Trading Metrics calculated at close of trading on 03-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2002 |
03-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,057.60 |
10,091.70 |
34.10 |
0.3% |
9,910.52 |
High |
10,117.50 |
10,092.10 |
-25.40 |
-0.3% |
10,117.50 |
Low |
10,040.10 |
9,943.71 |
-96.39 |
-1.0% |
9,811.57 |
Close |
10,091.90 |
10,006.60 |
-85.30 |
-0.8% |
10,006.60 |
Range |
77.40 |
148.39 |
70.99 |
91.7% |
305.93 |
ATR |
147.23 |
147.31 |
0.08 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,459.31 |
10,381.34 |
10,088.21 |
|
R3 |
10,310.92 |
10,232.95 |
10,047.41 |
|
R2 |
10,162.53 |
10,162.53 |
10,033.80 |
|
R1 |
10,084.56 |
10,084.56 |
10,020.20 |
10,049.35 |
PP |
10,014.14 |
10,014.14 |
10,014.14 |
9,996.53 |
S1 |
9,936.17 |
9,936.17 |
9,993.00 |
9,900.96 |
S2 |
9,865.75 |
9,865.75 |
9,979.40 |
|
S3 |
9,717.36 |
9,787.78 |
9,965.79 |
|
S4 |
9,568.97 |
9,639.39 |
9,924.99 |
|
|
Weekly Pivots for week ending 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,896.35 |
10,757.40 |
10,174.86 |
|
R3 |
10,590.42 |
10,451.47 |
10,090.73 |
|
R2 |
10,284.49 |
10,284.49 |
10,062.69 |
|
R1 |
10,145.54 |
10,145.54 |
10,034.64 |
10,215.02 |
PP |
9,978.56 |
9,978.56 |
9,978.56 |
10,013.29 |
S1 |
9,839.61 |
9,839.61 |
9,978.56 |
9,909.09 |
S2 |
9,672.63 |
9,672.63 |
9,950.51 |
|
S3 |
9,366.70 |
9,533.68 |
9,922.47 |
|
S4 |
9,060.77 |
9,227.75 |
9,838.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,117.50 |
9,811.57 |
305.93 |
3.1% |
158.93 |
1.6% |
64% |
False |
False |
|
10 |
10,256.00 |
9,811.57 |
444.43 |
4.4% |
146.98 |
1.5% |
44% |
False |
False |
|
20 |
10,394.70 |
9,811.57 |
583.13 |
5.8% |
149.06 |
1.5% |
33% |
False |
False |
|
40 |
10,673.10 |
9,811.57 |
861.53 |
8.6% |
137.21 |
1.4% |
23% |
False |
False |
|
60 |
10,673.10 |
9,580.32 |
1,092.78 |
10.9% |
147.66 |
1.5% |
39% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
147.59 |
1.5% |
42% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
140.80 |
1.4% |
42% |
False |
False |
|
120 |
10,673.10 |
9,408.58 |
1,264.52 |
12.6% |
139.24 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,722.76 |
2.618 |
10,480.59 |
1.618 |
10,332.20 |
1.000 |
10,240.49 |
0.618 |
10,183.81 |
HIGH |
10,092.10 |
0.618 |
10,035.42 |
0.500 |
10,017.91 |
0.382 |
10,000.39 |
LOW |
9,943.71 |
0.618 |
9,852.00 |
1.000 |
9,795.32 |
1.618 |
9,703.61 |
2.618 |
9,555.22 |
4.250 |
9,313.05 |
|
|
Fisher Pivots for day following 03-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,017.91 |
9,995.76 |
PP |
10,014.14 |
9,984.92 |
S1 |
10,010.37 |
9,974.09 |
|