Trading Metrics calculated at close of trading on 26-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2001 |
26-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,453.40 |
10,633.00 |
179.60 |
1.7% |
10,118.20 |
High |
10,639.20 |
10,767.00 |
127.80 |
1.2% |
10,706.50 |
Low |
10,444.10 |
10,623.70 |
179.60 |
1.7% |
10,046.50 |
Close |
10,625.20 |
10,692.40 |
67.20 |
0.6% |
10,579.90 |
Range |
195.10 |
143.30 |
-51.80 |
-26.6% |
660.00 |
ATR |
219.50 |
214.06 |
-5.44 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,124.27 |
11,051.63 |
10,771.22 |
|
R3 |
10,980.97 |
10,908.33 |
10,731.81 |
|
R2 |
10,837.67 |
10,837.67 |
10,718.67 |
|
R1 |
10,765.03 |
10,765.03 |
10,705.54 |
10,801.35 |
PP |
10,694.37 |
10,694.37 |
10,694.37 |
10,712.53 |
S1 |
10,621.73 |
10,621.73 |
10,679.26 |
10,658.05 |
S2 |
10,551.07 |
10,551.07 |
10,666.13 |
|
S3 |
10,407.77 |
10,478.43 |
10,652.99 |
|
S4 |
10,264.47 |
10,335.13 |
10,613.59 |
|
|
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 |
10,767.00 |
10,444.10 |
322.90 |
3.0% |
160.90 |
1.5% |
77% |
True |
False |
|
10 |
10,767.00 |
9,934.35 |
832.65 |
7.8% |
187.20 |
1.8% |
91% |
True |
False |
|
20 |
10,767.00 |
9,375.72 |
1,391.28 |
13.0% |
220.24 |
2.1% |
95% |
True |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.4% |
229.02 |
2.1% |
90% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
205.03 |
1.9% |
82% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
195.79 |
1.8% |
82% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
195.07 |
1.8% |
82% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
189.94 |
1.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,376.03 |
2.618 |
11,142.16 |
1.618 |
10,998.86 |
1.000 |
10,910.30 |
0.618 |
10,855.56 |
HIGH |
10,767.00 |
0.618 |
10,712.26 |
0.500 |
10,695.35 |
0.382 |
10,678.44 |
LOW |
10,623.70 |
0.618 |
10,535.14 |
1.000 |
10,480.40 |
1.618 |
10,391.84 |
2.618 |
10,248.54 |
4.250 |
10,014.68 |
|
|
Fisher Pivots for day following 26-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,695.35 |
10,663.45 |
PP |
10,694.37 |
10,634.50 |
S1 |
10,693.38 |
10,605.55 |
|