Trading Metrics calculated at close of trading on 28-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2000 |
28-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,687.60 |
4,705.75 |
18.15 |
0.4% |
4,443.35 |
High |
4,781.19 |
4,714.35 |
-66.84 |
-1.4% |
4,816.35 |
Low |
4,687.60 |
4,582.45 |
-105.15 |
-2.2% |
4,155.34 |
Close |
4,704.73 |
4,583.39 |
-121.34 |
-2.6% |
4,691.61 |
Range |
93.59 |
131.90 |
38.31 |
40.9% |
661.01 |
ATR |
179.68 |
176.27 |
-3.41 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.43 |
4,934.81 |
4,655.94 |
|
R3 |
4,890.53 |
4,802.91 |
4,619.66 |
|
R2 |
4,758.63 |
4,758.63 |
4,607.57 |
|
R1 |
4,671.01 |
4,671.01 |
4,595.48 |
4,648.87 |
PP |
4,626.73 |
4,626.73 |
4,626.73 |
4,615.66 |
S1 |
4,539.11 |
4,539.11 |
4,571.30 |
4,516.97 |
S2 |
4,494.83 |
4,494.83 |
4,559.21 |
|
S3 |
4,362.93 |
4,407.21 |
4,547.12 |
|
S4 |
4,231.03 |
4,275.31 |
4,510.85 |
|
|
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 |
4,449.22 |
367.13 |
8.0% |
156.01 |
3.4% |
37% |
False |
False |
|
10 |
4,816.35 |
4,049.98 |
766.37 |
16.7% |
193.99 |
4.2% |
70% |
False |
False |
|
20 |
4,816.35 |
4,049.98 |
766.37 |
16.7% |
184.48 |
4.0% |
70% |
False |
False |
|
40 |
4,816.35 |
3,544.93 |
1,271.42 |
27.7% |
159.80 |
3.5% |
82% |
False |
False |
|
60 |
4,816.35 |
3,314.75 |
1,501.60 |
32.8% |
160.85 |
3.5% |
84% |
False |
False |
|
80 |
4,816.35 |
3,093.98 |
1,722.37 |
37.6% |
141.17 |
3.1% |
86% |
False |
False |
|
100 |
4,816.35 |
2,677.13 |
2,139.22 |
46.7% |
127.06 |
2.8% |
89% |
False |
False |
|
120 |
4,816.35 |
2,299.95 |
2,516.40 |
54.9% |
116.78 |
2.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,274.93 |
2.618 |
5,059.66 |
1.618 |
4,927.76 |
1.000 |
4,846.25 |
0.618 |
4,795.86 |
HIGH |
4,714.35 |
0.618 |
4,663.96 |
0.500 |
4,648.40 |
0.382 |
4,632.84 |
LOW |
4,582.45 |
0.618 |
4,500.94 |
1.000 |
4,450.55 |
1.618 |
4,369.04 |
2.618 |
4,237.14 |
4.250 |
4,021.88 |
|
|
Fisher Pivots for day following 28-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,648.40 |
4,699.40 |
PP |
4,626.73 |
4,660.73 |
S1 |
4,605.06 |
4,622.06 |
|