Trading Metrics calculated at close of trading on 13-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2000 |
13-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,586.26 |
4,585.16 |
-1.10 |
0.0% |
4,448.48 |
High |
4,659.72 |
4,585.16 |
-74.56 |
-1.6% |
4,659.72 |
Low |
4,549.07 |
4,387.74 |
-161.33 |
-3.5% |
4,266.87 |
Close |
4,587.16 |
4,426.80 |
-160.36 |
-3.5% |
4,587.16 |
Range |
110.65 |
197.42 |
86.77 |
78.4% |
392.85 |
ATR |
151.57 |
154.99 |
3.42 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,058.83 |
4,940.23 |
4,535.38 |
|
R3 |
4,861.41 |
4,742.81 |
4,481.09 |
|
R2 |
4,663.99 |
4,663.99 |
4,462.99 |
|
R1 |
4,545.39 |
4,545.39 |
4,444.90 |
4,505.98 |
PP |
4,466.57 |
4,466.57 |
4,466.57 |
4,446.86 |
S1 |
4,347.97 |
4,347.97 |
4,408.70 |
4,308.56 |
S2 |
4,269.15 |
4,269.15 |
4,390.61 |
|
S3 |
4,071.73 |
4,150.55 |
4,372.51 |
|
S4 |
3,874.31 |
3,953.13 |
4,318.22 |
|
|
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 |
8.9% |
184.96 |
4.2% |
41% |
False |
False |
|
10 |
4,659.72 |
4,174.75 |
484.97 |
11.0% |
153.35 |
3.5% |
52% |
False |
False |
|
20 |
4,659.72 |
3,848.37 |
811.35 |
18.3% |
152.36 |
3.4% |
71% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
29.6% |
144.77 |
3.3% |
82% |
False |
False |
|
60 |
4,659.72 |
3,253.98 |
1,405.74 |
31.8% |
137.95 |
3.1% |
83% |
False |
False |
|
80 |
4,659.72 |
2,908.03 |
1,751.69 |
39.6% |
123.56 |
2.8% |
87% |
False |
False |
|
100 |
4,659.72 |
2,384.52 |
2,275.20 |
51.4% |
111.50 |
2.5% |
90% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
53.3% |
104.23 |
2.4% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,424.20 |
2.618 |
5,102.01 |
1.618 |
4,904.59 |
1.000 |
4,782.58 |
0.618 |
4,707.17 |
HIGH |
4,585.16 |
0.618 |
4,509.75 |
0.500 |
4,486.45 |
0.382 |
4,463.15 |
LOW |
4,387.74 |
0.618 |
4,265.73 |
1.000 |
4,190.32 |
1.618 |
4,068.31 |
2.618 |
3,870.89 |
4.250 |
3,548.71 |
|
|
Fisher Pivots for day following 13-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,486.45 |
4,519.66 |
PP |
4,466.57 |
4,488.71 |
S1 |
4,446.68 |
4,457.75 |
|