Trading Metrics calculated at close of trading on 08-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2002 |
08-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,235.80 |
10,258.90 |
23.10 |
0.2% |
10,402.10 |
High |
10,335.30 |
10,258.90 |
-76.40 |
-0.7% |
10,402.10 |
Low |
10,217.40 |
10,120.90 |
-96.50 |
-0.9% |
10,139.50 |
Close |
10,271.60 |
10,249.10 |
-22.50 |
-0.2% |
10,271.60 |
Range |
117.90 |
138.00 |
20.10 |
17.0% |
262.60 |
ATR |
137.53 |
138.47 |
0.94 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,623.63 |
10,574.37 |
10,325.00 |
|
R3 |
10,485.63 |
10,436.37 |
10,287.05 |
|
R2 |
10,347.63 |
10,347.63 |
10,274.40 |
|
R1 |
10,298.37 |
10,298.37 |
10,261.75 |
10,254.00 |
PP |
10,209.63 |
10,209.63 |
10,209.63 |
10,187.45 |
S1 |
10,160.37 |
10,160.37 |
10,236.45 |
10,116.00 |
S2 |
10,071.63 |
10,071.63 |
10,223.80 |
|
S3 |
9,933.63 |
10,022.37 |
10,211.15 |
|
S4 |
9,795.63 |
9,884.37 |
10,173.20 |
|
|
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 |
10,352.50 |
10,120.90 |
231.60 |
2.3% |
129.70 |
1.3% |
55% |
False |
True |
|
10 |
10,502.60 |
10,120.90 |
381.70 |
3.7% |
132.64 |
1.3% |
34% |
False |
True |
|
20 |
10,673.10 |
10,120.90 |
552.20 |
5.4% |
125.65 |
1.2% |
23% |
False |
True |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.7% |
147.43 |
1.4% |
61% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
146.04 |
1.4% |
63% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
138.53 |
1.4% |
63% |
False |
False |
|
100 |
10,673.10 |
9,408.58 |
1,264.52 |
12.3% |
137.54 |
1.3% |
66% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.2% |
143.41 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,845.40 |
2.618 |
10,620.18 |
1.618 |
10,482.18 |
1.000 |
10,396.90 |
0.618 |
10,344.18 |
HIGH |
10,258.90 |
0.618 |
10,206.18 |
0.500 |
10,189.90 |
0.382 |
10,173.62 |
LOW |
10,120.90 |
0.618 |
10,035.62 |
1.000 |
9,982.90 |
1.618 |
9,897.62 |
2.618 |
9,759.62 |
4.250 |
9,534.40 |
|
|
Fisher Pivots for day following 08-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,229.37 |
10,242.10 |
PP |
10,209.63 |
10,235.10 |
S1 |
10,189.90 |
10,228.10 |
|