Trading Metrics calculated at close of trading on 03-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2001 |
03-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,958.17 |
1,913.93 |
-44.24 |
-2.3% |
1,881.52 |
High |
1,980.13 |
1,919.62 |
-60.51 |
-3.1% |
1,881.54 |
Low |
1,916.73 |
1,853.84 |
-62.89 |
-3.3% |
1,743.45 |
Close |
1,962.42 |
1,877.80 |
-84.62 |
-4.3% |
1,810.47 |
Range |
63.40 |
65.78 |
2.38 |
3.8% |
138.09 |
ATR |
99.55 |
100.19 |
0.65 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.09 |
2,045.23 |
1,913.98 |
|
R3 |
2,015.31 |
1,979.45 |
1,895.89 |
|
R2 |
1,949.53 |
1,949.53 |
1,889.86 |
|
R1 |
1,913.67 |
1,913.67 |
1,883.83 |
1,898.71 |
PP |
1,883.75 |
1,883.75 |
1,883.75 |
1,876.28 |
S1 |
1,847.89 |
1,847.89 |
1,871.77 |
1,832.93 |
S2 |
1,817.97 |
1,817.97 |
1,865.74 |
|
S3 |
1,752.19 |
1,782.11 |
1,859.71 |
|
S4 |
1,686.41 |
1,716.33 |
1,841.62 |
|
|
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 |
1,777.19 |
202.94 |
10.8% |
70.36 |
3.7% |
50% |
False |
False |
|
10 |
1,981.90 |
1,743.45 |
238.45 |
12.7% |
77.91 |
4.1% |
56% |
False |
False |
|
20 |
1,981.90 |
1,425.89 |
556.01 |
29.6% |
85.76 |
4.6% |
81% |
False |
False |
|
40 |
1,993.50 |
1,348.52 |
644.98 |
34.3% |
88.57 |
4.7% |
82% |
False |
False |
|
60 |
2,464.19 |
1,348.52 |
1,115.67 |
59.4% |
93.79 |
5.0% |
47% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
75.8% |
97.21 |
5.2% |
37% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
87.5% |
110.43 |
5.9% |
32% |
False |
False |
|
120 |
3,128.37 |
1,348.52 |
1,779.85 |
94.8% |
116.49 |
6.2% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,199.19 |
2.618 |
2,091.83 |
1.618 |
2,026.05 |
1.000 |
1,985.40 |
0.618 |
1,960.27 |
HIGH |
1,919.62 |
0.618 |
1,894.49 |
0.500 |
1,886.73 |
0.382 |
1,878.97 |
LOW |
1,853.84 |
0.618 |
1,813.19 |
1.000 |
1,788.06 |
1.618 |
1,747.41 |
2.618 |
1,681.63 |
4.250 |
1,574.28 |
|
|
Fisher Pivots for day following 03-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,886.73 |
1,901.50 |
PP |
1,883.75 |
1,893.60 |
S1 |
1,880.78 |
1,885.70 |
|