Trading Metrics calculated at close of trading on 22-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2002 |
22-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,212.70 |
10,256.00 |
43.30 |
0.4% |
10,189.60 |
High |
10,270.90 |
10,256.00 |
-14.90 |
-0.1% |
10,326.40 |
Low |
10,212.70 |
10,109.20 |
-103.50 |
-1.0% |
10,057.00 |
Close |
10,257.10 |
10,136.40 |
-120.70 |
-1.2% |
10,257.10 |
Range |
58.20 |
146.80 |
88.60 |
152.2% |
269.40 |
ATR |
145.48 |
145.65 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,607.60 |
10,518.80 |
10,217.14 |
|
R3 |
10,460.80 |
10,372.00 |
10,176.77 |
|
R2 |
10,314.00 |
10,314.00 |
10,163.31 |
|
R1 |
10,225.20 |
10,225.20 |
10,149.86 |
10,196.20 |
PP |
10,167.20 |
10,167.20 |
10,167.20 |
10,152.70 |
S1 |
10,078.40 |
10,078.40 |
10,122.94 |
10,049.40 |
S2 |
10,020.40 |
10,020.40 |
10,109.49 |
|
S3 |
9,873.60 |
9,931.60 |
10,096.03 |
|
S4 |
9,726.80 |
9,784.80 |
10,055.66 |
|
|
Weekly Pivots for week ending 19-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,021.70 |
10,908.80 |
10,405.27 |
|
R3 |
10,752.30 |
10,639.40 |
10,331.19 |
|
R2 |
10,482.90 |
10,482.90 |
10,306.49 |
|
R1 |
10,370.00 |
10,370.00 |
10,281.80 |
10,426.45 |
PP |
10,213.50 |
10,213.50 |
10,213.50 |
10,241.73 |
S1 |
10,100.60 |
10,100.60 |
10,232.41 |
10,157.05 |
S2 |
9,944.10 |
9,944.10 |
10,207.71 |
|
S3 |
9,674.70 |
9,831.20 |
10,183.02 |
|
S4 |
9,405.30 |
9,561.80 |
10,108.93 |
|
|
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 |
2.7% |
150.60 |
1.5% |
29% |
False |
False |
|
10 |
10,394.70 |
10,057.00 |
337.70 |
3.3% |
152.03 |
1.5% |
24% |
False |
False |
|
20 |
10,502.60 |
10,057.00 |
445.60 |
4.4% |
142.34 |
1.4% |
18% |
False |
False |
|
40 |
10,673.10 |
9,966.36 |
706.74 |
7.0% |
145.93 |
1.4% |
24% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
151.30 |
1.5% |
53% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
143.11 |
1.4% |
53% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
140.39 |
1.4% |
53% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.4% |
142.25 |
1.4% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,879.90 |
2.618 |
10,640.32 |
1.618 |
10,493.52 |
1.000 |
10,402.80 |
0.618 |
10,346.72 |
HIGH |
10,256.00 |
0.618 |
10,199.92 |
0.500 |
10,182.60 |
0.382 |
10,165.28 |
LOW |
10,109.20 |
0.618 |
10,018.48 |
1.000 |
9,962.40 |
1.618 |
9,871.68 |
2.618 |
9,724.88 |
4.250 |
9,485.30 |
|
|
Fisher Pivots for day following 22-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,182.60 |
10,163.95 |
PP |
10,167.20 |
10,154.77 |
S1 |
10,151.80 |
10,145.58 |
|