Trading Metrics calculated at close of trading on 02-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2001 |
02-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,734.00 |
10,902.80 |
168.80 |
1.6% |
10,571.00 |
High |
10,904.20 |
10,939.20 |
35.00 |
0.3% |
10,810.00 |
Low |
10,731.50 |
10,802.60 |
71.10 |
0.7% |
10,444.10 |
Close |
10,898.30 |
10,876.70 |
-21.60 |
-0.2% |
10,810.00 |
Range |
172.70 |
136.60 |
-36.10 |
-20.9% |
365.90 |
ATR |
203.84 |
199.04 |
-4.80 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,282.63 |
11,216.27 |
10,951.83 |
|
R3 |
11,146.03 |
11,079.67 |
10,914.27 |
|
R2 |
11,009.43 |
11,009.43 |
10,901.74 |
|
R1 |
10,943.07 |
10,943.07 |
10,889.22 |
10,907.95 |
PP |
10,872.83 |
10,872.83 |
10,872.83 |
10,855.28 |
S1 |
10,806.47 |
10,806.47 |
10,864.18 |
10,771.35 |
S2 |
10,736.23 |
10,736.23 |
10,851.66 |
|
S3 |
10,599.63 |
10,669.87 |
10,839.14 |
|
S4 |
10,463.03 |
10,533.27 |
10,801.57 |
|
|
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 |
10,939.20 |
10,623.70 |
315.50 |
2.9% |
152.36 |
1.4% |
80% |
True |
False |
|
10 |
10,939.20 |
10,444.10 |
495.10 |
4.6% |
155.50 |
1.4% |
87% |
True |
False |
|
20 |
10,939.20 |
9,375.72 |
1,563.48 |
14.4% |
202.32 |
1.9% |
96% |
True |
False |
|
40 |
10,939.20 |
9,106.54 |
1,832.66 |
16.8% |
227.19 |
2.1% |
97% |
True |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
206.26 |
1.9% |
92% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
190.01 |
1.7% |
92% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
190.49 |
1.8% |
92% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.18 |
1.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,519.75 |
2.618 |
11,296.82 |
1.618 |
11,160.22 |
1.000 |
11,075.80 |
0.618 |
11,023.62 |
HIGH |
10,939.20 |
0.618 |
10,887.02 |
0.500 |
10,870.90 |
0.382 |
10,854.78 |
LOW |
10,802.60 |
0.618 |
10,718.18 |
1.000 |
10,666.00 |
1.618 |
10,581.58 |
2.618 |
10,444.98 |
4.250 |
10,222.05 |
|
|
Fisher Pivots for day following 02-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,874.77 |
10,859.70 |
PP |
10,872.83 |
10,842.70 |
S1 |
10,870.90 |
10,825.70 |
|