Trading Metrics calculated at close of trading on 07-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2001 |
07-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,793.20 |
10,952.40 |
159.20 |
1.5% |
10,814.40 |
High |
10,958.10 |
10,995.30 |
37.20 |
0.3% |
10,958.10 |
Low |
10,673.20 |
10,893.60 |
220.40 |
2.1% |
10,673.20 |
Close |
10,951.20 |
10,935.20 |
-16.00 |
-0.1% |
10,951.20 |
Range |
284.90 |
101.70 |
-183.20 |
-64.3% |
284.90 |
ATR |
202.13 |
194.95 |
-7.17 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,246.47 |
11,192.53 |
10,991.14 |
|
R3 |
11,144.77 |
11,090.83 |
10,963.17 |
|
R2 |
11,043.07 |
11,043.07 |
10,953.85 |
|
R1 |
10,989.13 |
10,989.13 |
10,944.52 |
10,965.25 |
PP |
10,941.37 |
10,941.37 |
10,941.37 |
10,929.43 |
S1 |
10,887.43 |
10,887.43 |
10,925.88 |
10,863.55 |
S2 |
10,839.67 |
10,839.67 |
10,916.56 |
|
S3 |
10,737.97 |
10,785.73 |
10,907.23 |
|
S4 |
10,636.27 |
10,684.03 |
10,879.27 |
|
|
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 |
10,995.30 |
10,673.20 |
322.10 |
2.9% |
168.92 |
1.5% |
81% |
True |
False |
|
10 |
10,995.30 |
10,444.10 |
551.20 |
5.0% |
168.11 |
1.5% |
89% |
True |
False |
|
20 |
10,995.30 |
9,775.79 |
1,219.51 |
11.2% |
185.66 |
1.7% |
95% |
True |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.3% |
226.61 |
2.1% |
97% |
True |
False |
|
60 |
11,012.90 |
9,106.54 |
1,906.36 |
17.4% |
210.36 |
1.9% |
96% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
190.78 |
1.7% |
95% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
191.85 |
1.8% |
95% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.6% |
190.69 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,427.53 |
2.618 |
11,261.55 |
1.618 |
11,159.85 |
1.000 |
11,097.00 |
0.618 |
11,058.15 |
HIGH |
10,995.30 |
0.618 |
10,956.45 |
0.500 |
10,944.45 |
0.382 |
10,932.45 |
LOW |
10,893.60 |
0.618 |
10,830.75 |
1.000 |
10,791.90 |
1.618 |
10,729.05 |
2.618 |
10,627.35 |
4.250 |
10,461.38 |
|
|
Fisher Pivots for day following 07-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,944.45 |
10,901.55 |
PP |
10,941.37 |
10,867.90 |
S1 |
10,938.28 |
10,834.25 |
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