Trading Metrics calculated at close of trading on 09-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2001 |
09-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,982.44 |
1,892.79 |
-89.65 |
-4.5% |
1,908.62 |
High |
1,993.50 |
1,892.79 |
-100.71 |
-5.1% |
2,029.01 |
Low |
1,933.23 |
1,802.91 |
-130.32 |
-6.7% |
1,802.91 |
Close |
1,938.15 |
1,813.02 |
-125.13 |
-6.5% |
1,813.02 |
Range |
60.27 |
89.88 |
29.61 |
49.1% |
226.10 |
ATR |
110.98 |
112.71 |
1.73 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,105.88 |
2,049.33 |
1,862.45 |
|
R3 |
2,016.00 |
1,959.45 |
1,837.74 |
|
R2 |
1,926.12 |
1,926.12 |
1,829.50 |
|
R1 |
1,869.57 |
1,869.57 |
1,821.26 |
1,852.91 |
PP |
1,836.24 |
1,836.24 |
1,836.24 |
1,827.91 |
S1 |
1,779.69 |
1,779.69 |
1,804.78 |
1,763.03 |
S2 |
1,746.36 |
1,746.36 |
1,796.54 |
|
S3 |
1,656.48 |
1,689.81 |
1,788.30 |
|
S4 |
1,566.60 |
1,599.93 |
1,763.59 |
|
|
Weekly Pivots for week ending 09-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,559.95 |
2,412.58 |
1,937.38 |
|
R3 |
2,333.85 |
2,186.48 |
1,875.20 |
|
R2 |
2,107.75 |
2,107.75 |
1,854.47 |
|
R1 |
1,960.38 |
1,960.38 |
1,833.75 |
1,921.02 |
PP |
1,881.65 |
1,881.65 |
1,881.65 |
1,861.96 |
S1 |
1,734.28 |
1,734.28 |
1,792.29 |
1,694.92 |
S2 |
1,655.55 |
1,655.55 |
1,771.57 |
|
S3 |
1,429.45 |
1,508.18 |
1,750.84 |
|
S4 |
1,203.35 |
1,282.08 |
1,688.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,029.01 |
1,802.91 |
226.10 |
12.5% |
60.46 |
3.3% |
4% |
False |
True |
|
10 |
2,103.63 |
1,802.91 |
300.72 |
16.6% |
88.59 |
4.9% |
3% |
False |
True |
|
20 |
2,423.65 |
1,802.91 |
620.74 |
34.2% |
101.43 |
5.6% |
2% |
False |
True |
|
40 |
2,771.63 |
1,802.91 |
968.72 |
53.4% |
102.84 |
5.7% |
1% |
False |
True |
|
60 |
2,958.29 |
1,802.91 |
1,155.38 |
63.7% |
123.27 |
6.8% |
1% |
False |
True |
|
80 |
3,128.37 |
1,802.91 |
1,325.46 |
73.1% |
128.82 |
7.1% |
1% |
False |
True |
|
100 |
3,514.96 |
1,802.91 |
1,712.05 |
94.4% |
133.14 |
7.3% |
1% |
False |
True |
|
120 |
3,810.30 |
1,802.91 |
2,007.39 |
110.7% |
138.84 |
7.7% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,274.78 |
2.618 |
2,128.10 |
1.618 |
2,038.22 |
1.000 |
1,982.67 |
0.618 |
1,948.34 |
HIGH |
1,892.79 |
0.618 |
1,858.46 |
0.500 |
1,847.85 |
0.382 |
1,837.24 |
LOW |
1,802.91 |
0.618 |
1,747.36 |
1.000 |
1,713.03 |
1.618 |
1,657.48 |
2.618 |
1,567.60 |
4.250 |
1,420.92 |
|
|
Fisher Pivots for day following 09-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,847.85 |
1,910.93 |
PP |
1,836.24 |
1,878.29 |
S1 |
1,824.63 |
1,845.66 |
|