Trading Metrics calculated at close of trading on 27-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2001 |
27-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,633.00 |
10,695.00 |
62.00 |
0.6% |
10,571.00 |
High |
10,767.00 |
10,810.00 |
43.00 |
0.4% |
10,810.00 |
Low |
10,623.70 |
10,695.00 |
71.30 |
0.7% |
10,444.10 |
Close |
10,692.40 |
10,810.00 |
117.60 |
1.1% |
10,810.00 |
Range |
143.30 |
115.00 |
-28.30 |
-19.7% |
365.90 |
ATR |
214.06 |
207.17 |
-6.89 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,116.67 |
11,078.33 |
10,873.25 |
|
R3 |
11,001.67 |
10,963.33 |
10,841.63 |
|
R2 |
10,886.67 |
10,886.67 |
10,831.08 |
|
R1 |
10,848.33 |
10,848.33 |
10,820.54 |
10,867.50 |
PP |
10,771.67 |
10,771.67 |
10,771.67 |
10,781.25 |
S1 |
10,733.33 |
10,733.33 |
10,799.46 |
10,752.50 |
S2 |
10,656.67 |
10,656.67 |
10,788.92 |
|
S3 |
10,541.67 |
10,618.33 |
10,778.38 |
|
S4 |
10,426.67 |
10,503.33 |
10,746.75 |
|
|
Weekly Pivots for week ending 27-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,785.73 |
11,663.77 |
11,011.25 |
|
R3 |
11,419.83 |
11,297.87 |
10,910.62 |
|
R2 |
11,053.93 |
11,053.93 |
10,877.08 |
|
R1 |
10,931.97 |
10,931.97 |
10,843.54 |
10,992.95 |
PP |
10,688.03 |
10,688.03 |
10,688.03 |
10,718.53 |
S1 |
10,566.07 |
10,566.07 |
10,776.46 |
10,627.05 |
S2 |
10,322.13 |
10,322.13 |
10,742.92 |
|
S3 |
9,956.23 |
10,200.17 |
10,709.38 |
|
S4 |
9,590.33 |
9,834.27 |
10,608.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,810.00 |
10,444.10 |
365.90 |
3.4% |
146.02 |
1.4% |
100% |
True |
False |
|
10 |
10,810.00 |
10,046.50 |
763.50 |
7.1% |
179.38 |
1.7% |
100% |
True |
False |
|
20 |
10,810.00 |
9,375.72 |
1,434.28 |
13.3% |
216.23 |
2.0% |
100% |
True |
False |
|
40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.2% |
227.13 |
2.1% |
97% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
204.87 |
1.9% |
88% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
194.58 |
1.8% |
88% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
194.46 |
1.8% |
88% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
190.26 |
1.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,298.75 |
2.618 |
11,111.07 |
1.618 |
10,996.07 |
1.000 |
10,925.00 |
0.618 |
10,881.07 |
HIGH |
10,810.00 |
0.618 |
10,766.07 |
0.500 |
10,752.50 |
0.382 |
10,738.93 |
LOW |
10,695.00 |
0.618 |
10,623.93 |
1.000 |
10,580.00 |
1.618 |
10,508.93 |
2.618 |
10,393.93 |
4.250 |
10,206.25 |
|
|
Fisher Pivots for day following 27-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,790.83 |
10,749.02 |
PP |
10,771.67 |
10,688.03 |
S1 |
10,752.50 |
10,627.05 |
|