| Trading Metrics calculated at close of trading on 09-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2001 |
09-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
9,913.94 |
9,793.58 |
-120.36 |
-1.2% |
9,877.16 |
| High |
9,913.94 |
9,935.59 |
21.65 |
0.2% |
9,992.53 |
| Low |
9,698.07 |
9,775.79 |
77.72 |
0.8% |
9,375.72 |
| Close |
9,791.09 |
9,845.15 |
54.06 |
0.6% |
9,791.09 |
| Range |
215.87 |
159.80 |
-56.07 |
-26.0% |
616.81 |
| ATR |
248.72 |
242.36 |
-6.35 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,331.58 |
10,248.16 |
9,933.04 |
|
| R3 |
10,171.78 |
10,088.36 |
9,889.10 |
|
| R2 |
10,011.98 |
10,011.98 |
9,874.45 |
|
| R1 |
9,928.56 |
9,928.56 |
9,859.80 |
9,970.27 |
| PP |
9,852.18 |
9,852.18 |
9,852.18 |
9,873.03 |
| S1 |
9,768.76 |
9,768.76 |
9,830.50 |
9,810.47 |
| S2 |
9,692.38 |
9,692.38 |
9,815.85 |
|
| S3 |
9,532.58 |
9,608.96 |
9,801.21 |
|
| S4 |
9,372.78 |
9,449.16 |
9,757.26 |
|
|
| 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 |
9,935.59 |
9,375.72 |
559.87 |
5.7% |
275.03 |
2.8% |
84% |
True |
False |
|
| 10 |
9,992.53 |
9,375.72 |
616.81 |
6.3% |
256.18 |
2.6% |
76% |
False |
False |
|
| 20 |
10,293.10 |
9,106.54 |
1,186.56 |
12.1% |
251.96 |
2.6% |
62% |
False |
False |
|
| 40 |
11,012.90 |
9,106.54 |
1,906.36 |
19.4% |
223.35 |
2.3% |
39% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.6% |
193.73 |
2.0% |
38% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.6% |
193.49 |
2.0% |
38% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.6% |
191.03 |
1.9% |
38% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.6% |
190.64 |
1.9% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,614.74 |
|
2.618 |
10,353.95 |
|
1.618 |
10,194.15 |
|
1.000 |
10,095.39 |
|
0.618 |
10,034.35 |
|
HIGH |
9,935.59 |
|
0.618 |
9,874.55 |
|
0.500 |
9,855.69 |
|
0.382 |
9,836.83 |
|
LOW |
9,775.79 |
|
0.618 |
9,677.03 |
|
1.000 |
9,615.99 |
|
1.618 |
9,517.23 |
|
2.618 |
9,357.43 |
|
4.250 |
9,096.64 |
|
|
| Fisher Pivots for day following 09-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,855.69 |
9,807.23 |
| PP |
9,852.18 |
9,769.32 |
| S1 |
9,848.66 |
9,731.40 |
|