Trading Metrics calculated at close of trading on 02-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2002 |
02-May-2002 |
Change |
Change % |
Previous Week |
Open |
9,944.90 |
10,057.60 |
112.70 |
1.1% |
10,256.00 |
High |
10,086.60 |
10,117.50 |
30.90 |
0.3% |
10,256.00 |
Low |
9,830.67 |
10,040.10 |
209.43 |
2.1% |
9,910.72 |
Close |
10,059.60 |
10,091.90 |
32.30 |
0.3% |
9,910.72 |
Range |
255.93 |
77.40 |
-178.53 |
-69.8% |
345.28 |
ATR |
152.60 |
147.23 |
-5.37 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,315.37 |
10,281.03 |
10,134.47 |
|
R3 |
10,237.97 |
10,203.63 |
10,113.19 |
|
R2 |
10,160.57 |
10,160.57 |
10,106.09 |
|
R1 |
10,126.23 |
10,126.23 |
10,099.00 |
10,143.40 |
PP |
10,083.17 |
10,083.17 |
10,083.17 |
10,091.75 |
S1 |
10,048.83 |
10,048.83 |
10,084.81 |
10,066.00 |
S2 |
10,005.77 |
10,005.77 |
10,077.71 |
|
S3 |
9,928.37 |
9,971.43 |
10,070.62 |
|
S4 |
9,850.97 |
9,894.03 |
10,049.33 |
|
|
Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,061.65 |
10,831.47 |
10,100.62 |
|
R3 |
10,716.37 |
10,486.19 |
10,005.67 |
|
R2 |
10,371.09 |
10,371.09 |
9,974.02 |
|
R1 |
10,140.91 |
10,140.91 |
9,942.37 |
10,083.36 |
PP |
10,025.81 |
10,025.81 |
10,025.81 |
9,997.04 |
S1 |
9,795.63 |
9,795.63 |
9,879.07 |
9,738.08 |
S2 |
9,680.53 |
9,680.53 |
9,847.42 |
|
S3 |
9,335.25 |
9,450.35 |
9,815.77 |
|
S4 |
8,989.97 |
9,105.07 |
9,720.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,117.50 |
9,811.57 |
305.93 |
3.0% |
163.65 |
1.6% |
92% |
True |
False |
|
10 |
10,270.90 |
9,811.57 |
459.33 |
4.6% |
137.96 |
1.4% |
61% |
False |
False |
|
20 |
10,394.70 |
9,811.57 |
583.13 |
5.8% |
147.54 |
1.5% |
48% |
False |
False |
|
40 |
10,673.10 |
9,811.57 |
861.53 |
8.5% |
136.95 |
1.4% |
33% |
False |
False |
|
60 |
10,673.10 |
9,580.32 |
1,092.78 |
10.8% |
147.27 |
1.5% |
47% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
146.86 |
1.5% |
49% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
140.29 |
1.4% |
49% |
False |
False |
|
120 |
10,673.10 |
9,408.58 |
1,264.52 |
12.5% |
139.36 |
1.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,446.45 |
2.618 |
10,320.13 |
1.618 |
10,242.73 |
1.000 |
10,194.90 |
0.618 |
10,165.33 |
HIGH |
10,117.50 |
0.618 |
10,087.93 |
0.500 |
10,078.80 |
0.382 |
10,069.67 |
LOW |
10,040.10 |
0.618 |
9,992.27 |
1.000 |
9,962.70 |
1.618 |
9,914.87 |
2.618 |
9,837.47 |
4.250 |
9,711.15 |
|
|
Fisher Pivots for day following 02-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,087.53 |
10,050.67 |
PP |
10,083.17 |
10,009.43 |
S1 |
10,078.80 |
9,968.20 |
|