| Trading Metrics calculated at close of trading on 01-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2001 |
01-May-2001 |
Change |
Change % |
Previous Week |
| Open |
10,814.40 |
10,734.00 |
-80.40 |
-0.7% |
10,571.00 |
| High |
10,906.40 |
10,904.20 |
-2.20 |
0.0% |
10,810.00 |
| Low |
10,712.20 |
10,731.50 |
19.30 |
0.2% |
10,444.10 |
| Close |
10,735.00 |
10,898.30 |
163.30 |
1.5% |
10,810.00 |
| Range |
194.20 |
172.70 |
-21.50 |
-11.1% |
365.90 |
| ATR |
206.24 |
203.84 |
-2.40 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,362.77 |
11,303.23 |
10,993.29 |
|
| R3 |
11,190.07 |
11,130.53 |
10,945.79 |
|
| R2 |
11,017.37 |
11,017.37 |
10,929.96 |
|
| R1 |
10,957.83 |
10,957.83 |
10,914.13 |
10,987.60 |
| PP |
10,844.67 |
10,844.67 |
10,844.67 |
10,859.55 |
| S1 |
10,785.13 |
10,785.13 |
10,882.47 |
10,814.90 |
| S2 |
10,671.97 |
10,671.97 |
10,866.64 |
|
| S3 |
10,499.27 |
10,612.43 |
10,850.81 |
|
| S4 |
10,326.57 |
10,439.73 |
10,803.32 |
|
|
| Weekly Pivots for week ending 27-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,785.73 |
11,663.77 |
11,011.25 |
|
| R3 |
11,419.83 |
11,297.87 |
10,910.62 |
|
| R2 |
11,053.93 |
11,053.93 |
10,877.08 |
|
| R1 |
10,931.97 |
10,931.97 |
10,843.54 |
10,992.95 |
| PP |
10,688.03 |
10,688.03 |
10,688.03 |
10,718.53 |
| S1 |
10,566.07 |
10,566.07 |
10,776.46 |
10,627.05 |
| S2 |
10,322.13 |
10,322.13 |
10,742.92 |
|
| S3 |
9,956.23 |
10,200.17 |
10,709.38 |
|
| S4 |
9,590.33 |
9,834.27 |
10,608.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,906.40 |
10,444.10 |
462.30 |
4.2% |
164.06 |
1.5% |
98% |
False |
False |
|
| 10 |
10,906.40 |
10,226.90 |
679.50 |
6.2% |
187.86 |
1.7% |
99% |
False |
False |
|
| 20 |
10,906.40 |
9,375.72 |
1,530.68 |
14.0% |
212.83 |
2.0% |
99% |
False |
False |
|
| 40 |
10,906.40 |
9,106.54 |
1,799.86 |
16.5% |
226.80 |
2.1% |
100% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
206.08 |
1.9% |
93% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.95 |
1.8% |
93% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.88 |
1.8% |
93% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
190.62 |
1.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,638.18 |
|
2.618 |
11,356.33 |
|
1.618 |
11,183.63 |
|
1.000 |
11,076.90 |
|
0.618 |
11,010.93 |
|
HIGH |
10,904.20 |
|
0.618 |
10,838.23 |
|
0.500 |
10,817.85 |
|
0.382 |
10,797.47 |
|
LOW |
10,731.50 |
|
0.618 |
10,624.77 |
|
1.000 |
10,558.80 |
|
1.618 |
10,452.07 |
|
2.618 |
10,279.37 |
|
4.250 |
9,997.53 |
|
|
| Fisher Pivots for day following 01-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,871.48 |
10,865.77 |
| PP |
10,844.67 |
10,833.23 |
| S1 |
10,817.85 |
10,800.70 |
|