Trading Metrics calculated at close of trading on 27-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2000 |
27-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,659.76 |
4,687.60 |
27.84 |
0.6% |
4,443.35 |
High |
4,816.35 |
4,781.19 |
-35.16 |
-0.7% |
4,816.35 |
Low |
4,608.92 |
4,687.60 |
78.68 |
1.7% |
4,155.34 |
Close |
4,691.61 |
4,704.73 |
13.12 |
0.3% |
4,691.61 |
Range |
207.43 |
93.59 |
-113.84 |
-54.9% |
661.01 |
ATR |
186.30 |
179.68 |
-6.62 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,005.28 |
4,948.59 |
4,756.20 |
|
R3 |
4,911.69 |
4,855.00 |
4,730.47 |
|
R2 |
4,818.10 |
4,818.10 |
4,721.89 |
|
R1 |
4,761.41 |
4,761.41 |
4,713.31 |
4,789.76 |
PP |
4,724.51 |
4,724.51 |
4,724.51 |
4,738.68 |
S1 |
4,667.82 |
4,667.82 |
4,696.15 |
4,696.17 |
S2 |
4,630.92 |
4,630.92 |
4,687.57 |
|
S3 |
4,537.33 |
4,574.23 |
4,678.99 |
|
S4 |
4,443.74 |
4,480.64 |
4,653.26 |
|
|
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 |
14.0% |
188.64 |
4.0% |
83% |
False |
False |
|
10 |
4,816.35 |
4,049.98 |
766.37 |
16.3% |
211.92 |
4.5% |
85% |
False |
False |
|
20 |
4,816.35 |
4,049.98 |
766.37 |
16.3% |
182.64 |
3.9% |
85% |
False |
False |
|
40 |
4,816.35 |
3,349.06 |
1,467.29 |
31.2% |
162.04 |
3.4% |
92% |
False |
False |
|
60 |
4,816.35 |
3,314.75 |
1,501.60 |
31.9% |
159.36 |
3.4% |
93% |
False |
False |
|
80 |
4,816.35 |
3,002.90 |
1,813.45 |
38.5% |
140.84 |
3.0% |
94% |
False |
False |
|
100 |
4,816.35 |
2,630.73 |
2,185.62 |
46.5% |
126.30 |
2.7% |
95% |
False |
False |
|
120 |
4,816.35 |
2,299.95 |
2,516.40 |
53.5% |
116.12 |
2.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,178.95 |
2.618 |
5,026.21 |
1.618 |
4,932.62 |
1.000 |
4,874.78 |
0.618 |
4,839.03 |
HIGH |
4,781.19 |
0.618 |
4,745.44 |
0.500 |
4,734.40 |
0.382 |
4,723.35 |
LOW |
4,687.60 |
0.618 |
4,629.76 |
1.000 |
4,594.01 |
1.618 |
4,536.17 |
2.618 |
4,442.58 |
4.250 |
4,289.84 |
|
|
Fisher Pivots for day following 27-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,734.40 |
4,697.05 |
PP |
4,724.51 |
4,689.36 |
S1 |
4,714.62 |
4,681.68 |
|