Trading Metrics calculated at close of trading on 12-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2002 |
12-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,378.90 |
10,178.60 |
-200.30 |
-1.9% |
10,258.90 |
High |
10,378.90 |
10,237.90 |
-141.00 |
-1.4% |
10,394.70 |
Low |
10,154.30 |
10,138.70 |
-15.60 |
-0.2% |
10,120.90 |
Close |
10,176.10 |
10,190.80 |
14.70 |
0.1% |
10,190.80 |
Range |
224.60 |
99.20 |
-125.40 |
-55.8% |
273.80 |
ATR |
145.85 |
142.52 |
-3.33 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,486.73 |
10,437.97 |
10,245.36 |
|
R3 |
10,387.53 |
10,338.77 |
10,218.08 |
|
R2 |
10,288.33 |
10,288.33 |
10,208.99 |
|
R1 |
10,239.57 |
10,239.57 |
10,199.89 |
10,263.95 |
PP |
10,189.13 |
10,189.13 |
10,189.13 |
10,201.33 |
S1 |
10,140.37 |
10,140.37 |
10,181.71 |
10,164.75 |
S2 |
10,089.93 |
10,089.93 |
10,172.61 |
|
S3 |
9,990.73 |
10,041.17 |
10,163.52 |
|
S4 |
9,891.53 |
9,941.97 |
10,136.24 |
|
|
Weekly Pivots for week ending 12-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,056.87 |
10,897.63 |
10,341.39 |
|
R3 |
10,783.07 |
10,623.83 |
10,266.10 |
|
R2 |
10,509.27 |
10,509.27 |
10,241.00 |
|
R1 |
10,350.03 |
10,350.03 |
10,215.90 |
10,292.75 |
PP |
10,235.47 |
10,235.47 |
10,235.47 |
10,206.83 |
S1 |
10,076.23 |
10,076.23 |
10,165.70 |
10,018.95 |
S2 |
9,961.67 |
9,961.67 |
10,140.60 |
|
S3 |
9,687.87 |
9,802.43 |
10,115.51 |
|
S4 |
9,414.07 |
9,528.63 |
10,040.21 |
|
|
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% |
150.00 |
1.5% |
26% |
False |
False |
|
10 |
10,402.10 |
10,120.90 |
281.20 |
2.8% |
139.89 |
1.4% |
25% |
False |
False |
|
20 |
10,673.10 |
10,120.90 |
552.20 |
5.4% |
132.63 |
1.3% |
13% |
False |
False |
|
40 |
10,673.10 |
9,734.21 |
938.89 |
9.2% |
148.16 |
1.5% |
49% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
149.59 |
1.5% |
58% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
139.70 |
1.4% |
58% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
137.52 |
1.3% |
58% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.3% |
143.61 |
1.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,659.50 |
2.618 |
10,497.61 |
1.618 |
10,398.41 |
1.000 |
10,337.10 |
0.618 |
10,299.21 |
HIGH |
10,237.90 |
0.618 |
10,200.01 |
0.500 |
10,188.30 |
0.382 |
10,176.59 |
LOW |
10,138.70 |
0.618 |
10,077.39 |
1.000 |
10,039.50 |
1.618 |
9,978.19 |
2.618 |
9,878.99 |
4.250 |
9,717.10 |
|
|
Fisher Pivots for day following 12-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,189.97 |
10,266.70 |
PP |
10,189.13 |
10,241.40 |
S1 |
10,188.30 |
10,216.10 |
|