Trading Metrics calculated at close of trading on 02-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2002 |
02-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,402.10 |
10,352.50 |
-49.60 |
-0.5% |
10,428.40 |
High |
10,402.10 |
10,352.50 |
-49.60 |
-0.5% |
10,502.60 |
Low |
10,263.70 |
10,264.90 |
1.20 |
0.0% |
10,276.80 |
Close |
10,362.70 |
10,313.70 |
-49.00 |
-0.5% |
10,403.90 |
Range |
138.40 |
87.60 |
-50.80 |
-36.7% |
225.80 |
ATR |
140.21 |
137.18 |
-3.03 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,573.17 |
10,531.03 |
10,361.88 |
|
R3 |
10,485.57 |
10,443.43 |
10,337.79 |
|
R2 |
10,397.97 |
10,397.97 |
10,329.76 |
|
R1 |
10,355.83 |
10,355.83 |
10,321.73 |
10,333.10 |
PP |
10,310.37 |
10,310.37 |
10,310.37 |
10,299.00 |
S1 |
10,268.23 |
10,268.23 |
10,305.67 |
10,245.50 |
S2 |
10,222.77 |
10,222.77 |
10,297.64 |
|
S3 |
10,135.17 |
10,180.63 |
10,289.61 |
|
S4 |
10,047.57 |
10,093.03 |
10,265.52 |
|
|
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% |
119.40 |
1.2% |
21% |
False |
False |
|
10 |
10,673.10 |
10,263.70 |
409.40 |
4.0% |
124.79 |
1.2% |
12% |
False |
False |
|
20 |
10,673.10 |
10,263.70 |
409.40 |
4.0% |
128.46 |
1.2% |
12% |
False |
False |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.6% |
149.45 |
1.4% |
67% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
145.23 |
1.4% |
69% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
138.92 |
1.3% |
69% |
False |
False |
|
100 |
10,673.10 |
9,386.51 |
1,286.59 |
12.5% |
138.03 |
1.3% |
72% |
False |
False |
|
120 |
10,673.10 |
9,000.14 |
1,672.96 |
16.2% |
144.91 |
1.4% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,724.80 |
2.618 |
10,581.84 |
1.618 |
10,494.24 |
1.000 |
10,440.10 |
0.618 |
10,406.64 |
HIGH |
10,352.50 |
0.618 |
10,319.04 |
0.500 |
10,308.70 |
0.382 |
10,298.36 |
LOW |
10,264.90 |
0.618 |
10,210.76 |
1.000 |
10,177.30 |
1.618 |
10,123.16 |
2.618 |
10,035.56 |
4.250 |
9,892.60 |
|
|
Fisher Pivots for day following 02-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,312.03 |
10,383.15 |
PP |
10,310.37 |
10,360.00 |
S1 |
10,308.70 |
10,336.85 |
|