Trading Metrics calculated at close of trading on 24-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2000 |
24-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,594.37 |
4,659.76 |
65.39 |
1.4% |
4,443.35 |
High |
4,704.21 |
4,816.35 |
112.14 |
2.4% |
4,816.35 |
Low |
4,547.00 |
4,608.92 |
61.92 |
1.4% |
4,155.34 |
Close |
4,660.62 |
4,691.61 |
30.99 |
0.7% |
4,691.61 |
Range |
157.21 |
207.43 |
50.22 |
31.9% |
661.01 |
ATR |
184.68 |
186.30 |
1.63 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,327.92 |
5,217.19 |
4,805.70 |
|
R3 |
5,120.49 |
5,009.76 |
4,748.65 |
|
R2 |
4,913.06 |
4,913.06 |
4,729.64 |
|
R1 |
4,802.33 |
4,802.33 |
4,710.62 |
4,857.70 |
PP |
4,705.63 |
4,705.63 |
4,705.63 |
4,733.31 |
S1 |
4,594.90 |
4,594.90 |
4,672.60 |
4,650.27 |
S2 |
4,498.20 |
4,498.20 |
4,653.58 |
|
S3 |
4,290.77 |
4,387.47 |
4,634.57 |
|
S4 |
4,083.34 |
4,180.04 |
4,577.52 |
|
|
Weekly Pivots for week ending 24-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,537.46 |
6,275.55 |
5,055.17 |
|
R3 |
5,876.45 |
5,614.54 |
4,873.39 |
|
R2 |
5,215.44 |
5,215.44 |
4,812.80 |
|
R1 |
4,953.53 |
4,953.53 |
4,752.20 |
5,084.49 |
PP |
4,554.43 |
4,554.43 |
4,554.43 |
4,619.91 |
S1 |
4,292.52 |
4,292.52 |
4,631.02 |
4,423.48 |
S2 |
3,893.42 |
3,893.42 |
4,570.42 |
|
S3 |
3,232.41 |
3,631.51 |
4,509.83 |
|
S4 |
2,571.40 |
2,970.50 |
4,328.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,816.35 |
4,155.34 |
661.01 |
14.1% |
209.81 |
4.5% |
81% |
True |
False |
|
10 |
4,816.35 |
4,049.98 |
766.37 |
16.3% |
222.30 |
4.7% |
84% |
True |
False |
|
20 |
4,816.35 |
4,024.08 |
792.27 |
16.9% |
188.00 |
4.0% |
84% |
True |
False |
|
40 |
4,816.35 |
3,349.06 |
1,467.29 |
31.3% |
164.90 |
3.5% |
91% |
True |
False |
|
60 |
4,816.35 |
3,314.75 |
1,501.60 |
32.0% |
158.96 |
3.4% |
92% |
True |
False |
|
80 |
4,816.35 |
2,956.79 |
1,859.56 |
39.6% |
140.46 |
3.0% |
93% |
True |
False |
|
100 |
4,816.35 |
2,612.39 |
2,203.96 |
47.0% |
125.86 |
2.7% |
94% |
True |
False |
|
120 |
4,816.35 |
2,299.95 |
2,516.40 |
53.6% |
115.94 |
2.5% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,697.93 |
2.618 |
5,359.40 |
1.618 |
5,151.97 |
1.000 |
5,023.78 |
0.618 |
4,944.54 |
HIGH |
4,816.35 |
0.618 |
4,737.11 |
0.500 |
4,712.64 |
0.382 |
4,688.16 |
LOW |
4,608.92 |
0.618 |
4,480.73 |
1.000 |
4,401.49 |
1.618 |
4,273.30 |
2.618 |
4,065.87 |
4.250 |
3,727.34 |
|
|
Fisher Pivots for day following 24-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,712.64 |
4,672.00 |
PP |
4,705.63 |
4,652.39 |
S1 |
4,698.62 |
4,632.79 |
|