Trading Metrics calculated at close of trading on 04-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2001 |
04-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,872.30 |
10,793.20 |
-79.10 |
-0.7% |
10,814.40 |
High |
10,872.30 |
10,958.10 |
85.80 |
0.8% |
10,958.10 |
Low |
10,723.60 |
10,673.20 |
-50.40 |
-0.5% |
10,673.20 |
Close |
10,796.70 |
10,951.20 |
154.50 |
1.4% |
10,951.20 |
Range |
148.70 |
284.90 |
136.20 |
91.6% |
284.90 |
ATR |
195.76 |
202.13 |
6.37 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,715.53 |
11,618.27 |
11,107.90 |
|
R3 |
11,430.63 |
11,333.37 |
11,029.55 |
|
R2 |
11,145.73 |
11,145.73 |
11,003.43 |
|
R1 |
11,048.47 |
11,048.47 |
10,977.32 |
11,097.10 |
PP |
10,860.83 |
10,860.83 |
10,860.83 |
10,885.15 |
S1 |
10,763.57 |
10,763.57 |
10,925.08 |
10,812.20 |
S2 |
10,575.93 |
10,575.93 |
10,898.97 |
|
S3 |
10,291.03 |
10,478.67 |
10,872.85 |
|
S4 |
10,006.13 |
10,193.77 |
10,794.51 |
|
|
Weekly Pivots for week ending 04-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,715.53 |
11,618.27 |
11,107.90 |
|
R3 |
11,430.63 |
11,333.37 |
11,029.55 |
|
R2 |
11,145.73 |
11,145.73 |
11,003.43 |
|
R1 |
11,048.47 |
11,048.47 |
10,977.32 |
11,097.10 |
PP |
10,860.83 |
10,860.83 |
10,860.83 |
10,885.15 |
S1 |
10,763.57 |
10,763.57 |
10,925.08 |
10,812.20 |
S2 |
10,575.93 |
10,575.93 |
10,898.97 |
|
S3 |
10,291.03 |
10,478.67 |
10,872.85 |
|
S4 |
10,006.13 |
10,193.77 |
10,794.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,958.10 |
10,673.20 |
284.90 |
2.6% |
187.42 |
1.7% |
98% |
True |
True |
|
10 |
10,958.10 |
10,444.10 |
514.00 |
4.7% |
166.72 |
1.5% |
99% |
True |
False |
|
20 |
10,958.10 |
9,698.07 |
1,260.03 |
11.5% |
191.37 |
1.7% |
99% |
True |
False |
|
40 |
10,958.10 |
9,106.54 |
1,851.56 |
16.9% |
230.84 |
2.1% |
100% |
True |
False |
|
60 |
11,012.90 |
9,106.54 |
1,906.36 |
17.4% |
210.22 |
1.9% |
97% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
191.25 |
1.7% |
96% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
192.05 |
1.8% |
96% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
191.60 |
1.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,168.93 |
2.618 |
11,703.97 |
1.618 |
11,419.07 |
1.000 |
11,243.00 |
0.618 |
11,134.17 |
HIGH |
10,958.10 |
0.618 |
10,849.27 |
0.500 |
10,815.65 |
0.382 |
10,782.03 |
LOW |
10,673.20 |
0.618 |
10,497.13 |
1.000 |
10,388.30 |
1.618 |
10,212.23 |
2.618 |
9,927.33 |
4.250 |
9,462.38 |
|
|
Fisher Pivots for day following 04-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,906.02 |
10,906.02 |
PP |
10,860.83 |
10,860.83 |
S1 |
10,815.65 |
10,815.65 |
|