Trading Metrics calculated at close of trading on 23-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2001 |
23-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,690.30 |
10,571.00 |
-119.30 |
-1.1% |
10,118.20 |
High |
10,706.50 |
10,571.00 |
-135.50 |
-1.3% |
10,706.50 |
Low |
10,517.10 |
10,483.20 |
-33.90 |
-0.3% |
10,046.50 |
Close |
10,579.90 |
10,532.20 |
-47.70 |
-0.5% |
10,579.90 |
Range |
189.40 |
87.80 |
-101.60 |
-53.6% |
660.00 |
ATR |
233.66 |
223.87 |
-9.78 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,792.20 |
10,750.00 |
10,580.49 |
|
R3 |
10,704.40 |
10,662.20 |
10,556.35 |
|
R2 |
10,616.60 |
10,616.60 |
10,548.30 |
|
R1 |
10,574.40 |
10,574.40 |
10,540.25 |
10,551.60 |
PP |
10,528.80 |
10,528.80 |
10,528.80 |
10,517.40 |
S1 |
10,486.60 |
10,486.60 |
10,524.15 |
10,463.80 |
S2 |
10,441.00 |
10,441.00 |
10,516.10 |
|
S3 |
10,353.20 |
10,398.80 |
10,508.06 |
|
S4 |
10,265.40 |
10,311.00 |
10,483.91 |
|
|
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 |
10,075.50 |
631.00 |
6.0% |
202.66 |
1.9% |
72% |
False |
False |
|
10 |
10,706.50 |
9,775.79 |
930.71 |
8.8% |
203.20 |
1.9% |
81% |
False |
False |
|
20 |
10,706.50 |
9,375.72 |
1,330.78 |
12.6% |
232.48 |
2.2% |
87% |
False |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.6% |
231.34 |
2.2% |
81% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.3% |
203.71 |
1.9% |
74% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.3% |
195.07 |
1.9% |
74% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.3% |
195.88 |
1.9% |
74% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.3% |
190.79 |
1.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,944.15 |
2.618 |
10,800.86 |
1.618 |
10,713.06 |
1.000 |
10,658.80 |
0.618 |
10,625.26 |
HIGH |
10,571.00 |
0.618 |
10,537.46 |
0.500 |
10,527.10 |
0.382 |
10,516.74 |
LOW |
10,483.20 |
0.618 |
10,428.94 |
1.000 |
10,395.40 |
1.618 |
10,341.14 |
2.618 |
10,253.34 |
4.250 |
10,110.05 |
|
|
Fisher Pivots for day following 23-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,530.50 |
10,594.85 |
PP |
10,528.80 |
10,573.97 |
S1 |
10,527.10 |
10,553.08 |
|