Trading Metrics calculated at close of trading on 20-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2000 |
20-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,349.26 |
4,443.35 |
94.09 |
2.2% |
4,585.16 |
High |
4,441.00 |
4,460.37 |
19.37 |
0.4% |
4,585.16 |
Low |
4,326.76 |
4,260.92 |
-65.84 |
-1.5% |
4,049.98 |
Close |
4,440.45 |
4,261.15 |
-179.30 |
-4.0% |
4,440.45 |
Range |
114.24 |
199.45 |
85.21 |
74.6% |
535.18 |
ATR |
176.57 |
178.20 |
1.63 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,925.83 |
4,792.94 |
4,370.85 |
|
R3 |
4,726.38 |
4,593.49 |
4,316.00 |
|
R2 |
4,526.93 |
4,526.93 |
4,297.72 |
|
R1 |
4,394.04 |
4,394.04 |
4,279.43 |
4,360.76 |
PP |
4,327.48 |
4,327.48 |
4,327.48 |
4,310.84 |
S1 |
4,194.59 |
4,194.59 |
4,242.87 |
4,161.31 |
S2 |
4,128.03 |
4,128.03 |
4,224.58 |
|
S3 |
3,928.58 |
3,995.14 |
4,206.30 |
|
S4 |
3,729.13 |
3,795.69 |
4,151.45 |
|
|
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 |
4,537.99 |
4,049.98 |
488.01 |
11.5% |
235.20 |
5.5% |
43% |
False |
False |
|
10 |
4,659.72 |
4,049.98 |
609.74 |
14.3% |
210.08 |
4.9% |
35% |
False |
False |
|
20 |
4,659.72 |
3,856.02 |
803.70 |
18.9% |
178.50 |
4.2% |
50% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
30.8% |
162.24 |
3.8% |
70% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
31.6% |
150.41 |
3.5% |
70% |
False |
False |
|
80 |
4,659.72 |
2,956.79 |
1,702.93 |
40.0% |
134.05 |
3.1% |
77% |
False |
False |
|
100 |
4,659.72 |
2,423.29 |
2,236.43 |
52.5% |
120.06 |
2.8% |
82% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
55.4% |
110.67 |
2.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,308.03 |
2.618 |
4,982.53 |
1.618 |
4,783.08 |
1.000 |
4,659.82 |
0.618 |
4,583.63 |
HIGH |
4,460.37 |
0.618 |
4,384.18 |
0.500 |
4,360.65 |
0.382 |
4,337.11 |
LOW |
4,260.92 |
0.618 |
4,137.66 |
1.000 |
4,061.47 |
1.618 |
3,938.21 |
2.618 |
3,738.76 |
4.250 |
3,413.26 |
|
|
Fisher Pivots for day following 20-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,360.65 |
4,259.16 |
PP |
4,327.48 |
4,257.17 |
S1 |
4,294.32 |
4,255.18 |
|