| Trading Metrics calculated at close of trading on 11-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2001 |
11-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
9,850.35 |
10,109.00 |
258.65 |
2.6% |
9,877.16 |
| High |
10,155.20 |
10,173.80 |
18.60 |
0.2% |
9,992.53 |
| Low |
9,849.50 |
9,951.92 |
102.42 |
1.0% |
9,375.72 |
| Close |
10,102.70 |
10,013.50 |
-89.20 |
-0.9% |
9,791.09 |
| Range |
305.70 |
221.88 |
-83.82 |
-27.4% |
616.81 |
| ATR |
247.20 |
245.39 |
-1.81 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,712.05 |
10,584.65 |
10,135.53 |
|
| R3 |
10,490.17 |
10,362.77 |
10,074.52 |
|
| R2 |
10,268.29 |
10,268.29 |
10,054.18 |
|
| R1 |
10,140.89 |
10,140.89 |
10,033.84 |
10,093.65 |
| PP |
10,046.41 |
10,046.41 |
10,046.41 |
10,022.79 |
| S1 |
9,919.01 |
9,919.01 |
9,993.16 |
9,871.77 |
| S2 |
9,824.53 |
9,824.53 |
9,972.82 |
|
| S3 |
9,602.65 |
9,697.13 |
9,952.48 |
|
| S4 |
9,380.77 |
9,475.25 |
9,891.47 |
|
|
| 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 |
10,173.80 |
9,527.21 |
646.59 |
6.5% |
261.17 |
2.6% |
75% |
True |
False |
|
| 10 |
10,173.80 |
9,375.72 |
798.08 |
8.0% |
253.29 |
2.5% |
80% |
True |
False |
|
| 20 |
10,173.80 |
9,106.54 |
1,067.26 |
10.7% |
249.89 |
2.5% |
85% |
True |
False |
|
| 40 |
10,922.60 |
9,106.54 |
1,816.06 |
18.1% |
229.02 |
2.3% |
50% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.3% |
196.97 |
2.0% |
47% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.3% |
196.01 |
2.0% |
47% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.3% |
192.67 |
1.9% |
47% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.3% |
189.22 |
1.9% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,116.79 |
|
2.618 |
10,754.68 |
|
1.618 |
10,532.80 |
|
1.000 |
10,395.68 |
|
0.618 |
10,310.92 |
|
HIGH |
10,173.80 |
|
0.618 |
10,089.04 |
|
0.500 |
10,062.86 |
|
0.382 |
10,036.68 |
|
LOW |
9,951.92 |
|
0.618 |
9,814.80 |
|
1.000 |
9,730.04 |
|
1.618 |
9,592.92 |
|
2.618 |
9,371.04 |
|
4.250 |
9,008.93 |
|
|
| Fisher Pivots for day following 11-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,062.86 |
10,000.60 |
| PP |
10,046.41 |
9,987.70 |
| S1 |
10,029.95 |
9,974.80 |
|