Trading Metrics calculated at close of trading on 18-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2002 |
18-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,299.70 |
10,219.50 |
-80.20 |
-0.8% |
10,258.90 |
High |
10,326.40 |
10,258.80 |
-67.60 |
-0.7% |
10,394.70 |
Low |
10,188.30 |
10,057.00 |
-131.30 |
-1.3% |
10,120.90 |
Close |
10,220.80 |
10,205.30 |
-15.50 |
-0.2% |
10,190.80 |
Range |
138.10 |
201.80 |
63.70 |
46.1% |
273.80 |
ATR |
147.76 |
151.62 |
3.86 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,779.10 |
10,694.00 |
10,316.29 |
|
R3 |
10,577.30 |
10,492.20 |
10,260.80 |
|
R2 |
10,375.50 |
10,375.50 |
10,242.30 |
|
R1 |
10,290.40 |
10,290.40 |
10,223.80 |
10,232.05 |
PP |
10,173.70 |
10,173.70 |
10,173.70 |
10,144.53 |
S1 |
10,088.60 |
10,088.60 |
10,186.80 |
10,030.25 |
S2 |
9,971.90 |
9,971.90 |
10,168.30 |
|
S3 |
9,770.10 |
9,886.80 |
10,149.81 |
|
S4 |
9,568.30 |
9,685.00 |
10,094.31 |
|
|
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 |
10,326.40 |
10,057.00 |
269.40 |
2.6% |
160.50 |
1.6% |
55% |
False |
True |
|
10 |
10,394.70 |
10,057.00 |
337.70 |
3.3% |
157.12 |
1.5% |
44% |
False |
True |
|
20 |
10,505.70 |
10,057.00 |
448.70 |
4.4% |
144.88 |
1.4% |
33% |
False |
True |
|
40 |
10,673.10 |
9,796.14 |
876.96 |
8.6% |
150.91 |
1.5% |
47% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
151.48 |
1.5% |
59% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
142.06 |
1.4% |
59% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
140.52 |
1.4% |
59% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.3% |
144.38 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,116.45 |
2.618 |
10,787.11 |
1.618 |
10,585.31 |
1.000 |
10,460.60 |
0.618 |
10,383.51 |
HIGH |
10,258.80 |
0.618 |
10,181.71 |
0.500 |
10,157.90 |
0.382 |
10,134.09 |
LOW |
10,057.00 |
0.618 |
9,932.29 |
1.000 |
9,855.20 |
1.618 |
9,730.49 |
2.618 |
9,528.69 |
4.250 |
9,199.35 |
|
|
Fisher Pivots for day following 18-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,189.50 |
10,200.77 |
PP |
10,173.70 |
10,196.23 |
S1 |
10,157.90 |
10,191.70 |
|