| 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 |
9,527.21 |
9,913.94 |
386.73 |
4.1% |
9,877.16 |
| High |
9,929.79 |
9,913.94 |
-15.85 |
-0.2% |
9,992.53 |
| Low |
9,527.21 |
9,698.07 |
170.86 |
1.8% |
9,375.72 |
| Close |
9,918.05 |
9,791.09 |
-126.96 |
-1.3% |
9,791.09 |
| Range |
402.58 |
215.87 |
-186.71 |
-46.4% |
616.81 |
| ATR |
250.93 |
248.72 |
-2.21 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,448.64 |
10,335.74 |
9,909.82 |
|
| R3 |
10,232.77 |
10,119.87 |
9,850.45 |
|
| R2 |
10,016.90 |
10,016.90 |
9,830.67 |
|
| R1 |
9,904.00 |
9,904.00 |
9,810.88 |
9,852.52 |
| PP |
9,801.03 |
9,801.03 |
9,801.03 |
9,775.29 |
| S1 |
9,688.13 |
9,688.13 |
9,771.30 |
9,636.65 |
| S2 |
9,585.16 |
9,585.16 |
9,751.51 |
|
| S3 |
9,369.29 |
9,472.26 |
9,731.73 |
|
| S4 |
9,153.42 |
9,256.39 |
9,672.36 |
|
|
| Weekly Pivots for week ending 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,570.21 |
11,297.46 |
10,130.34 |
|
| R3 |
10,953.40 |
10,680.65 |
9,960.71 |
|
| R2 |
10,336.59 |
10,336.59 |
9,904.17 |
|
| R1 |
10,063.84 |
10,063.84 |
9,847.63 |
9,891.81 |
| PP |
9,719.78 |
9,719.78 |
9,719.78 |
9,633.77 |
| S1 |
9,447.03 |
9,447.03 |
9,734.55 |
9,275.00 |
| S2 |
9,102.97 |
9,102.97 |
9,678.01 |
|
| S3 |
8,486.16 |
8,830.22 |
9,621.47 |
|
| S4 |
7,869.35 |
8,213.41 |
9,451.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,992.53 |
9,375.72 |
616.81 |
6.3% |
300.56 |
3.1% |
67% |
False |
False |
|
| 10 |
9,992.53 |
9,375.72 |
616.81 |
6.3% |
261.76 |
2.7% |
67% |
False |
False |
|
| 20 |
10,638.60 |
9,106.54 |
1,532.06 |
15.6% |
267.57 |
2.7% |
45% |
False |
False |
|
| 40 |
11,012.90 |
9,106.54 |
1,906.36 |
19.5% |
222.71 |
2.3% |
36% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
192.49 |
2.0% |
35% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
193.40 |
2.0% |
35% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
191.70 |
2.0% |
35% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
190.10 |
1.9% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,831.39 |
|
2.618 |
10,479.09 |
|
1.618 |
10,263.22 |
|
1.000 |
10,129.81 |
|
0.618 |
10,047.35 |
|
HIGH |
9,913.94 |
|
0.618 |
9,831.48 |
|
0.500 |
9,806.01 |
|
0.382 |
9,780.53 |
|
LOW |
9,698.07 |
|
0.618 |
9,564.66 |
|
1.000 |
9,482.20 |
|
1.618 |
9,348.79 |
|
2.618 |
9,132.92 |
|
4.250 |
8,780.62 |
|
|
| Fisher Pivots for day following 06-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,806.01 |
9,744.98 |
| PP |
9,801.03 |
9,698.87 |
| S1 |
9,796.06 |
9,652.76 |
|