Trading Metrics calculated at close of trading on 01-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2001 |
01-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,855.90 |
1,854.67 |
-1.23 |
-0.1% |
1,881.52 |
High |
1,906.90 |
1,919.45 |
12.55 |
0.7% |
1,881.54 |
Low |
1,826.12 |
1,822.86 |
-3.26 |
-0.2% |
1,743.45 |
Close |
1,855.15 |
1,919.01 |
63.86 |
3.4% |
1,810.47 |
Range |
80.78 |
96.59 |
15.81 |
19.6% |
138.09 |
ATR |
102.77 |
102.33 |
-0.44 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,176.88 |
2,144.53 |
1,972.13 |
|
R3 |
2,080.29 |
2,047.94 |
1,945.57 |
|
R2 |
1,983.70 |
1,983.70 |
1,936.72 |
|
R1 |
1,951.35 |
1,951.35 |
1,927.86 |
1,967.53 |
PP |
1,887.11 |
1,887.11 |
1,887.11 |
1,895.19 |
S1 |
1,854.76 |
1,854.76 |
1,910.16 |
1,870.94 |
S2 |
1,790.52 |
1,790.52 |
1,901.30 |
|
S3 |
1,693.93 |
1,758.17 |
1,892.45 |
|
S4 |
1,597.34 |
1,661.58 |
1,865.89 |
|
|
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 |
1,919.45 |
1,743.45 |
176.00 |
9.2% |
77.39 |
4.0% |
100% |
True |
False |
|
10 |
1,981.90 |
1,739.16 |
242.74 |
12.6% |
92.72 |
4.8% |
74% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
33.0% |
88.79 |
4.6% |
90% |
False |
False |
|
40 |
2,029.01 |
1,348.52 |
680.49 |
35.5% |
88.05 |
4.6% |
84% |
False |
False |
|
60 |
2,531.05 |
1,348.52 |
1,182.53 |
61.6% |
94.11 |
4.9% |
48% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
74.2% |
99.88 |
5.2% |
40% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
85.6% |
111.96 |
5.8% |
35% |
False |
False |
|
120 |
3,304.38 |
1,348.52 |
1,955.86 |
101.9% |
118.12 |
6.2% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,329.96 |
2.618 |
2,172.32 |
1.618 |
2,075.73 |
1.000 |
2,016.04 |
0.618 |
1,979.14 |
HIGH |
1,919.45 |
0.618 |
1,882.55 |
0.500 |
1,871.16 |
0.382 |
1,859.76 |
LOW |
1,822.86 |
0.618 |
1,763.17 |
1.000 |
1,726.27 |
1.618 |
1,666.58 |
2.618 |
1,569.99 |
4.250 |
1,412.35 |
|
|
Fisher Pivots for day following 01-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,903.06 |
1,895.45 |
PP |
1,887.11 |
1,871.88 |
S1 |
1,871.16 |
1,848.32 |
|