| Trading Metrics calculated at close of trading on 16-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2001 |
16-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,617.95 |
1,682.17 |
64.22 |
4.0% |
1,472.81 |
| High |
1,714.69 |
1,700.39 |
-14.30 |
-0.8% |
1,714.69 |
| Low |
1,605.61 |
1,630.31 |
24.70 |
1.5% |
1,437.85 |
| Close |
1,714.29 |
1,650.21 |
-64.08 |
-3.7% |
1,714.29 |
| Range |
109.08 |
70.08 |
-39.00 |
-35.8% |
276.84 |
| ATR |
104.83 |
103.34 |
-1.49 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.54 |
1,830.46 |
1,688.75 |
|
| R3 |
1,800.46 |
1,760.38 |
1,669.48 |
|
| R2 |
1,730.38 |
1,730.38 |
1,663.06 |
|
| R1 |
1,690.30 |
1,690.30 |
1,656.63 |
1,675.30 |
| PP |
1,660.30 |
1,660.30 |
1,660.30 |
1,652.81 |
| S1 |
1,620.22 |
1,620.22 |
1,643.79 |
1,605.22 |
| S2 |
1,590.22 |
1,590.22 |
1,637.36 |
|
| S3 |
1,520.14 |
1,550.14 |
1,630.94 |
|
| S4 |
1,450.06 |
1,480.06 |
1,611.67 |
|
|
| Weekly Pivots for week ending 13-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.80 |
2,360.38 |
1,866.55 |
|
| R3 |
2,175.96 |
2,083.54 |
1,790.42 |
|
| R2 |
1,899.12 |
1,899.12 |
1,765.04 |
|
| R1 |
1,806.70 |
1,806.70 |
1,739.67 |
1,852.91 |
| PP |
1,622.28 |
1,622.28 |
1,622.28 |
1,645.38 |
| S1 |
1,529.86 |
1,529.86 |
1,688.91 |
1,576.07 |
| S2 |
1,345.44 |
1,345.44 |
1,663.54 |
|
| S3 |
1,068.60 |
1,253.02 |
1,638.16 |
|
| S4 |
791.76 |
976.18 |
1,562.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,714.69 |
1,437.85 |
276.84 |
16.8% |
84.26 |
5.1% |
77% |
False |
False |
|
| 10 |
1,714.69 |
1,348.52 |
366.17 |
22.2% |
85.35 |
5.2% |
82% |
False |
False |
|
| 20 |
1,754.65 |
1,348.52 |
406.13 |
24.6% |
88.73 |
5.4% |
74% |
False |
False |
|
| 40 |
2,266.36 |
1,348.52 |
917.84 |
55.6% |
93.19 |
5.6% |
33% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
86.2% |
95.99 |
5.8% |
21% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
86.2% |
111.93 |
6.8% |
21% |
False |
False |
|
| 100 |
2,990.83 |
1,348.52 |
1,642.31 |
99.5% |
117.73 |
7.1% |
18% |
False |
False |
|
| 120 |
3,498.04 |
1,348.52 |
2,149.52 |
130.3% |
122.80 |
7.4% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.23 |
|
2.618 |
1,883.86 |
|
1.618 |
1,813.78 |
|
1.000 |
1,770.47 |
|
0.618 |
1,743.70 |
|
HIGH |
1,700.39 |
|
0.618 |
1,673.62 |
|
0.500 |
1,665.35 |
|
0.382 |
1,657.08 |
|
LOW |
1,630.31 |
|
0.618 |
1,587.00 |
|
1.000 |
1,560.23 |
|
1.618 |
1,516.92 |
|
2.618 |
1,446.84 |
|
4.250 |
1,332.47 |
|
|
| Fisher Pivots for day following 16-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,665.35 |
1,660.15 |
| PP |
1,660.30 |
1,656.84 |
| S1 |
1,655.26 |
1,653.52 |
|