Trading Metrics calculated at close of trading on 11-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2001 |
11-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,868.90 |
10,908.30 |
39.40 |
0.4% |
10,952.40 |
High |
10,979.10 |
10,920.10 |
-59.00 |
-0.5% |
10,995.30 |
Low |
10,868.80 |
10,774.10 |
-94.70 |
-0.9% |
10,774.10 |
Close |
10,910.40 |
10,821.30 |
-89.10 |
-0.8% |
10,821.30 |
Range |
110.30 |
146.00 |
35.70 |
32.4% |
221.20 |
ATR |
179.42 |
177.03 |
-2.39 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,276.50 |
11,194.90 |
10,901.60 |
|
R3 |
11,130.50 |
11,048.90 |
10,861.45 |
|
R2 |
10,984.50 |
10,984.50 |
10,848.07 |
|
R1 |
10,902.90 |
10,902.90 |
10,834.68 |
10,870.70 |
PP |
10,838.50 |
10,838.50 |
10,838.50 |
10,822.40 |
S1 |
10,756.90 |
10,756.90 |
10,807.92 |
10,724.70 |
S2 |
10,692.50 |
10,692.50 |
10,794.53 |
|
S3 |
10,546.50 |
10,610.90 |
10,781.15 |
|
S4 |
10,400.50 |
10,464.90 |
10,741.00 |
|
|
Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,527.17 |
11,395.43 |
10,942.96 |
|
R3 |
11,305.97 |
11,174.23 |
10,882.13 |
|
R2 |
11,084.77 |
11,084.77 |
10,861.85 |
|
R1 |
10,953.03 |
10,953.03 |
10,841.58 |
10,908.30 |
PP |
10,863.57 |
10,863.57 |
10,863.57 |
10,841.20 |
S1 |
10,731.83 |
10,731.83 |
10,801.02 |
10,687.10 |
S2 |
10,642.37 |
10,642.37 |
10,780.75 |
|
S3 |
10,421.17 |
10,510.63 |
10,760.47 |
|
S4 |
10,199.97 |
10,289.43 |
10,699.64 |
|
|
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 |
10,774.10 |
221.20 |
2.0% |
119.62 |
1.1% |
21% |
False |
True |
|
10 |
10,995.30 |
10,673.20 |
322.10 |
3.0% |
153.52 |
1.4% |
46% |
False |
False |
|
20 |
10,995.30 |
10,046.50 |
948.80 |
8.8% |
166.45 |
1.5% |
82% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.5% |
210.08 |
1.9% |
91% |
False |
False |
|
60 |
10,995.30 |
9,106.54 |
1,888.76 |
17.5% |
209.09 |
1.9% |
91% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
189.74 |
1.8% |
89% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
189.84 |
1.8% |
89% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.8% |
188.93 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,540.60 |
2.618 |
11,302.33 |
1.618 |
11,156.33 |
1.000 |
11,066.10 |
0.618 |
11,010.33 |
HIGH |
10,920.10 |
0.618 |
10,864.33 |
0.500 |
10,847.10 |
0.382 |
10,829.87 |
LOW |
10,774.10 |
0.618 |
10,683.87 |
1.000 |
10,628.10 |
1.618 |
10,537.87 |
2.618 |
10,391.87 |
4.250 |
10,153.60 |
|
|
Fisher Pivots for day following 11-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,847.10 |
10,876.60 |
PP |
10,838.50 |
10,858.17 |
S1 |
10,829.90 |
10,839.73 |
|