Trading Metrics calculated at close of trading on 03-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2001 |
03-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
9,877.16 |
9,774.78 |
-102.38 |
-1.0% |
9,628.90 |
High |
9,992.53 |
9,774.78 |
-217.75 |
-2.2% |
9,960.88 |
Low |
9,705.07 |
9,428.07 |
-277.00 |
-2.9% |
9,509.25 |
Close |
9,777.93 |
9,485.71 |
-292.22 |
-3.0% |
9,878.78 |
Range |
287.46 |
346.71 |
59.25 |
20.6% |
451.63 |
ATR |
228.80 |
237.44 |
8.65 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,602.98 |
10,391.06 |
9,676.40 |
|
R3 |
10,256.27 |
10,044.35 |
9,581.06 |
|
R2 |
9,909.56 |
9,909.56 |
9,549.27 |
|
R1 |
9,697.64 |
9,697.64 |
9,517.49 |
9,630.25 |
PP |
9,562.85 |
9,562.85 |
9,562.85 |
9,529.16 |
S1 |
9,350.93 |
9,350.93 |
9,453.93 |
9,283.54 |
S2 |
9,216.14 |
9,216.14 |
9,422.15 |
|
S3 |
8,869.43 |
9,004.22 |
9,390.36 |
|
S4 |
8,522.72 |
8,657.51 |
9,295.02 |
|
|
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 |
9,428.07 |
564.46 |
6.0% |
244.45 |
2.6% |
10% |
False |
True |
|
10 |
9,992.53 |
9,106.54 |
885.99 |
9.3% |
258.93 |
2.7% |
43% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
18.5% |
252.06 |
2.7% |
22% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
208.22 |
2.2% |
20% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
185.90 |
2.0% |
20% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
187.53 |
2.0% |
20% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
188.95 |
2.0% |
20% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
189.91 |
2.0% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,248.30 |
2.618 |
10,682.47 |
1.618 |
10,335.76 |
1.000 |
10,121.49 |
0.618 |
9,989.05 |
HIGH |
9,774.78 |
0.618 |
9,642.34 |
0.500 |
9,601.43 |
0.382 |
9,560.51 |
LOW |
9,428.07 |
0.618 |
9,213.80 |
1.000 |
9,081.36 |
1.618 |
8,867.09 |
2.618 |
8,520.38 |
4.250 |
7,954.55 |
|
|
Fisher Pivots for day following 03-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
9,601.43 |
9,710.30 |
PP |
9,562.85 |
9,635.44 |
S1 |
9,524.28 |
9,560.57 |
|