Trading Metrics calculated at close of trading on 30-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2001 |
30-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
1,808.92 |
1,855.90 |
46.98 |
2.6% |
1,881.52 |
High |
1,822.44 |
1,906.90 |
84.46 |
4.6% |
1,881.54 |
Low |
1,777.19 |
1,826.12 |
48.93 |
2.8% |
1,743.45 |
Close |
1,810.47 |
1,855.15 |
44.68 |
2.5% |
1,810.47 |
Range |
45.25 |
80.78 |
35.53 |
78.5% |
138.09 |
ATR |
103.26 |
102.77 |
-0.49 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,105.06 |
2,060.89 |
1,899.58 |
|
R3 |
2,024.28 |
1,980.11 |
1,877.36 |
|
R2 |
1,943.50 |
1,943.50 |
1,869.96 |
|
R1 |
1,899.33 |
1,899.33 |
1,862.55 |
1,881.03 |
PP |
1,862.72 |
1,862.72 |
1,862.72 |
1,853.57 |
S1 |
1,818.55 |
1,818.55 |
1,847.75 |
1,800.25 |
S2 |
1,781.94 |
1,781.94 |
1,840.34 |
|
S3 |
1,701.16 |
1,737.77 |
1,832.94 |
|
S4 |
1,620.38 |
1,656.99 |
1,810.72 |
|
|
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 |
1,906.90 |
1,743.45 |
163.45 |
8.8% |
78.83 |
4.2% |
68% |
True |
False |
|
10 |
1,981.90 |
1,603.99 |
377.91 |
20.4% |
92.09 |
5.0% |
66% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
34.1% |
88.72 |
4.8% |
80% |
False |
False |
|
40 |
2,029.01 |
1,348.52 |
680.49 |
36.7% |
86.73 |
4.7% |
74% |
False |
False |
|
60 |
2,616.40 |
1,348.52 |
1,267.88 |
68.3% |
94.91 |
5.1% |
40% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
76.7% |
100.11 |
5.4% |
36% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
88.5% |
113.19 |
6.1% |
31% |
False |
False |
|
120 |
3,369.47 |
1,348.52 |
2,020.95 |
108.9% |
118.01 |
6.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,250.22 |
2.618 |
2,118.38 |
1.618 |
2,037.60 |
1.000 |
1,987.68 |
0.618 |
1,956.82 |
HIGH |
1,906.90 |
0.618 |
1,876.04 |
0.500 |
1,866.51 |
0.382 |
1,856.98 |
LOW |
1,826.12 |
0.618 |
1,776.20 |
1.000 |
1,745.34 |
1.618 |
1,695.42 |
2.618 |
1,614.64 |
4.250 |
1,482.81 |
|
|
Fisher Pivots for day following 30-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
1,866.51 |
1,848.20 |
PP |
1,862.72 |
1,841.24 |
S1 |
1,858.94 |
1,834.29 |
|