
|
| R3 |
1,955.36 |
1,824.68 |
1,515.77 |
|
| R2 |
1,709.52 |
1,709.52 |
1,493.23 |
|
| R1 |
1,578.84 |
1,578.84 |
1,470.70 |
1,521.26 |
| PP |
1,463.68 |
1,463.68 |
1,463.68 |
1,434.89 |
| S1 |
1,333.00 |
1,333.00 |
1,425.62 |
1,275.42 |
| S2 |
1,217.84 |
1,217.84 |
1,403.09 |
|
| S3 |
972.00 |
1,087.16 |
1,380.55 |
|
| S4 |
726.16 |
841.32 |
1,312.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,703.89 |
1,425.89 |
278.00 |
16.9% |
77.88 |
4.7% |
80% |
True |
False |
|
| 10 |
1,703.89 |
1,348.52 |
355.37 |
21.6% |
82.85 |
5.0% |
84% |
True |
False |
|
| 20 |
1,813.68 |
1,348.52 |
465.16 |
28.2% |
88.87 |
5.4% |
64% |
False |
False |
|
| 40 |
2,423.65 |
1,348.52 |
1,075.13 |
65.3% |
93.75 |
5.7% |
28% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
86.4% |
96.81 |
5.9% |
21% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
86.4% |
112.70 |
6.8% |
21% |
False |
False |
|
| 100 |
3,082.42 |
1,348.52 |
1,733.90 |
105.3% |
119.02 |
7.2% |
17% |
False |
False |
|
| 120 |
3,514.96 |
1,348.52 |
2,166.44 |
131.5% |
123.55 |
7.5% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,040.02 |
|
2.618 |
1,910.95 |
|
1.618 |
1,831.86 |
|
1.000 |
1,782.98 |
|
0.618 |
1,752.77 |
|
HIGH |
1,703.89 |
|
0.618 |
1,673.68 |
|
0.500 |
1,664.35 |
|
0.382 |
1,655.01 |
|
LOW |
1,624.80 |
|
0.618 |
1,575.92 |
|
1.000 |
1,545.71 |
|
1.618 |
1,496.83 |
|
2.618 |
1,417.74 |
|
4.250 |
1,288.67 |
|
|
| Fisher Pivots for day following 11-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.35 |
1,621.86 |
| PP |
1,658.68 |
1,596.37 |
| S1 |
1,653.02 |
1,570.87 |
|