Trading Metrics calculated at close of trading on 05-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2001 |
05-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
9,480.95 |
9,527.21 |
46.26 |
0.5% |
9,628.90 |
High |
9,625.90 |
9,929.79 |
303.89 |
3.2% |
9,960.88 |
Low |
9,375.72 |
9,527.21 |
151.49 |
1.6% |
9,509.25 |
Close |
9,515.42 |
9,918.05 |
402.63 |
4.2% |
9,878.78 |
Range |
250.18 |
402.58 |
152.40 |
60.9% |
451.63 |
ATR |
238.35 |
250.93 |
12.57 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,999.42 |
10,861.32 |
10,139.47 |
|
R3 |
10,596.84 |
10,458.74 |
10,028.76 |
|
R2 |
10,194.26 |
10,194.26 |
9,991.86 |
|
R1 |
10,056.16 |
10,056.16 |
9,954.95 |
10,125.21 |
PP |
9,791.68 |
9,791.68 |
9,791.68 |
9,826.21 |
S1 |
9,653.58 |
9,653.58 |
9,881.15 |
9,722.63 |
S2 |
9,389.10 |
9,389.10 |
9,844.24 |
|
S3 |
8,986.52 |
9,251.00 |
9,807.34 |
|
S4 |
8,583.94 |
8,848.42 |
9,696.63 |
|
|
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 |
6.2% |
286.89 |
2.9% |
88% |
False |
False |
|
10 |
9,992.53 |
9,338.15 |
654.38 |
6.6% |
259.30 |
2.6% |
89% |
False |
False |
|
20 |
10,850.10 |
9,106.54 |
1,743.56 |
17.6% |
270.31 |
2.7% |
47% |
False |
False |
|
40 |
11,012.90 |
9,106.54 |
1,906.36 |
19.2% |
219.65 |
2.2% |
43% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
191.21 |
1.9% |
42% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
192.22 |
1.9% |
42% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
191.65 |
1.9% |
42% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
189.92 |
1.9% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,640.76 |
2.618 |
10,983.74 |
1.618 |
10,581.16 |
1.000 |
10,332.37 |
0.618 |
10,178.58 |
HIGH |
9,929.79 |
0.618 |
9,776.00 |
0.500 |
9,728.50 |
0.382 |
9,681.00 |
LOW |
9,527.21 |
0.618 |
9,278.42 |
1.000 |
9,124.63 |
1.618 |
8,875.84 |
2.618 |
8,473.26 |
4.250 |
7,816.25 |
|
|
Fisher Pivots for day following 05-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
9,854.87 |
9,829.62 |
PP |
9,791.68 |
9,741.19 |
S1 |
9,728.50 |
9,652.76 |
|