Trading Metrics calculated at close of trading on 03-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2001 |
03-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,902.80 |
10,872.30 |
-30.50 |
-0.3% |
10,571.00 |
High |
10,939.20 |
10,872.30 |
-66.90 |
-0.6% |
10,810.00 |
Low |
10,802.60 |
10,723.60 |
-79.00 |
-0.7% |
10,444.10 |
Close |
10,876.70 |
10,796.70 |
-80.00 |
-0.7% |
10,810.00 |
Range |
136.60 |
148.70 |
12.10 |
8.9% |
365.90 |
ATR |
199.04 |
195.76 |
-3.28 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,243.63 |
11,168.87 |
10,878.49 |
|
R3 |
11,094.93 |
11,020.17 |
10,837.59 |
|
R2 |
10,946.23 |
10,946.23 |
10,823.96 |
|
R1 |
10,871.47 |
10,871.47 |
10,810.33 |
10,834.50 |
PP |
10,797.53 |
10,797.53 |
10,797.53 |
10,779.05 |
S1 |
10,722.77 |
10,722.77 |
10,783.07 |
10,685.80 |
S2 |
10,648.83 |
10,648.83 |
10,769.44 |
|
S3 |
10,500.13 |
10,574.07 |
10,755.81 |
|
S4 |
10,351.43 |
10,425.37 |
10,714.92 |
|
|
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 |
10,695.00 |
244.20 |
2.3% |
153.44 |
1.4% |
42% |
False |
False |
|
10 |
10,939.20 |
10,444.10 |
495.10 |
4.6% |
157.17 |
1.5% |
71% |
False |
False |
|
20 |
10,939.20 |
9,527.21 |
1,411.99 |
13.1% |
197.25 |
1.8% |
90% |
False |
False |
|
40 |
10,939.20 |
9,106.54 |
1,832.66 |
17.0% |
227.42 |
2.1% |
92% |
False |
False |
|
60 |
11,012.90 |
9,106.54 |
1,906.36 |
17.7% |
207.02 |
1.9% |
89% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.9% |
189.56 |
1.8% |
88% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.9% |
190.92 |
1.8% |
88% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.9% |
191.59 |
1.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,504.28 |
2.618 |
11,261.60 |
1.618 |
11,112.90 |
1.000 |
11,021.00 |
0.618 |
10,964.20 |
HIGH |
10,872.30 |
0.618 |
10,815.50 |
0.500 |
10,797.95 |
0.382 |
10,780.40 |
LOW |
10,723.60 |
0.618 |
10,631.70 |
1.000 |
10,574.90 |
1.618 |
10,483.00 |
2.618 |
10,334.30 |
4.250 |
10,091.63 |
|
|
Fisher Pivots for day following 03-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,797.95 |
10,831.40 |
PP |
10,797.53 |
10,819.83 |
S1 |
10,797.12 |
10,808.27 |
|