Trading Metrics calculated at close of trading on 04-Apr-2002 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Apr-2002 |
04-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,311.80 |
10,199.50 |
-112.30 |
-1.1% |
10,428.40 |
High |
10,339.90 |
10,261.90 |
-78.00 |
-0.8% |
10,502.60 |
Low |
10,139.50 |
10,157.30 |
17.80 |
0.2% |
10,276.80 |
Close |
10,198.30 |
10,235.20 |
36.90 |
0.4% |
10,403.90 |
Range |
200.40 |
104.60 |
-95.80 |
-47.8% |
225.80 |
ATR |
141.69 |
139.04 |
-2.65 |
-1.9% |
0.00 |
Volume |
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|
|
|
|
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Daily Pivots for day following 04-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,531.93 |
10,488.17 |
10,292.73 |
|
R3 |
10,427.33 |
10,383.57 |
10,263.97 |
|
R2 |
10,322.73 |
10,322.73 |
10,254.38 |
|
R1 |
10,278.97 |
10,278.97 |
10,244.79 |
10,300.85 |
PP |
10,218.13 |
10,218.13 |
10,218.13 |
10,229.08 |
S1 |
10,174.37 |
10,174.37 |
10,225.61 |
10,196.25 |
S2 |
10,113.53 |
10,113.53 |
10,216.02 |
|
S3 |
10,008.93 |
10,069.77 |
10,206.44 |
|
S4 |
9,904.33 |
9,965.17 |
10,177.67 |
|
|
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 |
10,139.50 |
363.10 |
3.5% |
125.98 |
1.2% |
26% |
False |
False |
|
10 |
10,505.70 |
10,139.50 |
366.20 |
3.6% |
132.63 |
1.3% |
26% |
False |
False |
|
20 |
10,673.10 |
10,139.50 |
533.60 |
5.2% |
126.37 |
1.2% |
18% |
False |
False |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.7% |
147.13 |
1.4% |
60% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
146.63 |
1.4% |
62% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
138.47 |
1.4% |
62% |
False |
False |
|
100 |
10,673.10 |
9,408.58 |
1,264.52 |
12.4% |
137.73 |
1.3% |
65% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.2% |
144.65 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,706.45 |
2.618 |
10,535.74 |
1.618 |
10,431.14 |
1.000 |
10,366.50 |
0.618 |
10,326.54 |
HIGH |
10,261.90 |
0.618 |
10,221.94 |
0.500 |
10,209.60 |
0.382 |
10,197.26 |
LOW |
10,157.30 |
0.618 |
10,092.66 |
1.000 |
10,052.70 |
1.618 |
9,988.06 |
2.618 |
9,883.46 |
4.250 |
9,712.75 |
|
|
Fisher Pivots for day following 04-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,226.67 |
10,246.00 |
PP |
10,218.13 |
10,242.40 |
S1 |
10,209.60 |
10,238.80 |
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