Trading Metrics calculated at close of trading on 24-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2001 |
24-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,881.52 |
1,809.47 |
-72.05 |
-3.8% |
1,682.17 |
High |
1,881.54 |
1,860.08 |
-21.46 |
-1.1% |
1,981.90 |
Low |
1,802.82 |
1,756.30 |
-46.52 |
-2.6% |
1,603.99 |
Close |
1,811.89 |
1,762.21 |
-49.68 |
-2.7% |
1,933.57 |
Range |
78.72 |
103.78 |
25.06 |
31.8% |
377.91 |
ATR |
111.08 |
110.56 |
-0.52 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.20 |
2,036.99 |
1,819.29 |
|
R3 |
2,000.42 |
1,933.21 |
1,790.75 |
|
R2 |
1,896.64 |
1,896.64 |
1,781.24 |
|
R1 |
1,829.43 |
1,829.43 |
1,771.72 |
1,811.15 |
PP |
1,792.86 |
1,792.86 |
1,792.86 |
1,783.72 |
S1 |
1,725.65 |
1,725.65 |
1,752.70 |
1,707.37 |
S2 |
1,689.08 |
1,689.08 |
1,743.18 |
|
S3 |
1,585.30 |
1,621.87 |
1,733.67 |
|
S4 |
1,481.52 |
1,518.09 |
1,705.13 |
|
|
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 |
1,739.16 |
242.74 |
13.8% |
108.06 |
6.1% |
9% |
False |
False |
|
10 |
1,981.90 |
1,515.58 |
466.32 |
26.5% |
99.39 |
5.6% |
53% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
35.9% |
90.61 |
5.1% |
65% |
False |
False |
|
40 |
2,081.79 |
1,348.52 |
733.27 |
41.6% |
91.98 |
5.2% |
56% |
False |
False |
|
60 |
2,718.51 |
1,348.52 |
1,369.99 |
77.7% |
96.27 |
5.5% |
30% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
80.8% |
108.14 |
6.1% |
29% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
93.2% |
116.40 |
6.6% |
25% |
False |
False |
|
120 |
3,369.47 |
1,348.52 |
2,020.95 |
114.7% |
119.51 |
6.8% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,301.15 |
2.618 |
2,131.78 |
1.618 |
2,028.00 |
1.000 |
1,963.86 |
0.618 |
1,924.22 |
HIGH |
1,860.08 |
0.618 |
1,820.44 |
0.500 |
1,808.19 |
0.382 |
1,795.94 |
LOW |
1,756.30 |
0.618 |
1,692.16 |
1.000 |
1,652.52 |
1.618 |
1,588.38 |
2.618 |
1,484.60 |
4.250 |
1,315.24 |
|
|
Fisher Pivots for day following 24-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,808.19 |
1,869.10 |
PP |
1,792.86 |
1,833.47 |
S1 |
1,777.54 |
1,797.84 |
|