Trading Metrics calculated at close of trading on 26-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2002 |
26-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,028.70 |
10,037.40 |
8.70 |
0.1% |
10,256.00 |
High |
10,039.60 |
10,082.70 |
43.10 |
0.4% |
10,256.00 |
Low |
9,926.57 |
9,910.72 |
-15.85 |
-0.2% |
9,910.72 |
Close |
10,035.10 |
9,910.72 |
-124.38 |
-1.2% |
9,910.72 |
Range |
113.03 |
171.98 |
58.95 |
52.2% |
345.28 |
ATR |
140.32 |
142.58 |
2.26 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,483.99 |
10,369.33 |
10,005.31 |
|
R3 |
10,312.01 |
10,197.35 |
9,958.01 |
|
R2 |
10,140.03 |
10,140.03 |
9,942.25 |
|
R1 |
10,025.37 |
10,025.37 |
9,926.48 |
9,996.71 |
PP |
9,968.05 |
9,968.05 |
9,968.05 |
9,953.72 |
S1 |
9,853.39 |
9,853.39 |
9,894.96 |
9,824.73 |
S2 |
9,796.07 |
9,796.07 |
9,879.19 |
|
S3 |
9,624.09 |
9,681.41 |
9,863.43 |
|
S4 |
9,452.11 |
9,509.43 |
9,816.13 |
|
|
Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,061.65 |
10,831.47 |
10,100.62 |
|
R3 |
10,716.37 |
10,486.19 |
10,005.67 |
|
R2 |
10,371.09 |
10,371.09 |
9,974.02 |
|
R1 |
10,140.91 |
10,140.91 |
9,942.37 |
10,083.36 |
PP |
10,025.81 |
10,025.81 |
10,025.81 |
9,997.04 |
S1 |
9,795.63 |
9,795.63 |
9,879.07 |
9,738.08 |
S2 |
9,680.53 |
9,680.53 |
9,847.42 |
|
S3 |
9,335.25 |
9,450.35 |
9,815.77 |
|
S4 |
8,989.97 |
9,105.07 |
9,720.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,256.00 |
9,910.72 |
345.28 |
3.5% |
135.02 |
1.4% |
0% |
False |
True |
|
10 |
10,326.40 |
9,910.72 |
415.68 |
4.2% |
143.66 |
1.4% |
0% |
False |
True |
|
20 |
10,402.10 |
9,910.72 |
491.38 |
5.0% |
141.78 |
1.4% |
0% |
False |
True |
|
40 |
10,673.10 |
9,910.72 |
762.38 |
7.7% |
141.90 |
1.4% |
0% |
False |
True |
|
60 |
10,673.10 |
9,580.32 |
1,092.78 |
11.0% |
147.17 |
1.5% |
30% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
144.80 |
1.5% |
33% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
140.19 |
1.4% |
33% |
False |
False |
|
120 |
10,673.10 |
9,209.65 |
1,463.45 |
14.8% |
139.14 |
1.4% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,813.62 |
2.618 |
10,532.94 |
1.618 |
10,360.96 |
1.000 |
10,254.68 |
0.618 |
10,188.98 |
HIGH |
10,082.70 |
0.618 |
10,017.00 |
0.500 |
9,996.71 |
0.382 |
9,976.42 |
LOW |
9,910.72 |
0.618 |
9,804.44 |
1.000 |
9,738.74 |
1.618 |
9,632.46 |
2.618 |
9,460.48 |
4.250 |
9,179.81 |
|
|
Fisher Pivots for day following 26-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
9,996.71 |
10,037.06 |
PP |
9,968.05 |
9,994.95 |
S1 |
9,939.38 |
9,952.83 |
|