Trading Metrics calculated at close of trading on 16-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2000 |
16-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,250.74 |
4,141.23 |
-109.51 |
-2.6% |
4,448.48 |
High |
4,341.54 |
4,353.59 |
12.05 |
0.3% |
4,659.72 |
Low |
4,094.04 |
4,049.98 |
-44.06 |
-1.1% |
4,266.87 |
Close |
4,130.01 |
4,353.33 |
223.32 |
5.4% |
4,587.16 |
Range |
247.50 |
303.61 |
56.11 |
22.7% |
392.85 |
ATR |
171.96 |
181.36 |
9.40 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,163.13 |
5,061.84 |
4,520.32 |
|
R3 |
4,859.52 |
4,758.23 |
4,436.82 |
|
R2 |
4,555.91 |
4,555.91 |
4,408.99 |
|
R1 |
4,454.62 |
4,454.62 |
4,381.16 |
4,505.27 |
PP |
4,252.30 |
4,252.30 |
4,252.30 |
4,277.62 |
S1 |
4,151.01 |
4,151.01 |
4,325.50 |
4,201.66 |
S2 |
3,948.69 |
3,948.69 |
4,297.67 |
|
S3 |
3,645.08 |
3,847.40 |
4,269.84 |
|
S4 |
3,341.47 |
3,543.79 |
4,186.34 |
|
|
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 |
4,049.98 |
609.74 |
14.0% |
234.08 |
5.4% |
50% |
False |
True |
|
10 |
4,659.72 |
4,049.98 |
609.74 |
14.0% |
208.44 |
4.8% |
50% |
False |
True |
|
20 |
4,659.72 |
3,856.02 |
803.70 |
18.5% |
178.30 |
4.1% |
62% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
30.1% |
158.90 |
3.7% |
77% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
30.9% |
148.56 |
3.4% |
77% |
False |
False |
|
80 |
4,659.72 |
2,956.79 |
1,702.93 |
39.1% |
131.84 |
3.0% |
82% |
False |
False |
|
100 |
4,659.72 |
2,423.29 |
2,236.43 |
51.4% |
117.93 |
2.7% |
86% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
54.2% |
109.15 |
2.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,643.93 |
2.618 |
5,148.44 |
1.618 |
4,844.83 |
1.000 |
4,657.20 |
0.618 |
4,541.22 |
HIGH |
4,353.59 |
0.618 |
4,237.61 |
0.500 |
4,201.79 |
0.382 |
4,165.96 |
LOW |
4,049.98 |
0.618 |
3,862.35 |
1.000 |
3,746.37 |
1.618 |
3,558.74 |
2.618 |
3,255.13 |
4.250 |
2,759.64 |
|
|
Fisher Pivots for day following 16-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,302.82 |
4,333.55 |
PP |
4,252.30 |
4,313.77 |
S1 |
4,201.79 |
4,293.99 |
|