Trading Metrics calculated at close of trading on 20-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2001 |
20-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,616.10 |
10,690.30 |
74.20 |
0.7% |
10,118.20 |
High |
10,694.20 |
10,706.50 |
12.30 |
0.1% |
10,706.50 |
Low |
10,562.20 |
10,517.10 |
-45.10 |
-0.4% |
10,046.50 |
Close |
10,693.70 |
10,579.90 |
-113.80 |
-1.1% |
10,579.90 |
Range |
132.00 |
189.40 |
57.40 |
43.5% |
660.00 |
ATR |
237.06 |
233.66 |
-3.40 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,169.37 |
11,064.03 |
10,684.07 |
|
R3 |
10,979.97 |
10,874.63 |
10,631.99 |
|
R2 |
10,790.57 |
10,790.57 |
10,614.62 |
|
R1 |
10,685.23 |
10,685.23 |
10,597.26 |
10,643.20 |
PP |
10,601.17 |
10,601.17 |
10,601.17 |
10,580.15 |
S1 |
10,495.83 |
10,495.83 |
10,562.54 |
10,453.80 |
S2 |
10,411.77 |
10,411.77 |
10,545.18 |
|
S3 |
10,222.37 |
10,306.43 |
10,527.82 |
|
S4 |
10,032.97 |
10,117.03 |
10,475.73 |
|
|
Weekly Pivots for week ending 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,424.30 |
12,162.10 |
10,942.90 |
|
R3 |
11,764.30 |
11,502.10 |
10,761.40 |
|
R2 |
11,104.30 |
11,104.30 |
10,700.90 |
|
R1 |
10,842.10 |
10,842.10 |
10,640.40 |
10,973.20 |
PP |
10,444.30 |
10,444.30 |
10,444.30 |
10,509.85 |
S1 |
10,182.10 |
10,182.10 |
10,519.40 |
10,313.20 |
S2 |
9,784.30 |
9,784.30 |
10,458.90 |
|
S3 |
9,124.30 |
9,522.10 |
10,398.40 |
|
S4 |
8,464.30 |
8,862.10 |
10,216.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,706.50 |
10,046.50 |
660.00 |
6.2% |
212.74 |
2.0% |
81% |
True |
False |
|
10 |
10,706.50 |
9,698.07 |
1,008.43 |
9.5% |
216.01 |
2.0% |
87% |
True |
False |
|
20 |
10,706.50 |
9,338.15 |
1,368.35 |
12.9% |
237.65 |
2.2% |
91% |
True |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.6% |
235.03 |
2.2% |
84% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
204.67 |
1.9% |
76% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
195.27 |
1.8% |
76% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
196.47 |
1.9% |
76% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
191.81 |
1.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,511.45 |
2.618 |
11,202.35 |
1.618 |
11,012.95 |
1.000 |
10,895.90 |
0.618 |
10,823.55 |
HIGH |
10,706.50 |
0.618 |
10,634.15 |
0.500 |
10,611.80 |
0.382 |
10,589.45 |
LOW |
10,517.10 |
0.618 |
10,400.05 |
1.000 |
10,327.70 |
1.618 |
10,210.65 |
2.618 |
10,021.25 |
4.250 |
9,712.15 |
|
|
Fisher Pivots for day following 20-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,611.80 |
10,542.17 |
PP |
10,601.17 |
10,504.43 |
S1 |
10,590.53 |
10,466.70 |
|