Trading Metrics calculated at close of trading on 14-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2000 |
14-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,585.16 |
4,448.63 |
-136.53 |
-3.0% |
4,448.48 |
High |
4,585.16 |
4,537.99 |
-47.17 |
-1.0% |
4,659.72 |
Low |
4,387.74 |
4,226.79 |
-160.95 |
-3.7% |
4,266.87 |
Close |
4,426.80 |
4,226.99 |
-199.81 |
-4.5% |
4,587.16 |
Range |
197.42 |
311.20 |
113.78 |
57.6% |
392.85 |
ATR |
154.99 |
166.15 |
11.16 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,264.19 |
5,056.79 |
4,398.15 |
|
R3 |
4,952.99 |
4,745.59 |
4,312.57 |
|
R2 |
4,641.79 |
4,641.79 |
4,284.04 |
|
R1 |
4,434.39 |
4,434.39 |
4,255.52 |
4,382.49 |
PP |
4,330.59 |
4,330.59 |
4,330.59 |
4,304.64 |
S1 |
4,123.19 |
4,123.19 |
4,198.46 |
4,071.29 |
S2 |
4,019.39 |
4,019.39 |
4,169.94 |
|
S3 |
3,708.19 |
3,811.99 |
4,141.41 |
|
S4 |
3,396.99 |
3,500.79 |
4,055.83 |
|
|
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 |
4,226.79 |
432.93 |
10.2% |
206.13 |
4.9% |
0% |
False |
True |
|
10 |
4,659.72 |
4,197.98 |
461.74 |
10.9% |
174.97 |
4.1% |
6% |
False |
False |
|
20 |
4,659.72 |
3,848.37 |
811.35 |
19.2% |
163.58 |
3.9% |
47% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
31.0% |
150.26 |
3.6% |
67% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
31.8% |
141.83 |
3.4% |
68% |
False |
False |
|
80 |
4,659.72 |
2,914.25 |
1,745.47 |
41.3% |
126.70 |
3.0% |
75% |
False |
False |
|
100 |
4,659.72 |
2,396.58 |
2,263.14 |
53.5% |
113.79 |
2.7% |
81% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
55.8% |
106.33 |
2.5% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,860.59 |
2.618 |
5,352.71 |
1.618 |
5,041.51 |
1.000 |
4,849.19 |
0.618 |
4,730.31 |
HIGH |
4,537.99 |
0.618 |
4,419.11 |
0.500 |
4,382.39 |
0.382 |
4,345.67 |
LOW |
4,226.79 |
0.618 |
4,034.47 |
1.000 |
3,915.59 |
1.618 |
3,723.27 |
2.618 |
3,412.07 |
4.250 |
2,904.19 |
|
|
Fisher Pivots for day following 14-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,382.39 |
4,443.26 |
PP |
4,330.59 |
4,371.17 |
S1 |
4,278.79 |
4,299.08 |
|