Trading Metrics calculated at close of trading on 23-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2000 |
23-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,449.22 |
4,594.37 |
145.15 |
3.3% |
4,585.16 |
High |
4,639.12 |
4,704.21 |
65.09 |
1.4% |
4,585.16 |
Low |
4,449.22 |
4,547.00 |
97.78 |
2.2% |
4,049.98 |
Close |
4,596.81 |
4,660.62 |
63.81 |
1.4% |
4,440.45 |
Range |
189.90 |
157.21 |
-32.69 |
-17.2% |
535.18 |
ATR |
186.79 |
184.68 |
-2.11 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.91 |
5,041.97 |
4,747.09 |
|
R3 |
4,951.70 |
4,884.76 |
4,703.85 |
|
R2 |
4,794.49 |
4,794.49 |
4,689.44 |
|
R1 |
4,727.55 |
4,727.55 |
4,675.03 |
4,761.02 |
PP |
4,637.28 |
4,637.28 |
4,637.28 |
4,654.01 |
S1 |
4,570.34 |
4,570.34 |
4,646.21 |
4,603.81 |
S2 |
4,480.07 |
4,480.07 |
4,631.80 |
|
S3 |
4,322.86 |
4,413.13 |
4,617.39 |
|
S4 |
4,165.65 |
4,255.92 |
4,574.15 |
|
|
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 |
4,704.21 |
4,155.34 |
548.87 |
11.8% |
191.17 |
4.1% |
92% |
True |
False |
|
10 |
4,704.21 |
4,049.98 |
654.23 |
14.0% |
212.63 |
4.6% |
93% |
True |
False |
|
20 |
4,704.21 |
4,024.08 |
680.13 |
14.6% |
184.03 |
3.9% |
94% |
True |
False |
|
40 |
4,704.21 |
3,349.06 |
1,355.15 |
29.1% |
164.45 |
3.5% |
97% |
True |
False |
|
60 |
4,704.21 |
3,314.75 |
1,389.46 |
29.8% |
157.28 |
3.4% |
97% |
True |
False |
|
80 |
4,704.21 |
2,956.79 |
1,747.42 |
37.5% |
139.15 |
3.0% |
98% |
True |
False |
|
100 |
4,704.21 |
2,612.39 |
2,091.82 |
44.9% |
124.24 |
2.7% |
98% |
True |
False |
|
120 |
4,704.21 |
2,299.95 |
2,404.26 |
51.6% |
114.72 |
2.5% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,372.35 |
2.618 |
5,115.79 |
1.618 |
4,958.58 |
1.000 |
4,861.42 |
0.618 |
4,801.37 |
HIGH |
4,704.21 |
0.618 |
4,644.16 |
0.500 |
4,625.61 |
0.382 |
4,607.05 |
LOW |
4,547.00 |
0.618 |
4,449.84 |
1.000 |
4,389.79 |
1.618 |
4,292.63 |
2.618 |
4,135.42 |
4.250 |
3,878.86 |
|
|
Fisher Pivots for day following 23-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,648.95 |
4,583.67 |
PP |
4,637.28 |
4,506.72 |
S1 |
4,625.61 |
4,429.78 |
|