Trading Metrics calculated at close of trading on 17-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2001 |
17-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,118.20 |
10,151.70 |
33.50 |
0.3% |
9,793.58 |
High |
10,184.70 |
10,219.40 |
34.70 |
0.3% |
10,173.80 |
Low |
10,046.50 |
10,075.50 |
29.00 |
0.3% |
9,775.79 |
Close |
10,158.60 |
10,216.70 |
58.10 |
0.6% |
10,126.90 |
Range |
138.20 |
143.90 |
5.70 |
4.1% |
398.01 |
ATR |
234.27 |
227.81 |
-6.45 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,602.23 |
10,553.37 |
10,295.85 |
|
R3 |
10,458.33 |
10,409.47 |
10,256.27 |
|
R2 |
10,314.43 |
10,314.43 |
10,243.08 |
|
R1 |
10,265.57 |
10,265.57 |
10,229.89 |
10,290.00 |
PP |
10,170.53 |
10,170.53 |
10,170.53 |
10,182.75 |
S1 |
10,121.67 |
10,121.67 |
10,203.51 |
10,146.10 |
S2 |
10,026.63 |
10,026.63 |
10,190.32 |
|
S3 |
9,882.73 |
9,977.77 |
10,177.13 |
|
S4 |
9,738.83 |
9,833.87 |
10,137.56 |
|
|
Weekly Pivots for week ending 13-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,219.53 |
11,071.22 |
10,345.81 |
|
R3 |
10,821.52 |
10,673.21 |
10,236.35 |
|
R2 |
10,423.51 |
10,423.51 |
10,199.87 |
|
R1 |
10,275.20 |
10,275.20 |
10,163.38 |
10,349.36 |
PP |
10,025.50 |
10,025.50 |
10,025.50 |
10,062.57 |
S1 |
9,877.19 |
9,877.19 |
10,090.42 |
9,951.35 |
S2 |
9,627.49 |
9,627.49 |
10,053.93 |
|
S3 |
9,229.48 |
9,479.18 |
10,017.45 |
|
S4 |
8,831.47 |
9,081.17 |
9,907.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,219.40 |
9,849.50 |
369.90 |
3.6% |
200.57 |
2.0% |
99% |
True |
False |
|
10 |
10,219.40 |
9,375.72 |
843.68 |
8.3% |
237.80 |
2.3% |
100% |
True |
False |
|
20 |
10,219.40 |
9,106.54 |
1,112.86 |
10.9% |
246.12 |
2.4% |
100% |
True |
False |
|
40 |
10,903.20 |
9,106.54 |
1,796.66 |
17.6% |
230.37 |
2.3% |
62% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.9% |
196.82 |
1.9% |
58% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.9% |
193.61 |
1.9% |
58% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.9% |
192.52 |
1.9% |
58% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.9% |
189.55 |
1.9% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,830.98 |
2.618 |
10,596.13 |
1.618 |
10,452.23 |
1.000 |
10,363.30 |
0.618 |
10,308.33 |
HIGH |
10,219.40 |
0.618 |
10,164.43 |
0.500 |
10,147.45 |
0.382 |
10,130.47 |
LOW |
10,075.50 |
0.618 |
9,986.57 |
1.000 |
9,931.60 |
1.618 |
9,842.67 |
2.618 |
9,698.77 |
4.250 |
9,463.93 |
|
|
Fisher Pivots for day following 17-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,193.62 |
10,170.09 |
PP |
10,170.53 |
10,123.48 |
S1 |
10,147.45 |
10,076.88 |
|