Trading Metrics calculated at close of trading on 23-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2002 |
23-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,256.00 |
10,137.20 |
-118.80 |
-1.2% |
10,189.60 |
High |
10,256.00 |
10,177.10 |
-78.90 |
-0.8% |
10,326.40 |
Low |
10,109.20 |
10,069.50 |
-39.70 |
-0.4% |
10,057.00 |
Close |
10,136.40 |
10,089.20 |
-47.20 |
-0.5% |
10,257.10 |
Range |
146.80 |
107.60 |
-39.20 |
-26.7% |
269.40 |
ATR |
145.65 |
142.93 |
-2.72 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,434.73 |
10,369.57 |
10,148.38 |
|
R3 |
10,327.13 |
10,261.97 |
10,118.79 |
|
R2 |
10,219.53 |
10,219.53 |
10,108.93 |
|
R1 |
10,154.37 |
10,154.37 |
10,099.06 |
10,133.15 |
PP |
10,111.93 |
10,111.93 |
10,111.93 |
10,101.33 |
S1 |
10,046.77 |
10,046.77 |
10,079.34 |
10,025.55 |
S2 |
10,004.33 |
10,004.33 |
10,069.47 |
|
S3 |
9,896.73 |
9,939.17 |
10,059.61 |
|
S4 |
9,789.13 |
9,831.57 |
10,030.02 |
|
|
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% |
130.50 |
1.3% |
12% |
False |
False |
|
10 |
10,394.70 |
10,057.00 |
337.70 |
3.3% |
152.40 |
1.5% |
10% |
False |
False |
|
20 |
10,502.60 |
10,057.00 |
445.60 |
4.4% |
139.29 |
1.4% |
7% |
False |
False |
|
40 |
10,673.10 |
10,033.80 |
639.30 |
6.3% |
143.47 |
1.4% |
9% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
150.71 |
1.5% |
49% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
142.78 |
1.4% |
49% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
139.85 |
1.4% |
49% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.4% |
140.87 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,634.40 |
2.618 |
10,458.80 |
1.618 |
10,351.20 |
1.000 |
10,284.70 |
0.618 |
10,243.60 |
HIGH |
10,177.10 |
0.618 |
10,136.00 |
0.500 |
10,123.30 |
0.382 |
10,110.60 |
LOW |
10,069.50 |
0.618 |
10,003.00 |
1.000 |
9,961.90 |
1.618 |
9,895.40 |
2.618 |
9,787.80 |
4.250 |
9,612.20 |
|
|
Fisher Pivots for day following 23-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,123.30 |
10,170.20 |
PP |
10,111.93 |
10,143.20 |
S1 |
10,100.57 |
10,116.20 |
|