Trading Metrics calculated at close of trading on 17-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2001 |
17-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,682.17 |
1,605.54 |
-76.63 |
-4.6% |
1,472.81 |
High |
1,700.39 |
1,694.22 |
-6.17 |
-0.4% |
1,714.69 |
Low |
1,630.31 |
1,603.99 |
-26.32 |
-1.6% |
1,437.85 |
Close |
1,650.21 |
1,671.51 |
21.30 |
1.3% |
1,714.29 |
Range |
70.08 |
90.23 |
20.15 |
28.8% |
276.84 |
ATR |
103.34 |
102.40 |
-0.94 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.26 |
1,889.62 |
1,721.14 |
|
R3 |
1,837.03 |
1,799.39 |
1,696.32 |
|
R2 |
1,746.80 |
1,746.80 |
1,688.05 |
|
R1 |
1,709.16 |
1,709.16 |
1,679.78 |
1,727.98 |
PP |
1,656.57 |
1,656.57 |
1,656.57 |
1,665.99 |
S1 |
1,618.93 |
1,618.93 |
1,663.24 |
1,637.75 |
S2 |
1,566.34 |
1,566.34 |
1,654.97 |
|
S3 |
1,476.11 |
1,528.70 |
1,646.70 |
|
S4 |
1,385.88 |
1,438.47 |
1,621.88 |
|
|
Weekly Pivots for week ending 13-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,452.80 |
2,360.38 |
1,866.55 |
|
R3 |
2,175.96 |
2,083.54 |
1,790.42 |
|
R2 |
1,899.12 |
1,899.12 |
1,765.04 |
|
R1 |
1,806.70 |
1,806.70 |
1,739.67 |
1,852.91 |
PP |
1,622.28 |
1,622.28 |
1,622.28 |
1,645.38 |
S1 |
1,529.86 |
1,529.86 |
1,688.91 |
1,576.07 |
S2 |
1,345.44 |
1,345.44 |
1,663.54 |
|
S3 |
1,068.60 |
1,253.02 |
1,638.16 |
|
S4 |
791.76 |
976.18 |
1,562.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,714.69 |
1,515.58 |
199.11 |
11.9% |
90.73 |
5.4% |
78% |
False |
False |
|
10 |
1,714.69 |
1,348.52 |
366.17 |
21.9% |
84.86 |
5.1% |
88% |
False |
False |
|
20 |
1,754.65 |
1,348.52 |
406.13 |
24.3% |
88.22 |
5.3% |
80% |
False |
False |
|
40 |
2,235.74 |
1,348.52 |
887.22 |
53.1% |
93.47 |
5.6% |
36% |
False |
False |
|
60 |
2,771.63 |
1,348.52 |
1,423.11 |
85.1% |
95.71 |
5.7% |
23% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
85.1% |
110.09 |
6.6% |
23% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
98.3% |
117.58 |
7.0% |
20% |
False |
False |
|
120 |
3,481.31 |
1,348.52 |
2,132.79 |
127.6% |
122.55 |
7.3% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.70 |
2.618 |
1,930.44 |
1.618 |
1,840.21 |
1.000 |
1,784.45 |
0.618 |
1,749.98 |
HIGH |
1,694.22 |
0.618 |
1,659.75 |
0.500 |
1,649.11 |
0.382 |
1,638.46 |
LOW |
1,603.99 |
0.618 |
1,548.23 |
1.000 |
1,513.76 |
1.618 |
1,458.00 |
2.618 |
1,367.77 |
4.250 |
1,220.51 |
|
|
Fisher Pivots for day following 17-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,664.04 |
1,667.45 |
PP |
1,656.57 |
1,663.40 |
S1 |
1,649.11 |
1,659.34 |
|