Trading Metrics calculated at close of trading on 24-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2002 |
24-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,137.20 |
10,090.10 |
-47.10 |
-0.5% |
10,189.60 |
High |
10,177.10 |
10,163.40 |
-13.70 |
-0.1% |
10,326.40 |
Low |
10,069.50 |
10,027.70 |
-41.80 |
-0.4% |
10,057.00 |
Close |
10,089.20 |
10,030.40 |
-58.80 |
-0.6% |
10,257.10 |
Range |
107.60 |
135.70 |
28.10 |
26.1% |
269.40 |
ATR |
142.93 |
142.42 |
-0.52 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,480.93 |
10,391.37 |
10,105.04 |
|
R3 |
10,345.23 |
10,255.67 |
10,067.72 |
|
R2 |
10,209.53 |
10,209.53 |
10,055.28 |
|
R1 |
10,119.97 |
10,119.97 |
10,042.84 |
10,096.90 |
PP |
10,073.83 |
10,073.83 |
10,073.83 |
10,062.30 |
S1 |
9,984.27 |
9,984.27 |
10,017.96 |
9,961.20 |
S2 |
9,938.13 |
9,938.13 |
10,005.52 |
|
S3 |
9,802.43 |
9,848.57 |
9,993.08 |
|
S4 |
9,666.73 |
9,712.87 |
9,955.77 |
|
|
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 |
10,270.90 |
10,027.70 |
243.20 |
2.4% |
130.02 |
1.3% |
1% |
False |
True |
|
10 |
10,378.90 |
10,027.70 |
351.20 |
3.5% |
147.54 |
1.5% |
1% |
False |
True |
|
20 |
10,502.60 |
10,027.70 |
474.90 |
4.7% |
138.27 |
1.4% |
1% |
False |
True |
|
40 |
10,673.10 |
10,027.70 |
645.40 |
6.4% |
143.03 |
1.4% |
0% |
False |
True |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
151.38 |
1.5% |
44% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
143.65 |
1.4% |
44% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
139.60 |
1.4% |
44% |
False |
False |
|
120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.5% |
140.34 |
1.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,740.13 |
2.618 |
10,518.66 |
1.618 |
10,382.96 |
1.000 |
10,299.10 |
0.618 |
10,247.26 |
HIGH |
10,163.40 |
0.618 |
10,111.56 |
0.500 |
10,095.55 |
0.382 |
10,079.54 |
LOW |
10,027.70 |
0.618 |
9,943.84 |
1.000 |
9,892.00 |
1.618 |
9,808.14 |
2.618 |
9,672.44 |
4.250 |
9,450.98 |
|
|
Fisher Pivots for day following 24-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,095.55 |
10,141.85 |
PP |
10,073.83 |
10,104.70 |
S1 |
10,052.12 |
10,067.55 |
|