| Trading Metrics calculated at close of trading on 19-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2001 |
19-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,760.05 |
1,854.20 |
94.15 |
5.3% |
1,472.81 |
| High |
1,892.85 |
1,953.57 |
60.72 |
3.2% |
1,714.69 |
| Low |
1,739.16 |
1,829.98 |
90.82 |
5.2% |
1,437.85 |
| Close |
1,830.79 |
1,953.28 |
122.49 |
6.7% |
1,714.29 |
| Range |
153.69 |
123.59 |
-30.10 |
-19.6% |
276.84 |
| ATR |
110.90 |
111.81 |
0.91 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.05 |
2,241.75 |
2,021.25 |
|
| R3 |
2,159.46 |
2,118.16 |
1,987.27 |
|
| R2 |
2,035.87 |
2,035.87 |
1,975.94 |
|
| R1 |
1,994.57 |
1,994.57 |
1,964.61 |
2,015.22 |
| PP |
1,912.28 |
1,912.28 |
1,912.28 |
1,922.60 |
| S1 |
1,870.98 |
1,870.98 |
1,941.95 |
1,891.63 |
| S2 |
1,788.69 |
1,788.69 |
1,930.62 |
|
| S3 |
1,665.10 |
1,747.39 |
1,919.29 |
|
| S4 |
1,541.51 |
1,623.80 |
1,885.31 |
|
|
| 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 |
1,953.57 |
1,603.99 |
349.58 |
17.9% |
109.33 |
5.6% |
100% |
True |
False |
|
| 10 |
1,953.57 |
1,425.89 |
527.68 |
27.0% |
93.61 |
4.8% |
100% |
True |
False |
|
| 20 |
1,953.57 |
1,348.52 |
605.05 |
31.0% |
91.35 |
4.7% |
100% |
True |
False |
|
| 40 |
2,103.63 |
1,348.52 |
755.11 |
38.7% |
93.89 |
4.8% |
80% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
72.9% |
96.92 |
5.0% |
42% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
72.9% |
109.67 |
5.6% |
42% |
False |
False |
|
| 100 |
2,990.83 |
1,348.52 |
1,642.31 |
84.1% |
117.97 |
6.0% |
37% |
False |
False |
|
| 120 |
3,369.47 |
1,348.52 |
2,020.95 |
103.5% |
121.93 |
6.2% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.83 |
|
2.618 |
2,277.13 |
|
1.618 |
2,153.54 |
|
1.000 |
2,077.16 |
|
0.618 |
2,029.95 |
|
HIGH |
1,953.57 |
|
0.618 |
1,906.36 |
|
0.500 |
1,891.78 |
|
0.382 |
1,877.19 |
|
LOW |
1,829.98 |
|
0.618 |
1,753.60 |
|
1.000 |
1,706.39 |
|
1.618 |
1,630.01 |
|
2.618 |
1,506.42 |
|
4.250 |
1,304.72 |
|
|
| Fisher Pivots for day following 19-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,932.78 |
1,895.11 |
| PP |
1,912.28 |
1,836.95 |
| S1 |
1,891.78 |
1,778.78 |
|