Trading Metrics calculated at close of trading on 01-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2002 |
01-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,429.70 |
10,402.10 |
-27.60 |
-0.3% |
10,428.40 |
High |
10,502.60 |
10,402.10 |
-100.50 |
-1.0% |
10,502.60 |
Low |
10,403.70 |
10,263.70 |
-140.00 |
-1.3% |
10,276.80 |
Close |
10,403.90 |
10,362.70 |
-41.20 |
-0.4% |
10,403.90 |
Range |
98.90 |
138.40 |
39.50 |
39.9% |
225.80 |
ATR |
140.21 |
140.21 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,758.03 |
10,698.77 |
10,438.82 |
|
R3 |
10,619.63 |
10,560.37 |
10,400.76 |
|
R2 |
10,481.23 |
10,481.23 |
10,388.07 |
|
R1 |
10,421.97 |
10,421.97 |
10,375.39 |
10,382.40 |
PP |
10,342.83 |
10,342.83 |
10,342.83 |
10,323.05 |
S1 |
10,283.57 |
10,283.57 |
10,350.01 |
10,244.00 |
S2 |
10,204.43 |
10,204.43 |
10,337.33 |
|
S3 |
10,066.03 |
10,145.17 |
10,324.64 |
|
S4 |
9,927.63 |
10,006.77 |
10,286.58 |
|
|
Weekly Pivots for week ending 29-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,071.83 |
10,963.67 |
10,528.09 |
|
R3 |
10,846.03 |
10,737.87 |
10,466.00 |
|
R2 |
10,620.23 |
10,620.23 |
10,445.30 |
|
R1 |
10,512.07 |
10,512.07 |
10,424.60 |
10,453.25 |
PP |
10,394.43 |
10,394.43 |
10,394.43 |
10,365.03 |
S1 |
10,286.27 |
10,286.27 |
10,383.20 |
10,227.45 |
S2 |
10,168.63 |
10,168.63 |
10,362.50 |
|
S3 |
9,942.83 |
10,060.47 |
10,341.81 |
|
S4 |
9,717.03 |
9,834.67 |
10,279.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,502.60 |
10,263.70 |
238.90 |
2.3% |
135.58 |
1.3% |
41% |
False |
True |
|
10 |
10,673.10 |
10,263.70 |
409.40 |
4.0% |
129.64 |
1.3% |
24% |
False |
True |
|
20 |
10,673.10 |
10,263.70 |
409.40 |
4.0% |
135.75 |
1.3% |
24% |
False |
True |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.5% |
149.34 |
1.4% |
72% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
145.80 |
1.4% |
73% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
139.71 |
1.3% |
73% |
False |
False |
|
100 |
10,673.10 |
9,326.17 |
1,346.93 |
13.0% |
138.66 |
1.3% |
77% |
False |
False |
|
120 |
10,673.10 |
9,000.14 |
1,672.96 |
16.1% |
145.28 |
1.4% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,990.30 |
2.618 |
10,764.43 |
1.618 |
10,626.03 |
1.000 |
10,540.50 |
0.618 |
10,487.63 |
HIGH |
10,402.10 |
0.618 |
10,349.23 |
0.500 |
10,332.90 |
0.382 |
10,316.57 |
LOW |
10,263.70 |
0.618 |
10,178.17 |
1.000 |
10,125.30 |
1.618 |
10,039.77 |
2.618 |
9,901.37 |
4.250 |
9,675.50 |
|
|
Fisher Pivots for day following 01-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,352.77 |
10,383.15 |
PP |
10,342.83 |
10,376.33 |
S1 |
10,332.90 |
10,369.52 |
|