Trading Metrics calculated at close of trading on 12-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2001 |
12-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,109.00 |
10,013.10 |
-95.90 |
-0.9% |
9,877.16 |
High |
10,173.80 |
10,127.50 |
-46.30 |
-0.5% |
9,992.53 |
Low |
9,951.92 |
9,934.35 |
-17.57 |
-0.2% |
9,375.72 |
Close |
10,013.50 |
10,126.90 |
113.40 |
1.1% |
9,791.09 |
Range |
221.88 |
193.15 |
-28.73 |
-12.9% |
616.81 |
ATR |
245.39 |
241.66 |
-3.73 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,642.37 |
10,577.78 |
10,233.13 |
|
R3 |
10,449.22 |
10,384.63 |
10,180.02 |
|
R2 |
10,256.07 |
10,256.07 |
10,162.31 |
|
R1 |
10,191.48 |
10,191.48 |
10,144.61 |
10,223.78 |
PP |
10,062.92 |
10,062.92 |
10,062.92 |
10,079.06 |
S1 |
9,998.33 |
9,998.33 |
10,109.19 |
10,030.63 |
S2 |
9,869.77 |
9,869.77 |
10,091.49 |
|
S3 |
9,676.62 |
9,805.18 |
10,073.78 |
|
S4 |
9,483.47 |
9,612.03 |
10,020.67 |
|
|
Weekly Pivots for week ending 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,570.21 |
11,297.46 |
10,130.34 |
|
R3 |
10,953.40 |
10,680.65 |
9,960.71 |
|
R2 |
10,336.59 |
10,336.59 |
9,904.17 |
|
R1 |
10,063.84 |
10,063.84 |
9,847.63 |
9,891.81 |
PP |
9,719.78 |
9,719.78 |
9,719.78 |
9,633.77 |
S1 |
9,447.03 |
9,447.03 |
9,734.55 |
9,275.00 |
S2 |
9,102.97 |
9,102.97 |
9,678.01 |
|
S3 |
8,486.16 |
8,830.22 |
9,621.47 |
|
S4 |
7,869.35 |
8,213.41 |
9,451.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,173.80 |
9,698.07 |
475.73 |
4.7% |
219.28 |
2.2% |
90% |
False |
False |
|
10 |
10,173.80 |
9,375.72 |
798.08 |
7.9% |
253.08 |
2.5% |
94% |
False |
False |
|
20 |
10,173.80 |
9,106.54 |
1,067.26 |
10.5% |
253.71 |
2.5% |
96% |
False |
False |
|
40 |
10,922.60 |
9,106.54 |
1,816.06 |
17.9% |
230.41 |
2.3% |
56% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
197.51 |
2.0% |
53% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
195.69 |
1.9% |
53% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
193.42 |
1.9% |
53% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
189.76 |
1.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,948.39 |
2.618 |
10,633.17 |
1.618 |
10,440.02 |
1.000 |
10,320.65 |
0.618 |
10,246.87 |
HIGH |
10,127.50 |
0.618 |
10,053.72 |
0.500 |
10,030.93 |
0.382 |
10,008.13 |
LOW |
9,934.35 |
0.618 |
9,814.98 |
1.000 |
9,741.20 |
1.618 |
9,621.83 |
2.618 |
9,428.68 |
4.250 |
9,113.46 |
|
|
Fisher Pivots for day following 12-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,094.91 |
10,088.48 |
PP |
10,062.92 |
10,050.07 |
S1 |
10,030.93 |
10,011.65 |
|