Trading Metrics calculated at close of trading on 22-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2000 |
22-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,259.58 |
4,449.22 |
189.64 |
4.5% |
4,585.16 |
High |
4,450.41 |
4,639.12 |
188.71 |
4.2% |
4,585.16 |
Low |
4,155.34 |
4,449.22 |
293.88 |
7.1% |
4,049.98 |
Close |
4,449.33 |
4,596.81 |
147.48 |
3.3% |
4,440.45 |
Range |
295.07 |
189.90 |
-105.17 |
-35.6% |
535.18 |
ATR |
186.55 |
186.79 |
0.24 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,131.42 |
5,054.01 |
4,701.26 |
|
R3 |
4,941.52 |
4,864.11 |
4,649.03 |
|
R2 |
4,751.62 |
4,751.62 |
4,631.63 |
|
R1 |
4,674.21 |
4,674.21 |
4,614.22 |
4,712.92 |
PP |
4,561.72 |
4,561.72 |
4,561.72 |
4,581.07 |
S1 |
4,484.31 |
4,484.31 |
4,579.40 |
4,523.02 |
S2 |
4,371.82 |
4,371.82 |
4,562.00 |
|
S3 |
4,181.92 |
4,294.41 |
4,544.59 |
|
S4 |
3,992.02 |
4,104.51 |
4,492.37 |
|
|
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 |
4,639.12 |
4,049.98 |
589.14 |
12.8% |
220.45 |
4.8% |
93% |
True |
False |
|
10 |
4,659.72 |
4,049.98 |
609.74 |
13.3% |
217.70 |
4.7% |
90% |
False |
False |
|
20 |
4,659.72 |
4,024.08 |
635.64 |
13.8% |
183.89 |
4.0% |
90% |
False |
False |
|
40 |
4,659.72 |
3,349.06 |
1,310.66 |
28.5% |
164.05 |
3.6% |
95% |
False |
False |
|
60 |
4,659.72 |
3,314.75 |
1,344.97 |
29.3% |
155.86 |
3.4% |
95% |
False |
False |
|
80 |
4,659.72 |
2,956.79 |
1,702.93 |
37.0% |
137.98 |
3.0% |
96% |
False |
False |
|
100 |
4,659.72 |
2,539.93 |
2,119.79 |
46.1% |
123.78 |
2.7% |
97% |
False |
False |
|
120 |
4,659.72 |
2,299.95 |
2,359.77 |
51.3% |
113.83 |
2.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,446.20 |
2.618 |
5,136.28 |
1.618 |
4,946.38 |
1.000 |
4,829.02 |
0.618 |
4,756.48 |
HIGH |
4,639.12 |
0.618 |
4,566.58 |
0.500 |
4,544.17 |
0.382 |
4,521.76 |
LOW |
4,449.22 |
0.618 |
4,331.86 |
1.000 |
4,259.32 |
1.618 |
4,141.96 |
2.618 |
3,952.06 |
4.250 |
3,642.15 |
|
|
Fisher Pivots for day following 22-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,579.26 |
4,530.28 |
PP |
4,561.72 |
4,463.76 |
S1 |
4,544.17 |
4,397.23 |
|