Trading Metrics calculated at close of trading on 19-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2001 |
19-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,226.90 |
10,616.10 |
389.20 |
3.8% |
9,793.58 |
High |
10,687.10 |
10,694.20 |
7.10 |
0.1% |
10,173.80 |
Low |
10,226.90 |
10,562.20 |
335.30 |
3.3% |
9,775.79 |
Close |
10,615.80 |
10,693.70 |
77.90 |
0.7% |
10,126.90 |
Range |
460.20 |
132.00 |
-328.20 |
-71.3% |
398.01 |
ATR |
245.14 |
237.06 |
-8.08 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,046.03 |
11,001.87 |
10,766.30 |
|
R3 |
10,914.03 |
10,869.87 |
10,730.00 |
|
R2 |
10,782.03 |
10,782.03 |
10,717.90 |
|
R1 |
10,737.87 |
10,737.87 |
10,705.80 |
10,759.95 |
PP |
10,650.03 |
10,650.03 |
10,650.03 |
10,661.08 |
S1 |
10,605.87 |
10,605.87 |
10,681.60 |
10,627.95 |
S2 |
10,518.03 |
10,518.03 |
10,669.50 |
|
S3 |
10,386.03 |
10,473.87 |
10,657.40 |
|
S4 |
10,254.03 |
10,341.87 |
10,621.10 |
|
|
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 |
10,694.20 |
9,934.35 |
759.85 |
7.1% |
213.49 |
2.0% |
100% |
True |
False |
|
10 |
10,694.20 |
9,527.21 |
1,166.99 |
10.9% |
237.33 |
2.2% |
100% |
True |
False |
|
20 |
10,694.20 |
9,106.54 |
1,587.66 |
14.8% |
247.74 |
2.3% |
100% |
True |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.4% |
235.14 |
2.2% |
91% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
202.53 |
1.9% |
82% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
194.97 |
1.8% |
82% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
195.69 |
1.8% |
82% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
191.81 |
1.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,255.20 |
2.618 |
11,039.78 |
1.618 |
10,907.78 |
1.000 |
10,826.20 |
0.618 |
10,775.78 |
HIGH |
10,694.20 |
0.618 |
10,643.78 |
0.500 |
10,628.20 |
0.382 |
10,612.62 |
LOW |
10,562.20 |
0.618 |
10,480.62 |
1.000 |
10,430.20 |
1.618 |
10,348.62 |
2.618 |
10,216.62 |
4.250 |
10,001.20 |
|
|
Fisher Pivots for day following 19-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,671.87 |
10,590.75 |
PP |
10,650.03 |
10,487.80 |
S1 |
10,628.20 |
10,384.85 |
|