Trading Metrics calculated at close of trading on 02-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2001 |
02-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,854.67 |
1,958.17 |
103.50 |
5.6% |
1,881.52 |
High |
1,919.45 |
1,980.13 |
60.68 |
3.2% |
1,881.54 |
Low |
1,822.86 |
1,916.73 |
93.87 |
5.1% |
1,743.45 |
Close |
1,919.01 |
1,962.42 |
43.41 |
2.3% |
1,810.47 |
Range |
96.59 |
63.40 |
-33.19 |
-34.4% |
138.09 |
ATR |
102.33 |
99.55 |
-2.78 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.29 |
2,116.26 |
1,997.29 |
|
R3 |
2,079.89 |
2,052.86 |
1,979.86 |
|
R2 |
2,016.49 |
2,016.49 |
1,974.04 |
|
R1 |
1,989.46 |
1,989.46 |
1,968.23 |
2,002.98 |
PP |
1,953.09 |
1,953.09 |
1,953.09 |
1,959.85 |
S1 |
1,926.06 |
1,926.06 |
1,956.61 |
1,939.58 |
S2 |
1,889.69 |
1,889.69 |
1,950.80 |
|
S3 |
1,826.29 |
1,862.66 |
1,944.99 |
|
S4 |
1,762.89 |
1,799.26 |
1,927.55 |
|
|
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 |
1,980.13 |
1,761.67 |
218.46 |
11.1% |
73.78 |
3.8% |
92% |
True |
False |
|
10 |
1,981.90 |
1,743.45 |
238.45 |
12.2% |
83.69 |
4.3% |
92% |
False |
False |
|
20 |
1,981.90 |
1,348.52 |
633.38 |
32.3% |
86.81 |
4.4% |
97% |
False |
False |
|
40 |
2,018.94 |
1,348.52 |
670.42 |
34.2% |
88.25 |
4.5% |
92% |
False |
False |
|
60 |
2,531.05 |
1,348.52 |
1,182.53 |
60.3% |
93.93 |
4.8% |
52% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
72.5% |
98.03 |
5.0% |
43% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
83.7% |
110.90 |
5.7% |
37% |
False |
False |
|
120 |
3,296.30 |
1,348.52 |
1,947.78 |
99.3% |
117.92 |
6.0% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,249.58 |
2.618 |
2,146.11 |
1.618 |
2,082.71 |
1.000 |
2,043.53 |
0.618 |
2,019.31 |
HIGH |
1,980.13 |
0.618 |
1,955.91 |
0.500 |
1,948.43 |
0.382 |
1,940.95 |
LOW |
1,916.73 |
0.618 |
1,877.55 |
1.000 |
1,853.33 |
1.618 |
1,814.15 |
2.618 |
1,750.75 |
4.250 |
1,647.28 |
|
|
Fisher Pivots for day following 02-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,957.76 |
1,942.11 |
PP |
1,953.09 |
1,921.80 |
S1 |
1,948.43 |
1,901.50 |
|