Trading Metrics calculated at close of trading on 02-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2001 |
02-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
9,799.47 |
9,877.16 |
77.69 |
0.8% |
9,628.90 |
High |
9,908.14 |
9,992.53 |
84.39 |
0.9% |
9,960.88 |
Low |
9,760.64 |
9,705.07 |
-55.57 |
-0.6% |
9,509.25 |
Close |
9,878.78 |
9,777.93 |
-100.85 |
-1.0% |
9,878.78 |
Range |
147.50 |
287.46 |
139.96 |
94.9% |
451.63 |
ATR |
224.28 |
228.80 |
4.51 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,687.56 |
10,520.20 |
9,936.03 |
|
R3 |
10,400.10 |
10,232.74 |
9,856.98 |
|
R2 |
10,112.64 |
10,112.64 |
9,830.63 |
|
R1 |
9,945.28 |
9,945.28 |
9,804.28 |
9,885.23 |
PP |
9,825.18 |
9,825.18 |
9,825.18 |
9,795.15 |
S1 |
9,657.82 |
9,657.82 |
9,751.58 |
9,597.77 |
S2 |
9,537.72 |
9,537.72 |
9,725.23 |
|
S3 |
9,250.26 |
9,370.36 |
9,698.88 |
|
S4 |
8,962.80 |
9,082.90 |
9,619.83 |
|
|
Weekly Pivots for week ending 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,137.86 |
10,959.95 |
10,127.18 |
|
R3 |
10,686.23 |
10,508.32 |
10,002.98 |
|
R2 |
10,234.60 |
10,234.60 |
9,961.58 |
|
R1 |
10,056.69 |
10,056.69 |
9,920.18 |
10,145.65 |
PP |
9,782.97 |
9,782.97 |
9,782.97 |
9,827.45 |
S1 |
9,605.06 |
9,605.06 |
9,837.38 |
9,694.02 |
S2 |
9,331.34 |
9,331.34 |
9,795.98 |
|
S3 |
8,879.71 |
9,153.43 |
9,754.58 |
|
S4 |
8,428.08 |
8,701.80 |
9,630.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,992.53 |
9,649.81 |
342.72 |
3.5% |
237.32 |
2.4% |
37% |
True |
False |
|
10 |
10,019.90 |
9,106.54 |
913.36 |
9.3% |
254.44 |
2.6% |
74% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
17.9% |
240.76 |
2.5% |
38% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
202.71 |
2.1% |
35% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
184.98 |
1.9% |
35% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
186.64 |
1.9% |
35% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
186.18 |
1.9% |
35% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
188.15 |
1.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,214.24 |
2.618 |
10,745.10 |
1.618 |
10,457.64 |
1.000 |
10,279.99 |
0.618 |
10,170.18 |
HIGH |
9,992.53 |
0.618 |
9,882.72 |
0.500 |
9,848.80 |
0.382 |
9,814.88 |
LOW |
9,705.07 |
0.618 |
9,527.42 |
1.000 |
9,417.61 |
1.618 |
9,239.96 |
2.618 |
8,952.50 |
4.250 |
8,483.37 |
|
|
Fisher Pivots for day following 02-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
9,848.80 |
9,840.07 |
PP |
9,825.18 |
9,819.36 |
S1 |
9,801.55 |
9,798.64 |
|