| Trading Metrics calculated at close of trading on 25-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2001 |
25-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
10,529.80 |
10,453.40 |
-76.40 |
-0.7% |
10,118.20 |
| High |
10,636.90 |
10,639.20 |
2.30 |
0.0% |
10,706.50 |
| Low |
10,448.00 |
10,444.10 |
-3.90 |
0.0% |
10,046.50 |
| Close |
10,454.30 |
10,625.20 |
170.90 |
1.6% |
10,579.90 |
| Range |
188.90 |
195.10 |
6.20 |
3.3% |
660.00 |
| ATR |
221.38 |
219.50 |
-1.88 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,154.80 |
11,085.10 |
10,732.51 |
|
| R3 |
10,959.70 |
10,890.00 |
10,678.85 |
|
| R2 |
10,764.60 |
10,764.60 |
10,660.97 |
|
| R1 |
10,694.90 |
10,694.90 |
10,643.08 |
10,729.75 |
| PP |
10,569.50 |
10,569.50 |
10,569.50 |
10,586.93 |
| S1 |
10,499.80 |
10,499.80 |
10,607.32 |
10,534.65 |
| S2 |
10,374.40 |
10,374.40 |
10,589.43 |
|
| S3 |
10,179.30 |
10,304.70 |
10,571.55 |
|
| S4 |
9,984.20 |
10,109.60 |
10,517.90 |
|
|
| Weekly Pivots for week ending 20-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,424.30 |
12,162.10 |
10,942.90 |
|
| R3 |
11,764.30 |
11,502.10 |
10,761.40 |
|
| R2 |
11,104.30 |
11,104.30 |
10,700.90 |
|
| R1 |
10,842.10 |
10,842.10 |
10,640.40 |
10,973.20 |
| PP |
10,444.30 |
10,444.30 |
10,444.30 |
10,509.85 |
| S1 |
10,182.10 |
10,182.10 |
10,519.40 |
10,313.20 |
| S2 |
9,784.30 |
9,784.30 |
10,458.90 |
|
| S3 |
9,124.30 |
9,522.10 |
10,398.40 |
|
| S4 |
8,464.30 |
8,862.10 |
10,216.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,706.50 |
10,444.10 |
262.40 |
2.5% |
158.64 |
1.5% |
69% |
False |
True |
|
| 10 |
10,706.50 |
9,934.35 |
772.15 |
7.3% |
195.05 |
1.8% |
89% |
False |
False |
|
| 20 |
10,706.50 |
9,375.72 |
1,330.78 |
12.5% |
225.35 |
2.1% |
94% |
False |
False |
|
| 40 |
10,859.50 |
9,106.54 |
1,752.96 |
16.5% |
231.97 |
2.2% |
87% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
206.27 |
1.9% |
79% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
195.99 |
1.8% |
79% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
196.82 |
1.9% |
79% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
18.2% |
190.04 |
1.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,468.38 |
|
2.618 |
11,149.97 |
|
1.618 |
10,954.87 |
|
1.000 |
10,834.30 |
|
0.618 |
10,759.77 |
|
HIGH |
10,639.20 |
|
0.618 |
10,564.67 |
|
0.500 |
10,541.65 |
|
0.382 |
10,518.63 |
|
LOW |
10,444.10 |
|
0.618 |
10,323.53 |
|
1.000 |
10,249.00 |
|
1.618 |
10,128.43 |
|
2.618 |
9,933.33 |
|
4.250 |
9,614.93 |
|
|
| Fisher Pivots for day following 25-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,597.35 |
10,597.35 |
| PP |
10,569.50 |
10,569.50 |
| S1 |
10,541.65 |
10,541.65 |
|