Trading Metrics calculated at close of trading on 03-Apr-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2002 |
03-Apr-2002 |
Change |
Change % |
Previous Week |
Open |
10,352.50 |
10,311.80 |
-40.70 |
-0.4% |
10,428.40 |
High |
10,352.50 |
10,339.90 |
-12.60 |
-0.1% |
10,502.60 |
Low |
10,264.90 |
10,139.50 |
-125.40 |
-1.2% |
10,276.80 |
Close |
10,313.70 |
10,198.30 |
-115.40 |
-1.1% |
10,403.90 |
Range |
87.60 |
200.40 |
112.80 |
128.8% |
225.80 |
ATR |
137.18 |
141.69 |
4.52 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,827.10 |
10,713.10 |
10,308.52 |
|
R3 |
10,626.70 |
10,512.70 |
10,253.41 |
|
R2 |
10,426.30 |
10,426.30 |
10,235.04 |
|
R1 |
10,312.30 |
10,312.30 |
10,216.67 |
10,269.10 |
PP |
10,225.90 |
10,225.90 |
10,225.90 |
10,204.30 |
S1 |
10,111.90 |
10,111.90 |
10,179.93 |
10,068.70 |
S2 |
10,025.50 |
10,025.50 |
10,161.56 |
|
S3 |
9,825.10 |
9,911.50 |
10,143.19 |
|
S4 |
9,624.70 |
9,711.10 |
10,088.08 |
|
|
Weekly Pivots for week ending 29-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,071.83 |
10,963.67 |
10,528.09 |
|
R3 |
10,846.03 |
10,737.87 |
10,466.00 |
|
R2 |
10,620.23 |
10,620.23 |
10,445.30 |
|
R1 |
10,512.07 |
10,512.07 |
10,424.60 |
10,453.25 |
PP |
10,394.43 |
10,394.43 |
10,394.43 |
10,365.03 |
S1 |
10,286.27 |
10,286.27 |
10,383.20 |
10,227.45 |
S2 |
10,168.63 |
10,168.63 |
10,362.50 |
|
S3 |
9,942.83 |
10,060.47 |
10,341.81 |
|
S4 |
9,717.03 |
9,834.67 |
10,279.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,502.60 |
10,139.50 |
363.10 |
3.6% |
128.26 |
1.3% |
16% |
False |
True |
|
10 |
10,627.00 |
10,139.50 |
487.50 |
4.8% |
135.27 |
1.3% |
12% |
False |
True |
|
20 |
10,673.10 |
10,139.50 |
533.60 |
5.2% |
129.93 |
1.3% |
11% |
False |
True |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.7% |
148.76 |
1.5% |
57% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
146.76 |
1.4% |
58% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
138.28 |
1.4% |
58% |
False |
False |
|
100 |
10,673.10 |
9,408.58 |
1,264.52 |
12.4% |
137.90 |
1.4% |
62% |
False |
False |
|
120 |
10,673.10 |
9,000.14 |
1,672.96 |
16.4% |
145.89 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,191.60 |
2.618 |
10,864.55 |
1.618 |
10,664.15 |
1.000 |
10,540.30 |
0.618 |
10,463.75 |
HIGH |
10,339.90 |
0.618 |
10,263.35 |
0.500 |
10,239.70 |
0.382 |
10,216.05 |
LOW |
10,139.50 |
0.618 |
10,015.65 |
1.000 |
9,939.10 |
1.618 |
9,815.25 |
2.618 |
9,614.85 |
4.250 |
9,287.80 |
|
|
Fisher Pivots for day following 03-Apr-2002 |
Pivot |
1 day |
3 day |
R1 |
10,239.70 |
10,270.80 |
PP |
10,225.90 |
10,246.63 |
S1 |
10,212.10 |
10,222.47 |
|