Trading Metrics calculated at close of trading on 04-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2001 |
04-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
9,774.78 |
9,480.95 |
-293.83 |
-3.0% |
9,628.90 |
High |
9,774.78 |
9,625.90 |
-148.88 |
-1.5% |
9,960.88 |
Low |
9,428.07 |
9,375.72 |
-52.35 |
-0.6% |
9,509.25 |
Close |
9,485.71 |
9,515.42 |
29.71 |
0.3% |
9,878.78 |
Range |
346.71 |
250.18 |
-96.53 |
-27.8% |
451.63 |
ATR |
237.44 |
238.35 |
0.91 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,256.22 |
10,136.00 |
9,653.02 |
|
R3 |
10,006.04 |
9,885.82 |
9,584.22 |
|
R2 |
9,755.86 |
9,755.86 |
9,561.29 |
|
R1 |
9,635.64 |
9,635.64 |
9,538.35 |
9,695.75 |
PP |
9,505.68 |
9,505.68 |
9,505.68 |
9,535.74 |
S1 |
9,385.46 |
9,385.46 |
9,492.49 |
9,445.57 |
S2 |
9,255.50 |
9,255.50 |
9,469.55 |
|
S3 |
9,005.32 |
9,135.28 |
9,446.62 |
|
S4 |
8,755.14 |
8,885.10 |
9,377.82 |
|
|
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 |
9,375.72 |
616.81 |
6.5% |
245.41 |
2.6% |
23% |
False |
True |
|
10 |
9,992.53 |
9,106.54 |
885.99 |
9.3% |
258.16 |
2.7% |
46% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
18.4% |
257.59 |
2.7% |
23% |
False |
False |
|
40 |
11,012.90 |
9,106.54 |
1,906.36 |
20.0% |
211.90 |
2.2% |
21% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
186.99 |
2.0% |
21% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
189.34 |
2.0% |
21% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
190.46 |
2.0% |
21% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
190.20 |
2.0% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,689.17 |
2.618 |
10,280.87 |
1.618 |
10,030.69 |
1.000 |
9,876.08 |
0.618 |
9,780.51 |
HIGH |
9,625.90 |
0.618 |
9,530.33 |
0.500 |
9,500.81 |
0.382 |
9,471.29 |
LOW |
9,375.72 |
0.618 |
9,221.11 |
1.000 |
9,125.54 |
1.618 |
8,970.93 |
2.618 |
8,720.75 |
4.250 |
8,312.46 |
|
|
Fisher Pivots for day following 04-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
9,510.55 |
9,684.13 |
PP |
9,505.68 |
9,627.89 |
S1 |
9,500.81 |
9,571.66 |
|