Trading Metrics calculated at close of trading on 31-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2000 |
31-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
4,376.41 |
4,268.64 |
-107.77 |
-2.5% |
4,687.60 |
High |
4,491.08 |
4,424.43 |
-66.65 |
-1.5% |
4,781.19 |
Low |
4,151.12 |
4,171.09 |
19.97 |
0.5% |
4,151.12 |
Close |
4,250.19 |
4,397.84 |
147.65 |
3.5% |
4,397.84 |
Range |
339.96 |
253.34 |
-86.62 |
-25.5% |
630.07 |
ATR |
189.96 |
194.49 |
4.53 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,091.14 |
4,997.83 |
4,537.18 |
|
R3 |
4,837.80 |
4,744.49 |
4,467.51 |
|
R2 |
4,584.46 |
4,584.46 |
4,444.29 |
|
R1 |
4,491.15 |
4,491.15 |
4,421.06 |
4,537.81 |
PP |
4,331.12 |
4,331.12 |
4,331.12 |
4,354.45 |
S1 |
4,237.81 |
4,237.81 |
4,374.62 |
4,284.47 |
S2 |
4,077.78 |
4,077.78 |
4,351.39 |
|
S3 |
3,824.44 |
3,984.47 |
4,328.17 |
|
S4 |
3,571.10 |
3,731.13 |
4,258.50 |
|
|
Weekly Pivots for week ending 31-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,333.59 |
5,995.79 |
4,744.38 |
|
R3 |
5,703.52 |
5,365.72 |
4,571.11 |
|
R2 |
5,073.45 |
5,073.45 |
4,513.35 |
|
R1 |
4,735.65 |
4,735.65 |
4,455.60 |
4,589.52 |
PP |
4,443.38 |
4,443.38 |
4,443.38 |
4,370.32 |
S1 |
4,105.58 |
4,105.58 |
4,340.08 |
3,959.45 |
S2 |
3,813.31 |
3,813.31 |
4,282.33 |
|
S3 |
3,183.24 |
3,475.51 |
4,224.57 |
|
S4 |
2,553.17 |
2,845.44 |
4,051.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,781.19 |
4,151.12 |
630.07 |
14.3% |
205.06 |
4.7% |
39% |
False |
False |
|
10 |
4,816.35 |
4,151.12 |
665.23 |
15.1% |
207.43 |
4.7% |
37% |
False |
False |
|
20 |
4,816.35 |
4,049.98 |
766.37 |
17.4% |
204.38 |
4.6% |
45% |
False |
False |
|
40 |
4,816.35 |
3,848.37 |
967.98 |
22.0% |
169.71 |
3.9% |
57% |
False |
False |
|
60 |
4,816.35 |
3,314.75 |
1,501.60 |
34.1% |
163.81 |
3.7% |
72% |
False |
False |
|
80 |
4,816.35 |
3,093.98 |
1,722.37 |
39.2% |
148.50 |
3.4% |
76% |
False |
False |
|
100 |
4,816.35 |
2,741.17 |
2,075.18 |
47.2% |
133.38 |
3.0% |
80% |
False |
False |
|
120 |
4,816.35 |
2,299.95 |
2,516.40 |
57.2% |
122.22 |
2.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,501.13 |
2.618 |
5,087.67 |
1.618 |
4,834.33 |
1.000 |
4,677.77 |
0.618 |
4,580.99 |
HIGH |
4,424.43 |
0.618 |
4,327.65 |
0.500 |
4,297.76 |
0.382 |
4,267.87 |
LOW |
4,171.09 |
0.618 |
4,014.53 |
1.000 |
3,917.75 |
1.618 |
3,761.19 |
2.618 |
3,507.85 |
4.250 |
3,094.40 |
|
|
Fisher Pivots for day following 31-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
4,364.48 |
4,392.93 |
PP |
4,331.12 |
4,388.02 |
S1 |
4,297.76 |
4,383.11 |
|