Trading Metrics calculated at close of trading on 10-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2001 |
10-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,885.00 |
1,926.47 |
41.47 |
2.2% |
1,855.90 |
High |
1,921.87 |
1,926.95 |
5.08 |
0.3% |
1,980.13 |
Low |
1,862.06 |
1,838.02 |
-24.04 |
-1.3% |
1,810.86 |
Close |
1,876.87 |
1,838.32 |
-38.55 |
-2.1% |
1,923.81 |
Range |
59.81 |
88.93 |
29.12 |
48.7% |
169.27 |
ATR |
93.17 |
92.86 |
-0.30 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,134.55 |
2,075.37 |
1,887.23 |
|
R3 |
2,045.62 |
1,986.44 |
1,862.78 |
|
R2 |
1,956.69 |
1,956.69 |
1,854.62 |
|
R1 |
1,897.51 |
1,897.51 |
1,846.47 |
1,882.64 |
PP |
1,867.76 |
1,867.76 |
1,867.76 |
1,860.33 |
S1 |
1,808.58 |
1,808.58 |
1,830.17 |
1,793.71 |
S2 |
1,778.83 |
1,778.83 |
1,822.02 |
|
S3 |
1,689.90 |
1,719.65 |
1,813.86 |
|
S4 |
1,600.97 |
1,630.72 |
1,789.41 |
|
|
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 |
7.5% |
75.71 |
4.1% |
20% |
False |
False |
|
10 |
1,980.13 |
1,777.19 |
202.94 |
11.0% |
73.04 |
4.0% |
30% |
False |
False |
|
20 |
1,981.90 |
1,603.99 |
377.91 |
20.6% |
85.22 |
4.6% |
62% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
34.5% |
87.04 |
4.7% |
77% |
False |
False |
|
60 |
2,423.65 |
1,348.52 |
1,075.13 |
58.5% |
90.91 |
4.9% |
46% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
77.4% |
93.92 |
5.1% |
34% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
77.4% |
107.21 |
5.8% |
34% |
False |
False |
|
120 |
3,082.42 |
1,348.52 |
1,733.90 |
94.3% |
113.39 |
6.2% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,304.90 |
2.618 |
2,159.77 |
1.618 |
2,070.84 |
1.000 |
2,015.88 |
0.618 |
1,981.91 |
HIGH |
1,926.95 |
0.618 |
1,892.98 |
0.500 |
1,882.49 |
0.382 |
1,871.99 |
LOW |
1,838.02 |
0.618 |
1,783.06 |
1.000 |
1,749.09 |
1.618 |
1,694.13 |
2.618 |
1,605.20 |
4.250 |
1,460.07 |
|
|
Fisher Pivots for day following 10-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,882.49 |
1,888.84 |
PP |
1,867.76 |
1,872.00 |
S1 |
1,853.04 |
1,855.16 |
|