Trading Metrics calculated at close of trading on 29-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2000 |
29-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,705.75 |
4,583.81 |
-121.94 |
-2.6% |
4,443.35 |
High |
4,714.35 |
4,615.09 |
-99.26 |
-2.1% |
4,816.35 |
Low |
4,582.45 |
4,408.60 |
-173.85 |
-3.8% |
4,155.34 |
Close |
4,583.39 |
4,413.92 |
-169.47 |
-3.7% |
4,691.61 |
Range |
131.90 |
206.49 |
74.59 |
56.6% |
661.01 |
ATR |
176.27 |
178.42 |
2.16 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,098.67 |
4,962.79 |
4,527.49 |
|
R3 |
4,892.18 |
4,756.30 |
4,470.70 |
|
R2 |
4,685.69 |
4,685.69 |
4,451.78 |
|
R1 |
4,549.81 |
4,549.81 |
4,432.85 |
4,514.51 |
PP |
4,479.20 |
4,479.20 |
4,479.20 |
4,461.55 |
S1 |
4,343.32 |
4,343.32 |
4,394.99 |
4,308.02 |
S2 |
4,272.71 |
4,272.71 |
4,376.06 |
|
S3 |
4,066.22 |
4,136.83 |
4,357.14 |
|
S4 |
3,859.73 |
3,930.34 |
4,300.35 |
|
|
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 |
4,408.60 |
407.75 |
9.2% |
159.32 |
3.6% |
1% |
False |
True |
|
10 |
4,816.35 |
4,049.98 |
766.37 |
17.4% |
189.89 |
4.3% |
47% |
False |
False |
|
20 |
4,816.35 |
4,049.98 |
766.37 |
17.4% |
190.97 |
4.3% |
47% |
False |
False |
|
40 |
4,816.35 |
3,693.95 |
1,122.40 |
25.4% |
160.99 |
3.6% |
64% |
False |
False |
|
60 |
4,816.35 |
3,314.75 |
1,501.60 |
34.0% |
161.06 |
3.6% |
73% |
False |
False |
|
80 |
4,816.35 |
3,093.98 |
1,722.37 |
39.0% |
142.63 |
3.2% |
77% |
False |
False |
|
100 |
4,816.35 |
2,704.88 |
2,111.47 |
47.8% |
128.73 |
2.9% |
81% |
False |
False |
|
120 |
4,816.35 |
2,299.95 |
2,516.40 |
57.0% |
118.12 |
2.7% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,492.67 |
2.618 |
5,155.68 |
1.618 |
4,949.19 |
1.000 |
4,821.58 |
0.618 |
4,742.70 |
HIGH |
4,615.09 |
0.618 |
4,536.21 |
0.500 |
4,511.85 |
0.382 |
4,487.48 |
LOW |
4,408.60 |
0.618 |
4,280.99 |
1.000 |
4,202.11 |
1.618 |
4,074.50 |
2.618 |
3,868.01 |
4.250 |
3,531.02 |
|
|
Fisher Pivots for day following 29-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,511.85 |
4,594.90 |
PP |
4,479.20 |
4,534.57 |
S1 |
4,446.56 |
4,474.25 |
|