| Trading Metrics calculated at close of trading on 25-Apr-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2002 |
25-Apr-2002 |
Change |
Change % |
Previous Week |
| Open |
10,090.10 |
10,028.70 |
-61.40 |
-0.6% |
10,189.60 |
| High |
10,163.40 |
10,039.60 |
-123.80 |
-1.2% |
10,326.40 |
| Low |
10,027.70 |
9,926.57 |
-101.13 |
-1.0% |
10,057.00 |
| Close |
10,030.40 |
10,035.10 |
4.70 |
0.0% |
10,257.10 |
| Range |
135.70 |
113.03 |
-22.67 |
-16.7% |
269.40 |
| ATR |
142.42 |
140.32 |
-2.10 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,339.51 |
10,300.34 |
10,097.27 |
|
| R3 |
10,226.48 |
10,187.31 |
10,066.18 |
|
| R2 |
10,113.45 |
10,113.45 |
10,055.82 |
|
| R1 |
10,074.28 |
10,074.28 |
10,045.46 |
10,093.87 |
| PP |
10,000.42 |
10,000.42 |
10,000.42 |
10,010.22 |
| S1 |
9,961.25 |
9,961.25 |
10,024.74 |
9,980.84 |
| S2 |
9,887.39 |
9,887.39 |
10,014.38 |
|
| S3 |
9,774.36 |
9,848.22 |
10,004.02 |
|
| S4 |
9,661.33 |
9,735.19 |
9,972.93 |
|
|
| 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 |
9,926.57 |
344.33 |
3.4% |
112.27 |
1.1% |
32% |
False |
True |
|
| 10 |
10,326.40 |
9,926.57 |
399.83 |
4.0% |
136.38 |
1.4% |
27% |
False |
True |
|
| 20 |
10,502.60 |
9,926.57 |
576.03 |
5.7% |
138.12 |
1.4% |
19% |
False |
True |
|
| 40 |
10,673.10 |
9,926.57 |
746.53 |
7.4% |
140.94 |
1.4% |
15% |
False |
True |
|
| 60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
148.40 |
1.5% |
44% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
144.13 |
1.4% |
44% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
139.35 |
1.4% |
44% |
False |
False |
|
| 120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.5% |
139.96 |
1.4% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,519.98 |
|
2.618 |
10,335.51 |
|
1.618 |
10,222.48 |
|
1.000 |
10,152.63 |
|
0.618 |
10,109.45 |
|
HIGH |
10,039.60 |
|
0.618 |
9,996.42 |
|
0.500 |
9,983.09 |
|
0.382 |
9,969.75 |
|
LOW |
9,926.57 |
|
0.618 |
9,856.72 |
|
1.000 |
9,813.54 |
|
1.618 |
9,743.69 |
|
2.618 |
9,630.66 |
|
4.250 |
9,446.19 |
|
|
| Fisher Pivots for day following 25-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,017.76 |
10,051.84 |
| PP |
10,000.42 |
10,046.26 |
| S1 |
9,983.09 |
10,040.68 |
|