Trading Metrics calculated at close of trading on 08-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2001 |
08-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,924.68 |
1,939.02 |
14.34 |
0.7% |
1,855.90 |
High |
1,948.02 |
1,939.66 |
-8.36 |
-0.4% |
1,980.13 |
Low |
1,889.80 |
1,887.23 |
-2.57 |
-0.1% |
1,810.86 |
Close |
1,895.41 |
1,929.24 |
33.83 |
1.8% |
1,923.81 |
Range |
58.22 |
52.43 |
-5.79 |
-9.9% |
169.27 |
ATR |
98.45 |
95.17 |
-3.29 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.00 |
2,055.05 |
1,958.08 |
|
R3 |
2,023.57 |
2,002.62 |
1,943.66 |
|
R2 |
1,971.14 |
1,971.14 |
1,938.85 |
|
R1 |
1,950.19 |
1,950.19 |
1,934.05 |
1,934.45 |
PP |
1,918.71 |
1,918.71 |
1,918.71 |
1,910.84 |
S1 |
1,897.76 |
1,897.76 |
1,924.43 |
1,882.02 |
S2 |
1,866.28 |
1,866.28 |
1,919.63 |
|
S3 |
1,813.85 |
1,845.33 |
1,914.82 |
|
S4 |
1,761.42 |
1,792.90 |
1,900.40 |
|
|
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% |
71.80 |
3.7% |
70% |
False |
False |
|
10 |
1,980.13 |
1,743.45 |
236.68 |
12.3% |
74.60 |
3.9% |
78% |
False |
False |
|
20 |
1,981.90 |
1,515.58 |
466.32 |
24.2% |
86.99 |
4.5% |
89% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
32.8% |
88.50 |
4.6% |
92% |
False |
False |
|
60 |
2,423.65 |
1,348.52 |
1,075.13 |
55.7% |
92.60 |
4.8% |
54% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
73.8% |
94.53 |
4.9% |
41% |
False |
False |
|
100 |
2,941.34 |
1,348.52 |
1,592.82 |
82.6% |
109.23 |
5.7% |
36% |
False |
False |
|
120 |
3,128.37 |
1,348.52 |
1,779.85 |
92.3% |
114.18 |
5.9% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,162.49 |
2.618 |
2,076.92 |
1.618 |
2,024.49 |
1.000 |
1,992.09 |
0.618 |
1,972.06 |
HIGH |
1,939.66 |
0.618 |
1,919.63 |
0.500 |
1,913.45 |
0.382 |
1,907.26 |
LOW |
1,887.23 |
0.618 |
1,854.83 |
1.000 |
1,834.80 |
1.618 |
1,802.40 |
2.618 |
1,749.97 |
4.250 |
1,664.40 |
|
|
Fisher Pivots for day following 08-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,923.98 |
1,912.64 |
PP |
1,918.71 |
1,896.04 |
S1 |
1,913.45 |
1,879.44 |
|