Trading Metrics calculated at close of trading on 16-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2002 |
16-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,189.60 |
10,100.40 |
-89.20 |
-0.9% |
10,258.90 |
High |
10,225.80 |
10,308.20 |
82.40 |
0.8% |
10,394.70 |
Low |
10,070.50 |
10,100.10 |
29.60 |
0.3% |
10,120.90 |
Close |
10,093.70 |
10,301.30 |
207.60 |
2.1% |
10,190.80 |
Range |
155.30 |
208.10 |
52.80 |
34.0% |
273.80 |
ATR |
143.43 |
148.51 |
5.08 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,860.83 |
10,789.17 |
10,415.76 |
|
R3 |
10,652.73 |
10,581.07 |
10,358.53 |
|
R2 |
10,444.63 |
10,444.63 |
10,339.45 |
|
R1 |
10,372.97 |
10,372.97 |
10,320.38 |
10,408.80 |
PP |
10,236.53 |
10,236.53 |
10,236.53 |
10,254.45 |
S1 |
10,164.87 |
10,164.87 |
10,282.22 |
10,200.70 |
S2 |
10,028.43 |
10,028.43 |
10,263.15 |
|
S3 |
9,820.33 |
9,956.77 |
10,244.07 |
|
S4 |
9,612.23 |
9,748.67 |
10,186.85 |
|
|
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 |
10,070.50 |
324.20 |
3.1% |
174.30 |
1.7% |
71% |
False |
False |
|
10 |
10,394.70 |
10,070.50 |
324.20 |
3.1% |
153.63 |
1.5% |
71% |
False |
False |
|
20 |
10,673.10 |
10,070.50 |
602.60 |
5.8% |
139.21 |
1.4% |
38% |
False |
False |
|
40 |
10,673.10 |
9,734.21 |
938.89 |
9.1% |
152.07 |
1.5% |
60% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
149.79 |
1.5% |
67% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
141.06 |
1.4% |
67% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
138.93 |
1.3% |
67% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.1% |
143.62 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,192.63 |
2.618 |
10,853.01 |
1.618 |
10,644.91 |
1.000 |
10,516.30 |
0.618 |
10,436.81 |
HIGH |
10,308.20 |
0.618 |
10,228.71 |
0.500 |
10,204.15 |
0.382 |
10,179.59 |
LOW |
10,100.10 |
0.618 |
9,971.49 |
1.000 |
9,892.00 |
1.618 |
9,763.39 |
2.618 |
9,555.29 |
4.250 |
9,215.68 |
|
|
Fisher Pivots for day following 16-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,268.92 |
10,263.98 |
PP |
10,236.53 |
10,226.67 |
S1 |
10,204.15 |
10,189.35 |
|