Trading Metrics calculated at close of trading on 07-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2001 |
07-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,820.57 |
1,924.68 |
104.11 |
5.7% |
1,855.90 |
High |
1,930.03 |
1,948.02 |
17.99 |
0.9% |
1,980.13 |
Low |
1,810.86 |
1,889.80 |
78.94 |
4.4% |
1,810.86 |
Close |
1,923.81 |
1,895.41 |
-28.40 |
-1.5% |
1,923.81 |
Range |
119.17 |
58.22 |
-60.95 |
-51.1% |
169.27 |
ATR |
101.55 |
98.45 |
-3.09 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.74 |
2,048.79 |
1,927.43 |
|
R3 |
2,027.52 |
1,990.57 |
1,911.42 |
|
R2 |
1,969.30 |
1,969.30 |
1,906.08 |
|
R1 |
1,932.35 |
1,932.35 |
1,900.75 |
1,921.72 |
PP |
1,911.08 |
1,911.08 |
1,911.08 |
1,905.76 |
S1 |
1,874.13 |
1,874.13 |
1,890.07 |
1,863.50 |
S2 |
1,852.86 |
1,852.86 |
1,884.74 |
|
S3 |
1,794.64 |
1,815.91 |
1,879.40 |
|
S4 |
1,736.42 |
1,757.69 |
1,863.39 |
|
|
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 |
8.9% |
80.63 |
4.3% |
50% |
False |
False |
|
10 |
1,980.13 |
1,743.45 |
236.68 |
12.5% |
79.73 |
4.2% |
64% |
False |
False |
|
20 |
1,981.90 |
1,437.85 |
544.05 |
28.7% |
87.27 |
4.6% |
84% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
33.4% |
89.25 |
4.7% |
86% |
False |
False |
|
60 |
2,423.65 |
1,348.52 |
1,075.13 |
56.7% |
93.31 |
4.9% |
51% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
75.1% |
96.04 |
5.1% |
38% |
False |
False |
|
100 |
2,958.29 |
1,348.52 |
1,609.77 |
84.9% |
109.66 |
5.8% |
34% |
False |
False |
|
120 |
3,128.37 |
1,348.52 |
1,779.85 |
93.9% |
115.63 |
6.1% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,195.46 |
2.618 |
2,100.44 |
1.618 |
2,042.22 |
1.000 |
2,006.24 |
0.618 |
1,984.00 |
HIGH |
1,948.02 |
0.618 |
1,925.78 |
0.500 |
1,918.91 |
0.382 |
1,912.04 |
LOW |
1,889.80 |
0.618 |
1,853.82 |
1.000 |
1,831.58 |
1.618 |
1,795.60 |
2.618 |
1,737.38 |
4.250 |
1,642.37 |
|
|
Fisher Pivots for day following 07-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,918.91 |
1,890.09 |
PP |
1,911.08 |
1,884.76 |
S1 |
1,903.24 |
1,879.44 |
|