Trading Metrics calculated at close of trading on 11-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2002 |
11-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,210.40 |
10,378.90 |
168.50 |
1.7% |
10,402.10 |
High |
10,394.70 |
10,378.90 |
-15.80 |
-0.2% |
10,402.10 |
Low |
10,210.40 |
10,154.30 |
-56.10 |
-0.5% |
10,139.50 |
Close |
10,381.70 |
10,176.10 |
-205.60 |
-2.0% |
10,271.60 |
Range |
184.30 |
224.60 |
40.30 |
21.9% |
262.60 |
ATR |
139.58 |
145.85 |
6.27 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,910.23 |
10,767.77 |
10,299.63 |
|
R3 |
10,685.63 |
10,543.17 |
10,237.87 |
|
R2 |
10,461.03 |
10,461.03 |
10,217.28 |
|
R1 |
10,318.57 |
10,318.57 |
10,196.69 |
10,277.50 |
PP |
10,236.43 |
10,236.43 |
10,236.43 |
10,215.90 |
S1 |
10,093.97 |
10,093.97 |
10,155.51 |
10,052.90 |
S2 |
10,011.83 |
10,011.83 |
10,134.92 |
|
S3 |
9,787.23 |
9,869.37 |
10,114.34 |
|
S4 |
9,562.63 |
9,644.77 |
10,052.57 |
|
|
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 |
2.7% |
153.74 |
1.5% |
20% |
False |
False |
|
10 |
10,502.60 |
10,120.90 |
381.70 |
3.8% |
139.86 |
1.4% |
14% |
False |
False |
|
20 |
10,673.10 |
10,120.90 |
552.20 |
5.4% |
131.49 |
1.3% |
10% |
False |
False |
|
40 |
10,673.10 |
9,734.21 |
938.89 |
9.2% |
149.21 |
1.5% |
47% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
149.94 |
1.5% |
57% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
139.86 |
1.4% |
57% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
137.47 |
1.4% |
57% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.3% |
143.62 |
1.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,333.45 |
2.618 |
10,966.90 |
1.618 |
10,742.30 |
1.000 |
10,603.50 |
0.618 |
10,517.70 |
HIGH |
10,378.90 |
0.618 |
10,293.10 |
0.500 |
10,266.60 |
0.382 |
10,240.10 |
LOW |
10,154.30 |
0.618 |
10,015.50 |
1.000 |
9,929.70 |
1.618 |
9,790.90 |
2.618 |
9,566.30 |
4.250 |
9,199.75 |
|
|
Fisher Pivots for day following 11-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,266.60 |
10,274.50 |
PP |
10,236.43 |
10,241.70 |
S1 |
10,206.27 |
10,208.90 |
|