Trading Metrics calculated at close of trading on 25-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2001 |
25-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,809.47 |
1,758.07 |
-51.40 |
-2.8% |
1,682.17 |
High |
1,860.08 |
1,824.88 |
-35.20 |
-1.9% |
1,981.90 |
Low |
1,756.30 |
1,743.45 |
-12.85 |
-0.7% |
1,603.99 |
Close |
1,762.21 |
1,814.33 |
52.12 |
3.0% |
1,933.57 |
Range |
103.78 |
81.43 |
-22.35 |
-21.5% |
377.91 |
ATR |
110.56 |
108.48 |
-2.08 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.51 |
2,007.85 |
1,859.12 |
|
R3 |
1,957.08 |
1,926.42 |
1,836.72 |
|
R2 |
1,875.65 |
1,875.65 |
1,829.26 |
|
R1 |
1,844.99 |
1,844.99 |
1,821.79 |
1,860.32 |
PP |
1,794.22 |
1,794.22 |
1,794.22 |
1,801.89 |
S1 |
1,763.56 |
1,763.56 |
1,806.87 |
1,778.89 |
S2 |
1,712.79 |
1,712.79 |
1,799.40 |
|
S3 |
1,631.36 |
1,682.13 |
1,791.94 |
|
S4 |
1,549.93 |
1,600.70 |
1,769.54 |
|
|
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 |
1,743.45 |
238.45 |
13.1% |
93.60 |
5.2% |
30% |
False |
True |
|
10 |
1,981.90 |
1,603.99 |
377.91 |
20.8% |
97.02 |
5.3% |
56% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
34.9% |
90.36 |
5.0% |
74% |
False |
False |
|
40 |
2,029.01 |
1,348.52 |
680.49 |
37.5% |
91.06 |
5.0% |
68% |
False |
False |
|
60 |
2,718.51 |
1,348.52 |
1,369.99 |
75.5% |
95.66 |
5.3% |
34% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
78.4% |
108.09 |
6.0% |
33% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
90.5% |
115.71 |
6.4% |
28% |
False |
False |
|
120 |
3,369.47 |
1,348.52 |
2,020.95 |
111.4% |
118.65 |
6.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,170.96 |
2.618 |
2,038.06 |
1.618 |
1,956.63 |
1.000 |
1,906.31 |
0.618 |
1,875.20 |
HIGH |
1,824.88 |
0.618 |
1,793.77 |
0.500 |
1,784.17 |
0.382 |
1,774.56 |
LOW |
1,743.45 |
0.618 |
1,693.13 |
1.000 |
1,662.02 |
1.618 |
1,611.70 |
2.618 |
1,530.27 |
4.250 |
1,397.37 |
|
|
Fisher Pivots for day following 25-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,804.28 |
1,813.72 |
PP |
1,794.22 |
1,813.11 |
S1 |
1,784.17 |
1,812.50 |
|