Trading Metrics calculated at close of trading on 10-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2001 |
10-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,876.00 |
10,868.90 |
-7.10 |
-0.1% |
10,814.40 |
High |
10,914.00 |
10,979.10 |
65.10 |
0.6% |
10,958.10 |
Low |
10,800.90 |
10,868.80 |
67.90 |
0.6% |
10,673.20 |
Close |
10,867.00 |
10,910.40 |
43.40 |
0.4% |
10,951.20 |
Range |
113.10 |
110.30 |
-2.80 |
-2.5% |
284.90 |
ATR |
184.60 |
179.42 |
-5.18 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,250.33 |
11,190.67 |
10,971.07 |
|
R3 |
11,140.03 |
11,080.37 |
10,940.73 |
|
R2 |
11,029.73 |
11,029.73 |
10,930.62 |
|
R1 |
10,970.07 |
10,970.07 |
10,920.51 |
10,999.90 |
PP |
10,919.43 |
10,919.43 |
10,919.43 |
10,934.35 |
S1 |
10,859.77 |
10,859.77 |
10,900.29 |
10,889.60 |
S2 |
10,809.13 |
10,809.13 |
10,890.18 |
|
S3 |
10,698.83 |
10,749.47 |
10,880.07 |
|
S4 |
10,588.53 |
10,639.17 |
10,849.74 |
|
|
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% |
147.40 |
1.4% |
74% |
False |
False |
|
10 |
10,995.30 |
10,673.20 |
322.10 |
3.0% |
150.42 |
1.4% |
74% |
False |
False |
|
20 |
10,995.30 |
9,934.35 |
1,060.95 |
9.7% |
168.81 |
1.5% |
92% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.3% |
209.35 |
1.9% |
96% |
False |
False |
|
60 |
10,995.30 |
9,106.54 |
1,888.76 |
17.3% |
208.95 |
1.9% |
96% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
189.93 |
1.7% |
94% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
190.57 |
1.7% |
94% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
188.70 |
1.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,447.88 |
2.618 |
11,267.87 |
1.618 |
11,157.57 |
1.000 |
11,089.40 |
0.618 |
11,047.27 |
HIGH |
10,979.10 |
0.618 |
10,936.97 |
0.500 |
10,923.95 |
0.382 |
10,910.93 |
LOW |
10,868.80 |
0.618 |
10,800.63 |
1.000 |
10,758.50 |
1.618 |
10,690.33 |
2.618 |
10,580.03 |
4.250 |
10,400.03 |
|
|
Fisher Pivots for day following 10-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,923.95 |
10,903.60 |
PP |
10,919.43 |
10,896.80 |
S1 |
10,914.92 |
10,890.00 |
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