Trading Metrics calculated at close of trading on 20-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2001 |
20-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,854.20 |
1,933.61 |
79.41 |
4.3% |
1,682.17 |
High |
1,953.57 |
1,981.90 |
28.33 |
1.5% |
1,981.90 |
Low |
1,829.98 |
1,901.40 |
71.42 |
3.9% |
1,603.99 |
Close |
1,953.28 |
1,933.57 |
-19.71 |
-1.0% |
1,933.57 |
Range |
123.59 |
80.50 |
-43.09 |
-34.9% |
377.91 |
ATR |
111.81 |
109.57 |
-2.24 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,180.46 |
2,137.51 |
1,977.85 |
|
R3 |
2,099.96 |
2,057.01 |
1,955.71 |
|
R2 |
2,019.46 |
2,019.46 |
1,948.33 |
|
R1 |
1,976.51 |
1,976.51 |
1,940.95 |
1,957.74 |
PP |
1,938.96 |
1,938.96 |
1,938.96 |
1,929.57 |
S1 |
1,896.01 |
1,896.01 |
1,926.19 |
1,877.24 |
S2 |
1,858.46 |
1,858.46 |
1,918.81 |
|
S3 |
1,777.96 |
1,815.51 |
1,911.43 |
|
S4 |
1,697.46 |
1,735.01 |
1,889.30 |
|
|
Weekly Pivots for week ending 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,973.55 |
2,831.47 |
2,141.42 |
|
R3 |
2,595.64 |
2,453.56 |
2,037.50 |
|
R2 |
2,217.73 |
2,217.73 |
2,002.85 |
|
R1 |
2,075.65 |
2,075.65 |
1,968.21 |
2,146.69 |
PP |
1,839.82 |
1,839.82 |
1,839.82 |
1,875.34 |
S1 |
1,697.74 |
1,697.74 |
1,898.93 |
1,768.78 |
S2 |
1,461.91 |
1,461.91 |
1,864.29 |
|
S3 |
1,084.00 |
1,319.83 |
1,829.64 |
|
S4 |
706.09 |
941.92 |
1,725.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.90 |
1,603.99 |
377.91 |
19.5% |
103.62 |
5.4% |
87% |
True |
False |
|
10 |
1,981.90 |
1,425.89 |
556.01 |
28.8% |
92.88 |
4.8% |
91% |
True |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
32.8% |
89.33 |
4.6% |
92% |
True |
False |
|
40 |
2,103.63 |
1,348.52 |
755.11 |
39.1% |
92.66 |
4.8% |
77% |
False |
False |
|
60 |
2,718.51 |
1,348.52 |
1,369.99 |
70.9% |
96.95 |
5.0% |
43% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
73.6% |
109.00 |
5.6% |
41% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
84.9% |
117.87 |
6.1% |
36% |
False |
False |
|
120 |
3,369.47 |
1,348.52 |
2,020.95 |
104.5% |
120.69 |
6.2% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,324.03 |
2.618 |
2,192.65 |
1.618 |
2,112.15 |
1.000 |
2,062.40 |
0.618 |
2,031.65 |
HIGH |
1,981.90 |
0.618 |
1,951.15 |
0.500 |
1,941.65 |
0.382 |
1,932.15 |
LOW |
1,901.40 |
0.618 |
1,851.65 |
1.000 |
1,820.90 |
1.618 |
1,771.15 |
2.618 |
1,690.65 |
4.250 |
1,559.28 |
|
|
Fisher Pivots for day following 20-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,941.65 |
1,909.22 |
PP |
1,938.96 |
1,884.88 |
S1 |
1,936.26 |
1,860.53 |
|