| Trading Metrics calculated at close of trading on 23-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2001 |
23-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,933.61 |
1,881.52 |
-52.09 |
-2.7% |
1,682.17 |
| High |
1,981.90 |
1,881.54 |
-100.36 |
-5.1% |
1,981.90 |
| Low |
1,901.40 |
1,802.82 |
-98.58 |
-5.2% |
1,603.99 |
| Close |
1,933.57 |
1,811.89 |
-121.68 |
-6.3% |
1,933.57 |
| Range |
80.50 |
78.72 |
-1.78 |
-2.2% |
377.91 |
| ATR |
109.57 |
111.08 |
1.51 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.24 |
2,018.79 |
1,855.19 |
|
| R3 |
1,989.52 |
1,940.07 |
1,833.54 |
|
| R2 |
1,910.80 |
1,910.80 |
1,826.32 |
|
| R1 |
1,861.35 |
1,861.35 |
1,819.11 |
1,846.72 |
| PP |
1,832.08 |
1,832.08 |
1,832.08 |
1,824.77 |
| S1 |
1,782.63 |
1,782.63 |
1,804.67 |
1,768.00 |
| S2 |
1,753.36 |
1,753.36 |
1,797.46 |
|
| S3 |
1,674.64 |
1,703.91 |
1,790.24 |
|
| S4 |
1,595.92 |
1,625.19 |
1,768.59 |
|
|
| Weekly Pivots for week ending 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.55 |
2,831.47 |
2,141.42 |
|
| R3 |
2,595.64 |
2,453.56 |
2,037.50 |
|
| R2 |
2,217.73 |
2,217.73 |
2,002.85 |
|
| R1 |
2,075.65 |
2,075.65 |
1,968.21 |
2,146.69 |
| PP |
1,839.82 |
1,839.82 |
1,839.82 |
1,875.34 |
| S1 |
1,697.74 |
1,697.74 |
1,898.93 |
1,768.78 |
| S2 |
1,461.91 |
1,461.91 |
1,864.29 |
|
| S3 |
1,084.00 |
1,319.83 |
1,829.64 |
|
| S4 |
706.09 |
941.92 |
1,725.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,981.90 |
1,603.99 |
377.91 |
20.9% |
105.35 |
5.8% |
55% |
False |
False |
|
| 10 |
1,981.90 |
1,437.85 |
544.05 |
30.0% |
94.81 |
5.2% |
69% |
False |
False |
|
| 20 |
1,981.90 |
1,348.52 |
633.38 |
35.0% |
88.88 |
4.9% |
73% |
False |
False |
|
| 40 |
2,103.63 |
1,348.52 |
755.11 |
41.7% |
91.47 |
5.0% |
61% |
False |
False |
|
| 60 |
2,718.51 |
1,348.52 |
1,369.99 |
75.6% |
96.35 |
5.3% |
34% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
78.5% |
108.17 |
6.0% |
33% |
False |
False |
|
| 100 |
2,990.83 |
1,348.52 |
1,642.31 |
90.6% |
117.12 |
6.5% |
28% |
False |
False |
|
| 120 |
3,369.47 |
1,348.52 |
2,020.95 |
111.5% |
119.96 |
6.6% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.10 |
|
2.618 |
2,087.63 |
|
1.618 |
2,008.91 |
|
1.000 |
1,960.26 |
|
0.618 |
1,930.19 |
|
HIGH |
1,881.54 |
|
0.618 |
1,851.47 |
|
0.500 |
1,842.18 |
|
0.382 |
1,832.89 |
|
LOW |
1,802.82 |
|
0.618 |
1,754.17 |
|
1.000 |
1,724.10 |
|
1.618 |
1,675.45 |
|
2.618 |
1,596.73 |
|
4.250 |
1,468.26 |
|
|
| Fisher Pivots for day following 23-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.18 |
1,892.36 |
| PP |
1,832.08 |
1,865.54 |
| S1 |
1,821.99 |
1,838.71 |
|