Trading Metrics calculated at close of trading on 24-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2001 |
24-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,571.00 |
10,529.80 |
-41.20 |
-0.4% |
10,118.20 |
High |
10,571.00 |
10,636.90 |
65.90 |
0.6% |
10,706.50 |
Low |
10,483.20 |
10,448.00 |
-35.20 |
-0.3% |
10,046.50 |
Close |
10,532.20 |
10,454.30 |
-77.90 |
-0.7% |
10,579.90 |
Range |
87.80 |
188.90 |
101.10 |
115.1% |
660.00 |
ATR |
223.87 |
221.38 |
-2.50 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,079.77 |
10,955.93 |
10,558.20 |
|
R3 |
10,890.87 |
10,767.03 |
10,506.25 |
|
R2 |
10,701.97 |
10,701.97 |
10,488.93 |
|
R1 |
10,578.13 |
10,578.13 |
10,471.62 |
10,545.60 |
PP |
10,513.07 |
10,513.07 |
10,513.07 |
10,496.80 |
S1 |
10,389.23 |
10,389.23 |
10,436.98 |
10,356.70 |
S2 |
10,324.17 |
10,324.17 |
10,419.67 |
|
S3 |
10,135.27 |
10,200.33 |
10,402.35 |
|
S4 |
9,946.37 |
10,011.43 |
10,350.41 |
|
|
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 |
10,226.90 |
479.60 |
4.6% |
211.66 |
2.0% |
47% |
False |
False |
|
10 |
10,706.50 |
9,849.50 |
857.00 |
8.2% |
206.11 |
2.0% |
71% |
False |
False |
|
20 |
10,706.50 |
9,375.72 |
1,330.78 |
12.7% |
231.14 |
2.2% |
81% |
False |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.8% |
230.55 |
2.2% |
77% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.4% |
204.90 |
2.0% |
70% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.4% |
195.13 |
1.9% |
70% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.4% |
196.52 |
1.9% |
70% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.4% |
189.94 |
1.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,439.73 |
2.618 |
11,131.44 |
1.618 |
10,942.54 |
1.000 |
10,825.80 |
0.618 |
10,753.64 |
HIGH |
10,636.90 |
0.618 |
10,564.74 |
0.500 |
10,542.45 |
0.382 |
10,520.16 |
LOW |
10,448.00 |
0.618 |
10,331.26 |
1.000 |
10,259.10 |
1.618 |
10,142.36 |
2.618 |
9,953.46 |
4.250 |
9,645.18 |
|
|
Fisher Pivots for day following 24-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,542.45 |
10,577.25 |
PP |
10,513.07 |
10,536.27 |
S1 |
10,483.68 |
10,495.28 |
|