Trading Metrics calculated at close of trading on 18-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2001 |
18-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,151.70 |
10,226.90 |
75.20 |
0.7% |
9,793.58 |
High |
10,219.40 |
10,687.10 |
467.70 |
4.6% |
10,173.80 |
Low |
10,075.50 |
10,226.90 |
151.40 |
1.5% |
9,775.79 |
Close |
10,216.70 |
10,615.80 |
399.10 |
3.9% |
10,126.90 |
Range |
143.90 |
460.20 |
316.30 |
219.8% |
398.01 |
ATR |
227.81 |
245.14 |
17.33 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,890.53 |
11,713.37 |
10,868.91 |
|
R3 |
11,430.33 |
11,253.17 |
10,742.36 |
|
R2 |
10,970.13 |
10,970.13 |
10,700.17 |
|
R1 |
10,792.97 |
10,792.97 |
10,657.99 |
10,881.55 |
PP |
10,509.93 |
10,509.93 |
10,509.93 |
10,554.23 |
S1 |
10,332.77 |
10,332.77 |
10,573.62 |
10,421.35 |
S2 |
10,049.73 |
10,049.73 |
10,531.43 |
|
S3 |
9,589.53 |
9,872.57 |
10,489.25 |
|
S4 |
9,129.33 |
9,412.37 |
10,362.69 |
|
|
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 |
10,687.10 |
9,934.35 |
752.75 |
7.1% |
231.47 |
2.2% |
91% |
True |
False |
|
10 |
10,687.10 |
9,375.72 |
1,311.38 |
12.4% |
249.15 |
2.3% |
95% |
True |
False |
|
20 |
10,687.10 |
9,106.54 |
1,580.56 |
14.9% |
254.04 |
2.4% |
95% |
True |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.5% |
237.48 |
2.2% |
86% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
202.41 |
1.9% |
78% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
196.08 |
1.8% |
78% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
195.59 |
1.8% |
78% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
192.00 |
1.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,642.95 |
2.618 |
11,891.90 |
1.618 |
11,431.70 |
1.000 |
11,147.30 |
0.618 |
10,971.50 |
HIGH |
10,687.10 |
0.618 |
10,511.30 |
0.500 |
10,457.00 |
0.382 |
10,402.70 |
LOW |
10,226.90 |
0.618 |
9,942.50 |
1.000 |
9,766.70 |
1.618 |
9,482.30 |
2.618 |
9,022.10 |
4.250 |
8,271.05 |
|
|
Fisher Pivots for day following 18-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,562.87 |
10,532.80 |
PP |
10,509.93 |
10,449.80 |
S1 |
10,457.00 |
10,366.80 |
|