| Trading Metrics calculated at close of trading on 29-Apr-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2002 |
29-Apr-2002 |
Change |
Change % |
Previous Week |
| Open |
10,037.40 |
9,910.52 |
-126.88 |
-1.3% |
10,256.00 |
| High |
10,082.70 |
9,937.09 |
-145.61 |
-1.4% |
10,256.00 |
| Low |
9,910.72 |
9,811.57 |
-99.15 |
-1.0% |
9,910.72 |
| Close |
9,910.72 |
9,819.87 |
-90.85 |
-0.9% |
9,910.72 |
| Range |
171.98 |
125.52 |
-46.46 |
-27.0% |
345.28 |
| ATR |
142.58 |
141.36 |
-1.22 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,232.74 |
10,151.82 |
9,888.91 |
|
| R3 |
10,107.22 |
10,026.30 |
9,854.39 |
|
| R2 |
9,981.70 |
9,981.70 |
9,842.88 |
|
| R1 |
9,900.78 |
9,900.78 |
9,831.38 |
9,878.48 |
| PP |
9,856.18 |
9,856.18 |
9,856.18 |
9,845.03 |
| S1 |
9,775.26 |
9,775.26 |
9,808.36 |
9,752.96 |
| S2 |
9,730.66 |
9,730.66 |
9,796.86 |
|
| S3 |
9,605.14 |
9,649.74 |
9,785.35 |
|
| S4 |
9,479.62 |
9,524.22 |
9,750.83 |
|
|
| 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 |
10,177.10 |
9,811.57 |
365.53 |
3.7% |
130.77 |
1.3% |
2% |
False |
True |
|
| 10 |
10,326.40 |
9,811.57 |
514.83 |
5.2% |
140.68 |
1.4% |
2% |
False |
True |
|
| 20 |
10,394.70 |
9,811.57 |
583.13 |
5.9% |
141.13 |
1.4% |
1% |
False |
True |
|
| 40 |
10,673.10 |
9,811.57 |
861.53 |
8.8% |
138.44 |
1.4% |
1% |
False |
True |
|
| 60 |
10,673.10 |
9,580.32 |
1,092.78 |
11.1% |
146.60 |
1.5% |
22% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.6% |
144.64 |
1.5% |
25% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.6% |
139.99 |
1.4% |
25% |
False |
False |
|
| 120 |
10,673.10 |
9,326.17 |
1,346.93 |
13.7% |
139.07 |
1.4% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,470.55 |
|
2.618 |
10,265.70 |
|
1.618 |
10,140.18 |
|
1.000 |
10,062.61 |
|
0.618 |
10,014.66 |
|
HIGH |
9,937.09 |
|
0.618 |
9,889.14 |
|
0.500 |
9,874.33 |
|
0.382 |
9,859.52 |
|
LOW |
9,811.57 |
|
0.618 |
9,734.00 |
|
1.000 |
9,686.05 |
|
1.618 |
9,608.48 |
|
2.618 |
9,482.96 |
|
4.250 |
9,278.11 |
|
|
| Fisher Pivots for day following 29-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,874.33 |
9,947.14 |
| PP |
9,856.18 |
9,904.71 |
| S1 |
9,838.02 |
9,862.29 |
|