Trading Metrics calculated at close of trading on 08-May-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2001 |
08-May-2001 |
Change |
Change % |
Previous Week |
Open |
10,952.40 |
10,936.70 |
-15.70 |
-0.1% |
10,814.40 |
High |
10,995.30 |
10,946.80 |
-48.50 |
-0.4% |
10,958.10 |
Low |
10,893.60 |
10,819.80 |
-73.80 |
-0.7% |
10,673.20 |
Close |
10,935.20 |
10,883.50 |
-51.70 |
-0.5% |
10,951.20 |
Range |
101.70 |
127.00 |
25.30 |
24.9% |
284.90 |
ATR |
194.95 |
190.10 |
-4.85 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,264.37 |
11,200.93 |
10,953.35 |
|
R3 |
11,137.37 |
11,073.93 |
10,918.43 |
|
R2 |
11,010.37 |
11,010.37 |
10,906.78 |
|
R1 |
10,946.93 |
10,946.93 |
10,895.14 |
10,915.15 |
PP |
10,883.37 |
10,883.37 |
10,883.37 |
10,867.48 |
S1 |
10,819.93 |
10,819.93 |
10,871.86 |
10,788.15 |
S2 |
10,756.37 |
10,756.37 |
10,860.22 |
|
S3 |
10,629.37 |
10,692.93 |
10,848.58 |
|
S4 |
10,502.37 |
10,565.93 |
10,813.65 |
|
|
Weekly Pivots for week ending 04-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,715.53 |
11,618.27 |
11,107.90 |
|
R3 |
11,430.63 |
11,333.37 |
11,029.55 |
|
R2 |
11,145.73 |
11,145.73 |
11,003.43 |
|
R1 |
11,048.47 |
11,048.47 |
10,977.32 |
11,097.10 |
PP |
10,860.83 |
10,860.83 |
10,860.83 |
10,885.15 |
S1 |
10,763.57 |
10,763.57 |
10,925.08 |
10,812.20 |
S2 |
10,575.93 |
10,575.93 |
10,898.97 |
|
S3 |
10,291.03 |
10,478.67 |
10,872.85 |
|
S4 |
10,006.13 |
10,193.77 |
10,794.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,995.30 |
10,673.20 |
322.10 |
3.0% |
159.78 |
1.5% |
65% |
False |
False |
|
10 |
10,995.30 |
10,444.10 |
551.20 |
5.1% |
161.92 |
1.5% |
80% |
False |
False |
|
20 |
10,995.30 |
9,849.50 |
1,145.80 |
10.5% |
184.02 |
1.7% |
90% |
False |
False |
|
40 |
10,995.30 |
9,106.54 |
1,888.76 |
17.4% |
217.99 |
2.0% |
94% |
False |
False |
|
60 |
11,012.90 |
9,106.54 |
1,906.36 |
17.5% |
210.24 |
1.9% |
93% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.30 |
1.8% |
92% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
191.59 |
1.8% |
92% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
17.7% |
189.86 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,486.55 |
2.618 |
11,279.29 |
1.618 |
11,152.29 |
1.000 |
11,073.80 |
0.618 |
11,025.29 |
HIGH |
10,946.80 |
0.618 |
10,898.29 |
0.500 |
10,883.30 |
0.382 |
10,868.31 |
LOW |
10,819.80 |
0.618 |
10,741.31 |
1.000 |
10,692.80 |
1.618 |
10,614.31 |
2.618 |
10,487.31 |
4.250 |
10,280.05 |
|
|
Fisher Pivots for day following 08-May-2001 |
Pivot |
1 day |
3 day |
R1 |
10,883.43 |
10,867.08 |
PP |
10,883.37 |
10,850.67 |
S1 |
10,883.30 |
10,834.25 |
|