Trading Metrics calculated at close of trading on 30-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2001 |
30-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,695.00 |
10,814.40 |
119.40 |
1.1% |
10,571.00 |
High |
10,810.00 |
10,906.40 |
96.40 |
0.9% |
10,810.00 |
Low |
10,695.00 |
10,712.20 |
17.20 |
0.2% |
10,444.10 |
Close |
10,810.00 |
10,735.00 |
-75.00 |
-0.7% |
10,810.00 |
Range |
115.00 |
194.20 |
79.20 |
68.9% |
365.90 |
ATR |
207.17 |
206.24 |
-0.93 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,367.13 |
11,245.27 |
10,841.81 |
|
R3 |
11,172.93 |
11,051.07 |
10,788.41 |
|
R2 |
10,978.73 |
10,978.73 |
10,770.60 |
|
R1 |
10,856.87 |
10,856.87 |
10,752.80 |
10,820.70 |
PP |
10,784.53 |
10,784.53 |
10,784.53 |
10,766.45 |
S1 |
10,662.67 |
10,662.67 |
10,717.20 |
10,626.50 |
S2 |
10,590.33 |
10,590.33 |
10,699.40 |
|
S3 |
10,396.13 |
10,468.47 |
10,681.60 |
|
S4 |
10,201.93 |
10,274.27 |
10,628.19 |
|
|
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 |
10,906.40 |
10,444.10 |
462.30 |
4.3% |
167.30 |
1.6% |
63% |
True |
False |
|
10 |
10,906.40 |
10,075.50 |
830.90 |
7.7% |
184.98 |
1.7% |
79% |
True |
False |
|
20 |
10,906.40 |
9,375.72 |
1,530.68 |
14.3% |
218.57 |
2.0% |
89% |
True |
False |
|
40 |
10,906.40 |
9,106.54 |
1,799.86 |
16.8% |
225.06 |
2.1% |
90% |
True |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
206.11 |
1.9% |
84% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
191.53 |
1.8% |
84% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
193.55 |
1.8% |
84% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.0% |
190.82 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,731.75 |
2.618 |
11,414.82 |
1.618 |
11,220.62 |
1.000 |
11,100.60 |
0.618 |
11,026.42 |
HIGH |
10,906.40 |
0.618 |
10,832.22 |
0.500 |
10,809.30 |
0.382 |
10,786.38 |
LOW |
10,712.20 |
0.618 |
10,592.18 |
1.000 |
10,518.00 |
1.618 |
10,397.98 |
2.618 |
10,203.78 |
4.250 |
9,886.85 |
|
|
Fisher Pivots for day following 30-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,809.30 |
10,765.05 |
PP |
10,784.53 |
10,755.03 |
S1 |
10,759.77 |
10,745.02 |
|