Trading Metrics calculated at close of trading on 21-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2000 |
21-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,443.35 |
4,259.58 |
-183.77 |
-4.1% |
4,585.16 |
High |
4,460.37 |
4,450.41 |
-9.96 |
-0.2% |
4,585.16 |
Low |
4,260.92 |
4,155.34 |
-105.58 |
-2.5% |
4,049.98 |
Close |
4,261.15 |
4,449.33 |
188.18 |
4.4% |
4,440.45 |
Range |
199.45 |
295.07 |
95.62 |
47.9% |
535.18 |
ATR |
178.20 |
186.55 |
8.35 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.90 |
5,138.19 |
4,611.62 |
|
R3 |
4,941.83 |
4,843.12 |
4,530.47 |
|
R2 |
4,646.76 |
4,646.76 |
4,503.43 |
|
R1 |
4,548.05 |
4,548.05 |
4,476.38 |
4,597.41 |
PP |
4,351.69 |
4,351.69 |
4,351.69 |
4,376.37 |
S1 |
4,252.98 |
4,252.98 |
4,422.28 |
4,302.34 |
S2 |
4,056.62 |
4,056.62 |
4,395.23 |
|
S3 |
3,761.55 |
3,957.91 |
4,368.19 |
|
S4 |
3,466.48 |
3,662.84 |
4,287.04 |
|
|
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 |
4,460.37 |
4,049.98 |
410.39 |
9.2% |
231.97 |
5.2% |
97% |
False |
False |
|
10 |
4,659.72 |
4,049.98 |
609.74 |
13.7% |
219.05 |
4.9% |
65% |
False |
False |
|
20 |
4,659.72 |
3,966.00 |
693.72 |
15.6% |
186.00 |
4.2% |
70% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
29.5% |
163.51 |
3.7% |
84% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
30.2% |
154.34 |
3.5% |
84% |
False |
False |
|
80 |
4,659.72 |
2,956.79 |
1,702.93 |
38.3% |
136.15 |
3.1% |
88% |
False |
False |
|
100 |
4,659.72 |
2,471.91 |
2,187.81 |
49.2% |
122.56 |
2.8% |
90% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
53.0% |
112.70 |
2.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,704.46 |
2.618 |
5,222.90 |
1.618 |
4,927.83 |
1.000 |
4,745.48 |
0.618 |
4,632.76 |
HIGH |
4,450.41 |
0.618 |
4,337.69 |
0.500 |
4,302.88 |
0.382 |
4,268.06 |
LOW |
4,155.34 |
0.618 |
3,972.99 |
1.000 |
3,860.27 |
1.618 |
3,677.92 |
2.618 |
3,382.85 |
4.250 |
2,901.29 |
|
|
Fisher Pivots for day following 21-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,400.51 |
4,402.17 |
PP |
4,351.69 |
4,355.01 |
S1 |
4,302.88 |
4,307.86 |
|