Trading Metrics calculated at close of trading on 11-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2001 |
11-May-2001 |
Change |
Change % |
Previous Week |
Open |
1,926.47 |
1,842.65 |
-83.82 |
-4.4% |
1,924.68 |
High |
1,926.95 |
1,861.52 |
-65.43 |
-3.4% |
1,948.02 |
Low |
1,838.02 |
1,810.89 |
-27.13 |
-1.5% |
1,810.89 |
Close |
1,838.32 |
1,821.20 |
-17.12 |
-0.9% |
1,821.20 |
Range |
88.93 |
50.63 |
-38.30 |
-43.1% |
137.13 |
ATR |
92.86 |
89.85 |
-3.02 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.09 |
1,952.78 |
1,849.05 |
|
R3 |
1,932.46 |
1,902.15 |
1,835.12 |
|
R2 |
1,881.83 |
1,881.83 |
1,830.48 |
|
R1 |
1,851.52 |
1,851.52 |
1,825.84 |
1,841.36 |
PP |
1,831.20 |
1,831.20 |
1,831.20 |
1,826.13 |
S1 |
1,800.89 |
1,800.89 |
1,816.56 |
1,790.73 |
S2 |
1,780.57 |
1,780.57 |
1,811.92 |
|
S3 |
1,729.94 |
1,750.26 |
1,807.28 |
|
S4 |
1,679.31 |
1,699.63 |
1,793.35 |
|
|
Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,271.43 |
2,183.44 |
1,896.62 |
|
R3 |
2,134.30 |
2,046.31 |
1,858.91 |
|
R2 |
1,997.17 |
1,997.17 |
1,846.34 |
|
R1 |
1,909.18 |
1,909.18 |
1,833.77 |
1,884.61 |
PP |
1,860.04 |
1,860.04 |
1,860.04 |
1,847.75 |
S1 |
1,772.05 |
1,772.05 |
1,808.63 |
1,747.48 |
S2 |
1,722.91 |
1,722.91 |
1,796.06 |
|
S3 |
1,585.78 |
1,634.92 |
1,783.49 |
|
S4 |
1,448.65 |
1,497.79 |
1,745.78 |
|
|
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 |
1,810.89 |
137.13 |
7.5% |
62.00 |
3.4% |
8% |
False |
True |
|
10 |
1,980.13 |
1,810.86 |
169.27 |
9.3% |
73.57 |
4.0% |
6% |
False |
False |
|
20 |
1,981.90 |
1,603.99 |
377.91 |
20.8% |
82.30 |
4.5% |
57% |
False |
False |
|
40 |
1,981.90 |
1,348.52 |
633.38 |
34.8% |
85.41 |
4.7% |
75% |
False |
False |
|
60 |
2,423.65 |
1,348.52 |
1,075.13 |
59.0% |
89.52 |
4.9% |
44% |
False |
False |
|
80 |
2,771.63 |
1,348.52 |
1,423.11 |
78.1% |
93.42 |
5.1% |
33% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
78.1% |
106.58 |
5.9% |
33% |
False |
False |
|
120 |
3,000.92 |
1,348.52 |
1,652.40 |
90.7% |
112.50 |
6.2% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.70 |
2.618 |
1,994.07 |
1.618 |
1,943.44 |
1.000 |
1,912.15 |
0.618 |
1,892.81 |
HIGH |
1,861.52 |
0.618 |
1,842.18 |
0.500 |
1,836.21 |
0.382 |
1,830.23 |
LOW |
1,810.89 |
0.618 |
1,779.60 |
1.000 |
1,760.26 |
1.618 |
1,728.97 |
2.618 |
1,678.34 |
4.250 |
1,595.71 |
|
|
Fisher Pivots for day following 11-May-2001 |
Pivot |
1 day |
3 day |
R1 |
1,836.21 |
1,868.92 |
PP |
1,831.20 |
1,853.01 |
S1 |
1,826.20 |
1,837.11 |
|