Trading Metrics calculated at close of trading on 16-Apr-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2001 |
16-Apr-2001 |
Change |
Change % |
Previous Week |
Open |
10,013.10 |
10,118.20 |
105.10 |
1.0% |
9,793.58 |
High |
10,127.50 |
10,184.70 |
57.20 |
0.6% |
10,173.80 |
Low |
9,934.35 |
10,046.50 |
112.15 |
1.1% |
9,775.79 |
Close |
10,126.90 |
10,158.60 |
31.70 |
0.3% |
10,126.90 |
Range |
193.15 |
138.20 |
-54.95 |
-28.4% |
398.01 |
ATR |
241.66 |
234.27 |
-7.39 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,544.53 |
10,489.77 |
10,234.61 |
|
R3 |
10,406.33 |
10,351.57 |
10,196.61 |
|
R2 |
10,268.13 |
10,268.13 |
10,183.94 |
|
R1 |
10,213.37 |
10,213.37 |
10,171.27 |
10,240.75 |
PP |
10,129.93 |
10,129.93 |
10,129.93 |
10,143.63 |
S1 |
10,075.17 |
10,075.17 |
10,145.93 |
10,102.55 |
S2 |
9,991.73 |
9,991.73 |
10,133.26 |
|
S3 |
9,853.53 |
9,936.97 |
10,120.60 |
|
S4 |
9,715.33 |
9,798.77 |
10,082.59 |
|
|
Weekly Pivots for week ending 13-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,219.53 |
11,071.22 |
10,345.81 |
|
R3 |
10,821.52 |
10,673.21 |
10,236.35 |
|
R2 |
10,423.51 |
10,423.51 |
10,199.87 |
|
R1 |
10,275.20 |
10,275.20 |
10,163.38 |
10,349.36 |
PP |
10,025.50 |
10,025.50 |
10,025.50 |
10,062.57 |
S1 |
9,877.19 |
9,877.19 |
10,090.42 |
9,951.35 |
S2 |
9,627.49 |
9,627.49 |
10,053.93 |
|
S3 |
9,229.48 |
9,479.18 |
10,017.45 |
|
S4 |
8,831.47 |
9,081.17 |
9,907.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,184.70 |
9,775.79 |
408.91 |
4.0% |
203.75 |
2.0% |
94% |
True |
False |
|
10 |
10,184.70 |
9,375.72 |
808.98 |
8.0% |
252.15 |
2.5% |
97% |
True |
False |
|
20 |
10,184.70 |
9,106.54 |
1,078.16 |
10.6% |
248.85 |
2.4% |
98% |
True |
False |
|
40 |
10,903.20 |
9,106.54 |
1,796.66 |
17.7% |
230.82 |
2.3% |
59% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
196.98 |
1.9% |
55% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
194.33 |
1.9% |
55% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
192.84 |
1.9% |
55% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.0% |
189.56 |
1.9% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,772.05 |
2.618 |
10,546.51 |
1.618 |
10,408.31 |
1.000 |
10,322.90 |
0.618 |
10,270.11 |
HIGH |
10,184.70 |
0.618 |
10,131.91 |
0.500 |
10,115.60 |
0.382 |
10,099.29 |
LOW |
10,046.50 |
0.618 |
9,961.09 |
1.000 |
9,908.30 |
1.618 |
9,822.89 |
2.618 |
9,684.69 |
4.250 |
9,459.15 |
|
|
Fisher Pivots for day following 16-Apr-2001 |
Pivot |
1 day |
3 day |
R1 |
10,144.27 |
10,125.58 |
PP |
10,129.93 |
10,092.55 |
S1 |
10,115.60 |
10,059.53 |
|