Trading Metrics calculated at close of trading on 17-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2000 |
17-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,141.23 |
4,349.26 |
208.03 |
5.0% |
4,585.16 |
High |
4,353.59 |
4,441.00 |
87.41 |
2.0% |
4,585.16 |
Low |
4,049.98 |
4,326.76 |
276.78 |
6.8% |
4,049.98 |
Close |
4,353.33 |
4,440.45 |
87.12 |
2.0% |
4,440.45 |
Range |
303.61 |
114.24 |
-189.37 |
-62.4% |
535.18 |
ATR |
181.36 |
176.57 |
-4.79 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,745.46 |
4,707.19 |
4,503.28 |
|
R3 |
4,631.22 |
4,592.95 |
4,471.87 |
|
R2 |
4,516.98 |
4,516.98 |
4,461.39 |
|
R1 |
4,478.71 |
4,478.71 |
4,450.92 |
4,497.85 |
PP |
4,402.74 |
4,402.74 |
4,402.74 |
4,412.30 |
S1 |
4,364.47 |
4,364.47 |
4,429.98 |
4,383.61 |
S2 |
4,288.50 |
4,288.50 |
4,419.51 |
|
S3 |
4,174.26 |
4,250.23 |
4,409.03 |
|
S4 |
4,060.02 |
4,135.99 |
4,377.62 |
|
|
Weekly Pivots for week ending 17-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,964.07 |
5,737.44 |
4,734.80 |
|
R3 |
5,428.89 |
5,202.26 |
4,587.62 |
|
R2 |
4,893.71 |
4,893.71 |
4,538.57 |
|
R1 |
4,667.08 |
4,667.08 |
4,489.51 |
4,512.81 |
PP |
4,358.53 |
4,358.53 |
4,358.53 |
4,281.39 |
S1 |
4,131.90 |
4,131.90 |
4,391.39 |
3,977.63 |
S2 |
3,823.35 |
3,823.35 |
4,342.33 |
|
S3 |
3,288.17 |
3,596.72 |
4,293.28 |
|
S4 |
2,752.99 |
3,061.54 |
4,146.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,585.16 |
4,049.98 |
535.18 |
12.1% |
234.79 |
5.3% |
73% |
False |
False |
|
10 |
4,659.72 |
4,049.98 |
609.74 |
13.7% |
201.33 |
4.5% |
64% |
False |
False |
|
20 |
4,659.72 |
3,856.02 |
803.70 |
18.1% |
177.32 |
4.0% |
73% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
29.5% |
159.38 |
3.6% |
83% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
30.3% |
148.20 |
3.3% |
84% |
False |
False |
|
80 |
4,659.72 |
2,956.79 |
1,702.93 |
38.4% |
132.69 |
3.0% |
87% |
False |
False |
|
100 |
4,659.72 |
2,423.29 |
2,236.43 |
50.4% |
118.63 |
2.7% |
90% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
53.1% |
109.66 |
2.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,926.52 |
2.618 |
4,740.08 |
1.618 |
4,625.84 |
1.000 |
4,555.24 |
0.618 |
4,511.60 |
HIGH |
4,441.00 |
0.618 |
4,397.36 |
0.500 |
4,383.88 |
0.382 |
4,370.40 |
LOW |
4,326.76 |
0.618 |
4,256.16 |
1.000 |
4,212.52 |
1.618 |
4,141.92 |
2.618 |
4,027.68 |
4.250 |
3,841.24 |
|
|
Fisher Pivots for day following 17-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,421.59 |
4,375.46 |
PP |
4,402.74 |
4,310.48 |
S1 |
4,383.88 |
4,245.49 |
|