Trading Metrics calculated at close of trading on 05-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2002 |
05-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,199.50 |
10,235.80 |
36.30 |
0.4% |
10,402.10 |
High |
10,261.90 |
10,335.30 |
73.40 |
0.7% |
10,402.10 |
Low |
10,157.30 |
10,217.40 |
60.10 |
0.6% |
10,139.50 |
Close |
10,235.20 |
10,271.60 |
36.40 |
0.4% |
10,271.60 |
Range |
104.60 |
117.90 |
13.30 |
12.7% |
262.60 |
ATR |
139.04 |
137.53 |
-1.51 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,628.47 |
10,567.93 |
10,336.45 |
|
R3 |
10,510.57 |
10,450.03 |
10,304.02 |
|
R2 |
10,392.67 |
10,392.67 |
10,293.22 |
|
R1 |
10,332.13 |
10,332.13 |
10,282.41 |
10,362.40 |
PP |
10,274.77 |
10,274.77 |
10,274.77 |
10,289.90 |
S1 |
10,214.23 |
10,214.23 |
10,260.79 |
10,244.50 |
S2 |
10,156.87 |
10,156.87 |
10,249.99 |
|
S3 |
10,038.97 |
10,096.33 |
10,239.18 |
|
S4 |
9,921.07 |
9,978.43 |
10,206.76 |
|
|
Weekly Pivots for week ending 05-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,058.87 |
10,927.83 |
10,416.03 |
|
R3 |
10,796.27 |
10,665.23 |
10,343.82 |
|
R2 |
10,533.67 |
10,533.67 |
10,319.74 |
|
R1 |
10,402.63 |
10,402.63 |
10,295.67 |
10,336.85 |
PP |
10,271.07 |
10,271.07 |
10,271.07 |
10,238.18 |
S1 |
10,140.03 |
10,140.03 |
10,247.53 |
10,074.25 |
S2 |
10,008.47 |
10,008.47 |
10,223.46 |
|
S3 |
9,745.87 |
9,877.43 |
10,199.39 |
|
S4 |
9,483.27 |
9,614.83 |
10,127.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,402.10 |
10,139.50 |
262.60 |
2.6% |
129.78 |
1.3% |
50% |
False |
False |
|
10 |
10,502.60 |
10,139.50 |
363.10 |
3.5% |
129.32 |
1.3% |
36% |
False |
False |
|
20 |
10,673.10 |
10,139.50 |
533.60 |
5.2% |
125.35 |
1.2% |
25% |
False |
False |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.6% |
146.96 |
1.4% |
63% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
147.10 |
1.4% |
65% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
138.74 |
1.4% |
65% |
False |
False |
|
100 |
10,673.10 |
9,408.58 |
1,264.52 |
12.3% |
137.27 |
1.3% |
68% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.1% |
144.06 |
1.4% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,836.38 |
2.618 |
10,643.96 |
1.618 |
10,526.06 |
1.000 |
10,453.20 |
0.618 |
10,408.16 |
HIGH |
10,335.30 |
0.618 |
10,290.26 |
0.500 |
10,276.35 |
0.382 |
10,262.44 |
LOW |
10,217.40 |
0.618 |
10,144.54 |
1.000 |
10,099.50 |
1.618 |
10,026.64 |
2.618 |
9,908.74 |
4.250 |
9,716.33 |
|
|
Fisher Pivots for day following 05-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,276.35 |
10,260.97 |
PP |
10,274.77 |
10,250.33 |
S1 |
10,273.18 |
10,239.70 |
|