Trading Metrics calculated at close of trading on 01-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2002 |
01-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,245.65 |
1,273.63 |
27.98 |
2.2% |
1,365.34 |
High |
1,292.19 |
1,278.02 |
-14.17 |
-1.1% |
1,365.34 |
Low |
1,243.52 |
1,232.36 |
-11.16 |
-0.9% |
1,250.82 |
Close |
1,277.07 |
1,267.43 |
-9.64 |
-0.8% |
1,250.89 |
Range |
48.67 |
45.66 |
-3.01 |
-6.2% |
114.52 |
ATR |
42.46 |
42.69 |
0.23 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.25 |
1,377.50 |
1,292.54 |
|
R3 |
1,350.59 |
1,331.84 |
1,279.99 |
|
R2 |
1,304.93 |
1,304.93 |
1,275.80 |
|
R1 |
1,286.18 |
1,286.18 |
1,271.62 |
1,272.73 |
PP |
1,259.27 |
1,259.27 |
1,259.27 |
1,252.54 |
S1 |
1,240.52 |
1,240.52 |
1,263.24 |
1,227.07 |
S2 |
1,213.61 |
1,213.61 |
1,259.06 |
|
S3 |
1,167.95 |
1,194.86 |
1,254.87 |
|
S4 |
1,122.29 |
1,149.20 |
1,242.32 |
|
|
Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.58 |
1,556.25 |
1,313.88 |
|
R3 |
1,518.06 |
1,441.73 |
1,282.38 |
|
R2 |
1,403.54 |
1,403.54 |
1,271.89 |
|
R1 |
1,327.21 |
1,327.21 |
1,261.39 |
1,308.12 |
PP |
1,289.02 |
1,289.02 |
1,289.02 |
1,279.47 |
S1 |
1,212.69 |
1,212.69 |
1,240.39 |
1,193.60 |
S2 |
1,174.50 |
1,174.50 |
1,229.89 |
|
S3 |
1,059.98 |
1,098.17 |
1,219.40 |
|
S4 |
945.46 |
983.65 |
1,187.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,316.65 |
1,228.94 |
87.71 |
6.9% |
45.24 |
3.6% |
44% |
False |
False |
|
10 |
1,410.93 |
1,228.94 |
181.99 |
14.4% |
39.82 |
3.1% |
21% |
False |
False |
|
20 |
1,426.01 |
1,228.94 |
197.07 |
15.5% |
39.30 |
3.1% |
20% |
False |
False |
|
40 |
1,573.42 |
1,228.94 |
344.48 |
27.2% |
37.75 |
3.0% |
11% |
False |
False |
|
60 |
1,573.42 |
1,228.94 |
344.48 |
27.2% |
40.44 |
3.2% |
11% |
False |
False |
|
80 |
1,710.23 |
1,228.94 |
481.29 |
38.0% |
41.47 |
3.3% |
8% |
False |
False |
|
100 |
1,734.58 |
1,228.94 |
505.64 |
39.9% |
41.01 |
3.2% |
8% |
False |
False |
|
120 |
1,734.58 |
1,228.94 |
505.64 |
39.9% |
42.33 |
3.3% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.08 |
2.618 |
1,397.56 |
1.618 |
1,351.90 |
1.000 |
1,323.68 |
0.618 |
1,306.24 |
HIGH |
1,278.02 |
0.618 |
1,260.58 |
0.500 |
1,255.19 |
0.382 |
1,249.80 |
LOW |
1,232.36 |
0.618 |
1,204.14 |
1.000 |
1,186.70 |
1.618 |
1,158.48 |
2.618 |
1,112.82 |
4.250 |
1,038.31 |
|
|
Fisher Pivots for day following 01-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,263.35 |
1,265.14 |
PP |
1,259.27 |
1,262.85 |
S1 |
1,255.19 |
1,260.57 |
|