| 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 |
1,091.94 |
1,092.79 |
0.85 |
0.1% |
1,122.68 |
| High |
1,094.36 |
1,096.77 |
2.41 |
0.2% |
1,122.68 |
| Low |
1,084.81 |
1,076.31 |
-8.50 |
-0.8% |
1,076.31 |
| Close |
1,091.48 |
1,076.32 |
-15.16 |
-1.4% |
1,076.32 |
| Range |
9.55 |
20.46 |
10.91 |
114.2% |
46.37 |
| ATR |
14.82 |
15.23 |
0.40 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.51 |
1,130.88 |
1,087.57 |
|
| R3 |
1,124.05 |
1,110.42 |
1,081.95 |
|
| R2 |
1,103.59 |
1,103.59 |
1,080.07 |
|
| R1 |
1,089.96 |
1,089.96 |
1,078.20 |
1,086.55 |
| PP |
1,083.13 |
1,083.13 |
1,083.13 |
1,081.43 |
| S1 |
1,069.50 |
1,069.50 |
1,074.44 |
1,066.09 |
| S2 |
1,062.67 |
1,062.67 |
1,072.57 |
|
| S3 |
1,042.21 |
1,049.04 |
1,070.69 |
|
| S4 |
1,021.75 |
1,028.58 |
1,065.07 |
|
|
| Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.88 |
1,199.97 |
1,101.82 |
|
| R3 |
1,184.51 |
1,153.60 |
1,089.07 |
|
| R2 |
1,138.14 |
1,138.14 |
1,084.82 |
|
| R1 |
1,107.23 |
1,107.23 |
1,080.57 |
1,099.50 |
| PP |
1,091.77 |
1,091.77 |
1,091.77 |
1,087.91 |
| S1 |
1,060.86 |
1,060.86 |
1,072.07 |
1,053.13 |
| S2 |
1,045.40 |
1,045.40 |
1,067.82 |
|
| S3 |
999.03 |
1,014.49 |
1,063.57 |
|
| S4 |
952.66 |
968.12 |
1,050.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.68 |
1,076.31 |
46.37 |
4.3% |
15.05 |
1.4% |
0% |
False |
True |
|
| 10 |
1,133.00 |
1,076.31 |
56.69 |
5.3% |
15.12 |
1.4% |
0% |
False |
True |
|
| 20 |
1,147.84 |
1,076.31 |
71.53 |
6.6% |
14.66 |
1.4% |
0% |
False |
True |
|
| 40 |
1,173.94 |
1,076.31 |
97.63 |
9.1% |
14.55 |
1.4% |
0% |
False |
True |
|
| 60 |
1,173.94 |
1,074.36 |
99.58 |
9.3% |
15.44 |
1.4% |
2% |
False |
False |
|
| 80 |
1,176.97 |
1,074.36 |
102.61 |
9.5% |
15.34 |
1.4% |
2% |
False |
False |
|
| 100 |
1,176.97 |
1,074.36 |
102.61 |
9.5% |
14.94 |
1.4% |
2% |
False |
False |
|
| 120 |
1,176.97 |
1,074.36 |
102.61 |
9.5% |
15.02 |
1.4% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,183.73 |
|
2.618 |
1,150.33 |
|
1.618 |
1,129.87 |
|
1.000 |
1,117.23 |
|
0.618 |
1,109.41 |
|
HIGH |
1,096.77 |
|
0.618 |
1,088.95 |
|
0.500 |
1,086.54 |
|
0.382 |
1,084.13 |
|
LOW |
1,076.31 |
|
0.618 |
1,063.67 |
|
1.000 |
1,055.85 |
|
1.618 |
1,043.21 |
|
2.618 |
1,022.75 |
|
4.250 |
989.36 |
|
|
| Fisher Pivots for day following 26-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,086.54 |
1,092.39 |
| PP |
1,083.13 |
1,087.03 |
| S1 |
1,079.73 |
1,081.68 |
|