Trading Metrics calculated at close of trading on 09-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2001 |
09-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,939.02 |
1,885.00 |
-54.02 |
-2.8% |
1,855.90 |
High |
1,939.66 |
1,921.87 |
-17.79 |
-0.9% |
1,980.13 |
Low |
1,887.23 |
1,862.06 |
-25.17 |
-1.3% |
1,810.86 |
Close |
1,929.24 |
1,876.87 |
-52.37 |
-2.7% |
1,923.81 |
Range |
52.43 |
59.81 |
7.38 |
14.1% |
169.27 |
ATR |
95.17 |
93.17 |
-2.00 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.36 |
2,031.43 |
1,909.77 |
|
R3 |
2,006.55 |
1,971.62 |
1,893.32 |
|
R2 |
1,946.74 |
1,946.74 |
1,887.84 |
|
R1 |
1,911.81 |
1,911.81 |
1,882.35 |
1,899.37 |
PP |
1,886.93 |
1,886.93 |
1,886.93 |
1,880.72 |
S1 |
1,852.00 |
1,852.00 |
1,871.39 |
1,839.56 |
S2 |
1,827.12 |
1,827.12 |
1,865.90 |
|
S3 |
1,767.31 |
1,792.19 |
1,860.42 |
|
S4 |
1,707.50 |
1,732.38 |
1,843.97 |
|
|
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 |
1,948.02 |
1,810.86 |
137.16 |
7.3% |
71.08 |
3.8% |
48% |
False |
False |
|
10 |
1,980.13 |
1,761.67 |
218.46 |
11.6% |
72.43 |
3.9% |
53% |
False |
False |
|
20 |
1,981.90 |
1,603.99 |
377.91 |
20.1% |
84.73 |
4.5% |
72% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
33.7% |
87.52 |
4.7% |
83% |
False |
False |
|
60 |
2,423.65 |
1,348.52 |
1,075.13 |
57.3% |
92.09 |
4.9% |
49% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
75.8% |
93.77 |
5.0% |
37% |
False |
False |
|
100 |
2,788.81 |
1,348.52 |
1,440.29 |
76.7% |
107.83 |
5.7% |
37% |
False |
False |
|
120 |
3,128.37 |
1,348.52 |
1,779.85 |
94.8% |
113.70 |
6.1% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,176.06 |
2.618 |
2,078.45 |
1.618 |
2,018.64 |
1.000 |
1,981.68 |
0.618 |
1,958.83 |
HIGH |
1,921.87 |
0.618 |
1,899.02 |
0.500 |
1,891.97 |
0.382 |
1,884.91 |
LOW |
1,862.06 |
0.618 |
1,825.10 |
1.000 |
1,802.25 |
1.618 |
1,765.29 |
2.618 |
1,705.48 |
4.250 |
1,607.87 |
|
|
Fisher Pivots for day following 09-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,891.97 |
1,905.04 |
PP |
1,886.93 |
1,895.65 |
S1 |
1,881.90 |
1,886.26 |
|