Trading Metrics calculated at close of trading on 10-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2000 |
10-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,446.48 |
4,586.26 |
139.78 |
3.1% |
4,448.48 |
High |
4,587.55 |
4,659.72 |
72.17 |
1.6% |
4,659.72 |
Low |
4,379.60 |
4,549.07 |
169.47 |
3.9% |
4,266.87 |
Close |
4,586.26 |
4,587.16 |
0.90 |
0.0% |
4,587.16 |
Range |
207.95 |
110.65 |
-97.30 |
-46.8% |
392.85 |
ATR |
154.72 |
151.57 |
-3.15 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,930.60 |
4,869.53 |
4,648.02 |
|
R3 |
4,819.95 |
4,758.88 |
4,617.59 |
|
R2 |
4,709.30 |
4,709.30 |
4,607.45 |
|
R1 |
4,648.23 |
4,648.23 |
4,597.30 |
4,678.77 |
PP |
4,598.65 |
4,598.65 |
4,598.65 |
4,613.92 |
S1 |
4,537.58 |
4,537.58 |
4,577.02 |
4,568.12 |
S2 |
4,488.00 |
4,488.00 |
4,566.87 |
|
S3 |
4,377.35 |
4,426.93 |
4,556.73 |
|
S4 |
4,266.70 |
4,316.28 |
4,526.30 |
|
|
Weekly Pivots for week ending 10-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,683.13 |
5,528.00 |
4,803.23 |
|
R3 |
5,290.28 |
5,135.15 |
4,695.19 |
|
R2 |
4,897.43 |
4,897.43 |
4,659.18 |
|
R1 |
4,742.30 |
4,742.30 |
4,623.17 |
4,819.87 |
PP |
4,504.58 |
4,504.58 |
4,504.58 |
4,543.37 |
S1 |
4,349.45 |
4,349.45 |
4,551.15 |
4,427.02 |
S2 |
4,111.73 |
4,111.73 |
4,515.14 |
|
S3 |
3,718.88 |
3,956.60 |
4,479.13 |
|
S4 |
3,326.03 |
3,563.75 |
4,371.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,659.72 |
4,266.87 |
392.85 |
8.6% |
167.86 |
3.7% |
82% |
True |
False |
|
10 |
4,659.72 |
4,024.08 |
635.64 |
13.9% |
153.70 |
3.4% |
89% |
True |
False |
|
20 |
4,659.72 |
3,848.37 |
811.35 |
17.7% |
150.31 |
3.3% |
91% |
True |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
28.6% |
142.78 |
3.1% |
94% |
True |
False |
|
60 |
4,659.72 |
3,121.32 |
1,538.40 |
33.5% |
136.63 |
3.0% |
95% |
True |
False |
|
80 |
4,659.72 |
2,875.87 |
1,783.85 |
38.9% |
121.90 |
2.7% |
96% |
True |
False |
|
100 |
4,659.72 |
2,346.27 |
2,313.45 |
50.4% |
110.08 |
2.4% |
97% |
True |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
51.4% |
103.12 |
2.2% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,129.98 |
2.618 |
4,949.40 |
1.618 |
4,838.75 |
1.000 |
4,770.37 |
0.618 |
4,728.10 |
HIGH |
4,659.72 |
0.618 |
4,617.45 |
0.500 |
4,604.40 |
0.382 |
4,591.34 |
LOW |
4,549.07 |
0.618 |
4,480.69 |
1.000 |
4,438.42 |
1.618 |
4,370.04 |
2.618 |
4,259.39 |
4.250 |
4,078.81 |
|
|
Fisher Pivots for day following 10-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,604.40 |
4,545.87 |
PP |
4,598.65 |
4,504.58 |
S1 |
4,592.91 |
4,463.30 |
|