Trading Metrics calculated at close of trading on 27-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2001 |
27-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,839.40 |
1,808.92 |
-30.48 |
-1.7% |
1,881.52 |
High |
1,844.57 |
1,822.44 |
-22.13 |
-1.2% |
1,881.54 |
Low |
1,761.67 |
1,777.19 |
15.52 |
0.9% |
1,743.45 |
Close |
1,763.33 |
1,810.47 |
47.14 |
2.7% |
1,810.47 |
Range |
82.90 |
45.25 |
-37.65 |
-45.4% |
138.09 |
ATR |
106.65 |
103.26 |
-3.40 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.12 |
1,920.04 |
1,835.36 |
|
R3 |
1,893.87 |
1,874.79 |
1,822.91 |
|
R2 |
1,848.62 |
1,848.62 |
1,818.77 |
|
R1 |
1,829.54 |
1,829.54 |
1,814.62 |
1,839.08 |
PP |
1,803.37 |
1,803.37 |
1,803.37 |
1,808.14 |
S1 |
1,784.29 |
1,784.29 |
1,806.32 |
1,793.83 |
S2 |
1,758.12 |
1,758.12 |
1,802.17 |
|
S3 |
1,712.87 |
1,739.04 |
1,798.03 |
|
S4 |
1,667.62 |
1,693.79 |
1,785.58 |
|
|
Weekly Pivots for week ending 27-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,226.09 |
2,156.37 |
1,886.42 |
|
R3 |
2,088.00 |
2,018.28 |
1,848.44 |
|
R2 |
1,949.91 |
1,949.91 |
1,835.79 |
|
R1 |
1,880.19 |
1,880.19 |
1,823.13 |
1,846.01 |
PP |
1,811.82 |
1,811.82 |
1,811.82 |
1,794.73 |
S1 |
1,742.10 |
1,742.10 |
1,797.81 |
1,707.92 |
S2 |
1,673.73 |
1,673.73 |
1,785.15 |
|
S3 |
1,535.64 |
1,604.01 |
1,772.50 |
|
S4 |
1,397.55 |
1,465.92 |
1,734.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.54 |
1,743.45 |
138.09 |
7.6% |
78.42 |
4.3% |
49% |
False |
False |
|
10 |
1,981.90 |
1,603.99 |
377.91 |
20.9% |
91.02 |
5.0% |
55% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
35.0% |
88.21 |
4.9% |
73% |
False |
False |
|
40 |
2,029.01 |
1,348.52 |
680.49 |
37.6% |
87.77 |
4.8% |
68% |
False |
False |
|
60 |
2,627.39 |
1,348.52 |
1,278.87 |
70.6% |
94.77 |
5.2% |
36% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
78.6% |
104.64 |
5.8% |
32% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
90.7% |
113.77 |
6.3% |
28% |
False |
False |
|
120 |
3,369.47 |
1,348.52 |
2,020.95 |
111.6% |
118.04 |
6.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.75 |
2.618 |
1,940.90 |
1.618 |
1,895.65 |
1.000 |
1,867.69 |
0.618 |
1,850.40 |
HIGH |
1,822.44 |
0.618 |
1,805.15 |
0.500 |
1,799.82 |
0.382 |
1,794.48 |
LOW |
1,777.19 |
0.618 |
1,749.23 |
1.000 |
1,731.94 |
1.618 |
1,703.98 |
2.618 |
1,658.73 |
4.250 |
1,584.88 |
|
|
Fisher Pivots for day following 27-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,806.92 |
1,804.98 |
PP |
1,803.37 |
1,799.50 |
S1 |
1,799.82 |
1,794.01 |
|