Trading Metrics calculated at close of trading on 09-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2001 |
09-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,936.70 |
10,876.00 |
-60.70 |
-0.6% |
10,814.40 |
High |
10,946.80 |
10,914.00 |
-32.80 |
-0.3% |
10,958.10 |
Low |
10,819.80 |
10,800.90 |
-18.90 |
-0.2% |
10,673.20 |
Close |
10,883.50 |
10,867.00 |
-16.50 |
-0.2% |
10,951.20 |
Range |
127.00 |
113.10 |
-13.90 |
-10.9% |
284.90 |
ATR |
190.10 |
184.60 |
-5.50 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,199.93 |
11,146.57 |
10,929.21 |
|
R3 |
11,086.83 |
11,033.47 |
10,898.10 |
|
R2 |
10,973.73 |
10,973.73 |
10,887.74 |
|
R1 |
10,920.37 |
10,920.37 |
10,877.37 |
10,890.50 |
PP |
10,860.63 |
10,860.63 |
10,860.63 |
10,845.70 |
S1 |
10,807.27 |
10,807.27 |
10,856.63 |
10,777.40 |
S2 |
10,747.53 |
10,747.53 |
10,846.27 |
|
S3 |
10,634.43 |
10,694.17 |
10,835.90 |
|
S4 |
10,521.33 |
10,581.07 |
10,804.80 |
|
|
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 |
3.0% |
155.08 |
1.4% |
60% |
False |
False |
|
10 |
10,995.30 |
10,623.70 |
371.60 |
3.4% |
153.72 |
1.4% |
65% |
False |
False |
|
20 |
10,995.30 |
9,934.35 |
1,060.95 |
9.8% |
174.39 |
1.6% |
88% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
216.19 |
2.0% |
93% |
False |
False |
|
60 |
11,012.90 |
9,106.54 |
1,906.36 |
17.5% |
209.09 |
1.9% |
92% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
190.76 |
1.8% |
91% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.30 |
1.8% |
91% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
189.14 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,394.68 |
2.618 |
11,210.10 |
1.618 |
11,097.00 |
1.000 |
11,027.10 |
0.618 |
10,983.90 |
HIGH |
10,914.00 |
0.618 |
10,870.80 |
0.500 |
10,857.45 |
0.382 |
10,844.10 |
LOW |
10,800.90 |
0.618 |
10,731.00 |
1.000 |
10,687.80 |
1.618 |
10,617.90 |
2.618 |
10,504.80 |
4.250 |
10,320.23 |
|
|
Fisher Pivots for day following 09-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,863.82 |
10,898.10 |
PP |
10,860.63 |
10,887.73 |
S1 |
10,857.45 |
10,877.37 |
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