Trading Metrics calculated at close of trading on 10-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2002 |
10-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,249.80 |
10,210.40 |
-39.40 |
-0.4% |
10,402.10 |
High |
10,305.00 |
10,394.70 |
89.70 |
0.9% |
10,402.10 |
Low |
10,201.10 |
10,210.40 |
9.30 |
0.1% |
10,139.50 |
Close |
10,208.70 |
10,381.70 |
173.00 |
1.7% |
10,271.60 |
Range |
103.90 |
184.30 |
80.40 |
77.4% |
262.60 |
ATR |
136.01 |
139.58 |
3.57 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,881.83 |
10,816.07 |
10,483.07 |
|
R3 |
10,697.53 |
10,631.77 |
10,432.38 |
|
R2 |
10,513.23 |
10,513.23 |
10,415.49 |
|
R1 |
10,447.47 |
10,447.47 |
10,398.59 |
10,480.35 |
PP |
10,328.93 |
10,328.93 |
10,328.93 |
10,345.38 |
S1 |
10,263.17 |
10,263.17 |
10,364.81 |
10,296.05 |
S2 |
10,144.63 |
10,144.63 |
10,347.91 |
|
S3 |
9,960.33 |
10,078.87 |
10,331.02 |
|
S4 |
9,776.03 |
9,894.57 |
10,280.34 |
|
|
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 |
10,394.70 |
10,120.90 |
273.80 |
2.6% |
129.74 |
1.2% |
95% |
True |
False |
|
10 |
10,502.60 |
10,120.90 |
381.70 |
3.7% |
129.00 |
1.2% |
68% |
False |
False |
|
20 |
10,673.10 |
10,120.90 |
552.20 |
5.3% |
127.56 |
1.2% |
47% |
False |
False |
|
40 |
10,673.10 |
9,734.21 |
938.89 |
9.0% |
145.95 |
1.4% |
69% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
147.80 |
1.4% |
75% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
138.85 |
1.3% |
75% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
136.41 |
1.3% |
75% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.0% |
143.93 |
1.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,177.98 |
2.618 |
10,877.20 |
1.618 |
10,692.90 |
1.000 |
10,579.00 |
0.618 |
10,508.60 |
HIGH |
10,394.70 |
0.618 |
10,324.30 |
0.500 |
10,302.55 |
0.382 |
10,280.80 |
LOW |
10,210.40 |
0.618 |
10,096.50 |
1.000 |
10,026.10 |
1.618 |
9,912.20 |
2.618 |
9,727.90 |
4.250 |
9,427.13 |
|
|
Fisher Pivots for day following 10-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,355.32 |
10,340.40 |
PP |
10,328.93 |
10,299.10 |
S1 |
10,302.55 |
10,257.80 |
|