Trading Metrics calculated at close of trading on 04-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2001 |
04-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,913.93 |
1,820.57 |
-93.36 |
-4.9% |
1,855.90 |
High |
1,919.62 |
1,930.03 |
10.41 |
0.5% |
1,980.13 |
Low |
1,853.84 |
1,810.86 |
-42.98 |
-2.3% |
1,810.86 |
Close |
1,877.80 |
1,923.81 |
46.01 |
2.5% |
1,923.81 |
Range |
65.78 |
119.17 |
53.39 |
81.2% |
169.27 |
ATR |
100.19 |
101.55 |
1.36 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,245.74 |
2,203.95 |
1,989.35 |
|
R3 |
2,126.57 |
2,084.78 |
1,956.58 |
|
R2 |
2,007.40 |
2,007.40 |
1,945.66 |
|
R1 |
1,965.61 |
1,965.61 |
1,934.73 |
1,986.51 |
PP |
1,888.23 |
1,888.23 |
1,888.23 |
1,898.68 |
S1 |
1,846.44 |
1,846.44 |
1,912.89 |
1,867.34 |
S2 |
1,769.06 |
1,769.06 |
1,901.96 |
|
S3 |
1,649.89 |
1,727.27 |
1,891.04 |
|
S4 |
1,530.72 |
1,608.10 |
1,858.27 |
|
|
Weekly Pivots for week ending 04-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,412.74 |
2,337.55 |
2,016.91 |
|
R3 |
2,243.47 |
2,168.28 |
1,970.36 |
|
R2 |
2,074.20 |
2,074.20 |
1,954.84 |
|
R1 |
1,999.01 |
1,999.01 |
1,939.33 |
2,036.61 |
PP |
1,904.93 |
1,904.93 |
1,904.93 |
1,923.73 |
S1 |
1,829.74 |
1,829.74 |
1,908.29 |
1,867.34 |
S2 |
1,735.66 |
1,735.66 |
1,892.78 |
|
S3 |
1,566.39 |
1,660.47 |
1,877.26 |
|
S4 |
1,397.12 |
1,491.20 |
1,830.71 |
|
|
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 |
1,810.86 |
169.27 |
8.8% |
85.14 |
4.4% |
67% |
False |
True |
|
10 |
1,980.13 |
1,743.45 |
236.68 |
12.3% |
81.78 |
4.3% |
76% |
False |
False |
|
20 |
1,981.90 |
1,425.89 |
556.01 |
28.9% |
87.33 |
4.5% |
90% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
32.9% |
90.04 |
4.7% |
91% |
False |
False |
|
60 |
2,464.19 |
1,348.52 |
1,115.67 |
58.0% |
94.16 |
4.9% |
52% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
74.0% |
97.57 |
5.1% |
40% |
False |
False |
|
100 |
2,990.83 |
1,348.52 |
1,642.31 |
85.4% |
110.50 |
5.7% |
35% |
False |
False |
|
120 |
3,128.37 |
1,348.52 |
1,779.85 |
92.5% |
116.16 |
6.0% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,436.50 |
2.618 |
2,242.02 |
1.618 |
2,122.85 |
1.000 |
2,049.20 |
0.618 |
2,003.68 |
HIGH |
1,930.03 |
0.618 |
1,884.51 |
0.500 |
1,870.45 |
0.382 |
1,856.38 |
LOW |
1,810.86 |
0.618 |
1,737.21 |
1.000 |
1,691.69 |
1.618 |
1,618.04 |
2.618 |
1,498.87 |
4.250 |
1,304.39 |
|
|
Fisher Pivots for day following 04-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,906.02 |
1,914.37 |
PP |
1,888.23 |
1,904.93 |
S1 |
1,870.45 |
1,895.50 |
|