| Trading Metrics calculated at close of trading on 06-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2001 |
06-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,452.04 |
1,483.96 |
31.92 |
2.2% |
1,569.66 |
| High |
1,521.76 |
1,485.37 |
-36.39 |
-2.4% |
1,594.36 |
| Low |
1,434.01 |
1,425.89 |
-8.12 |
-0.6% |
1,348.52 |
| Close |
1,519.05 |
1,448.16 |
-70.89 |
-4.7% |
1,448.16 |
| Range |
87.75 |
59.48 |
-28.27 |
-32.2% |
245.84 |
| ATR |
105.96 |
105.05 |
-0.91 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.58 |
1,599.35 |
1,480.87 |
|
| R3 |
1,572.10 |
1,539.87 |
1,464.52 |
|
| R2 |
1,512.62 |
1,512.62 |
1,459.06 |
|
| R1 |
1,480.39 |
1,480.39 |
1,453.61 |
1,466.77 |
| PP |
1,453.14 |
1,453.14 |
1,453.14 |
1,446.33 |
| S1 |
1,420.91 |
1,420.91 |
1,442.71 |
1,407.29 |
| S2 |
1,393.66 |
1,393.66 |
1,437.26 |
|
| S3 |
1,334.18 |
1,361.43 |
1,431.80 |
|
| S4 |
1,274.70 |
1,301.95 |
1,415.45 |
|
|
| Weekly Pivots for week ending 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.20 |
2,070.52 |
1,583.37 |
|
| R3 |
1,955.36 |
1,824.68 |
1,515.77 |
|
| R2 |
1,709.52 |
1,709.52 |
1,493.23 |
|
| R1 |
1,578.84 |
1,578.84 |
1,470.70 |
1,521.26 |
| PP |
1,463.68 |
1,463.68 |
1,463.68 |
1,434.89 |
| S1 |
1,333.00 |
1,333.00 |
1,425.62 |
1,275.42 |
| S2 |
1,217.84 |
1,217.84 |
1,403.09 |
|
| S3 |
972.00 |
1,087.16 |
1,380.55 |
|
| S4 |
726.16 |
841.32 |
1,312.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,594.36 |
1,348.52 |
245.84 |
17.0% |
86.43 |
6.0% |
41% |
False |
False |
|
| 10 |
1,751.14 |
1,348.52 |
402.62 |
27.8% |
82.95 |
5.7% |
25% |
False |
False |
|
| 20 |
1,813.68 |
1,348.52 |
465.16 |
32.1% |
91.24 |
6.3% |
21% |
False |
False |
|
| 40 |
2,423.65 |
1,348.52 |
1,075.13 |
74.2% |
96.34 |
6.7% |
9% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
98.3% |
98.97 |
6.8% |
7% |
False |
False |
|
| 80 |
2,958.29 |
1,348.52 |
1,609.77 |
111.2% |
115.26 |
8.0% |
6% |
False |
False |
|
| 100 |
3,128.37 |
1,348.52 |
1,779.85 |
122.9% |
121.31 |
8.4% |
6% |
False |
False |
|
| 120 |
3,514.96 |
1,348.52 |
2,166.44 |
149.6% |
126.16 |
8.7% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,738.16 |
|
2.618 |
1,641.09 |
|
1.618 |
1,581.61 |
|
1.000 |
1,544.85 |
|
0.618 |
1,522.13 |
|
HIGH |
1,485.37 |
|
0.618 |
1,462.65 |
|
0.500 |
1,455.63 |
|
0.382 |
1,448.61 |
|
LOW |
1,425.89 |
|
0.618 |
1,389.13 |
|
1.000 |
1,366.41 |
|
1.618 |
1,329.65 |
|
2.618 |
1,270.17 |
|
4.250 |
1,173.10 |
|
|
| Fisher Pivots for day following 06-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.63 |
1,443.82 |
| PP |
1,453.14 |
1,439.48 |
| S1 |
1,450.65 |
1,435.14 |
|