Trading Metrics calculated at close of trading on 12-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2001 |
12-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,892.79 |
1,758.06 |
-134.73 |
-7.1% |
1,908.62 |
High |
1,892.79 |
1,762.20 |
-130.59 |
-6.9% |
2,029.01 |
Low |
1,802.91 |
1,679.73 |
-123.18 |
-6.8% |
1,802.91 |
Close |
1,813.02 |
1,680.64 |
-132.38 |
-7.3% |
1,813.02 |
Range |
89.88 |
82.47 |
-7.41 |
-8.2% |
226.10 |
ATR |
112.71 |
114.18 |
1.47 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.93 |
1,900.26 |
1,726.00 |
|
R3 |
1,872.46 |
1,817.79 |
1,703.32 |
|
R2 |
1,789.99 |
1,789.99 |
1,695.76 |
|
R1 |
1,735.32 |
1,735.32 |
1,688.20 |
1,721.42 |
PP |
1,707.52 |
1,707.52 |
1,707.52 |
1,700.58 |
S1 |
1,652.85 |
1,652.85 |
1,673.08 |
1,638.95 |
S2 |
1,625.05 |
1,625.05 |
1,665.52 |
|
S3 |
1,542.58 |
1,570.38 |
1,657.96 |
|
S4 |
1,460.11 |
1,487.91 |
1,635.28 |
|
|
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 |
1,679.73 |
349.28 |
20.8% |
68.16 |
4.1% |
0% |
False |
True |
|
10 |
2,081.79 |
1,679.73 |
402.06 |
23.9% |
88.51 |
5.3% |
0% |
False |
True |
|
20 |
2,423.65 |
1,679.73 |
743.92 |
44.3% |
100.81 |
6.0% |
0% |
False |
True |
|
40 |
2,771.63 |
1,679.73 |
1,091.90 |
65.0% |
100.56 |
6.0% |
0% |
False |
True |
|
60 |
2,941.34 |
1,679.73 |
1,261.61 |
75.1% |
123.04 |
7.3% |
0% |
False |
True |
|
80 |
3,128.37 |
1,679.73 |
1,448.64 |
86.2% |
127.01 |
7.6% |
0% |
False |
True |
|
100 |
3,514.96 |
1,679.73 |
1,835.23 |
109.2% |
133.03 |
7.9% |
0% |
False |
True |
|
120 |
3,810.30 |
1,679.73 |
2,130.57 |
126.8% |
138.07 |
8.2% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,112.70 |
2.618 |
1,978.11 |
1.618 |
1,895.64 |
1.000 |
1,844.67 |
0.618 |
1,813.17 |
HIGH |
1,762.20 |
0.618 |
1,730.70 |
0.500 |
1,720.97 |
0.382 |
1,711.23 |
LOW |
1,679.73 |
0.618 |
1,628.76 |
1.000 |
1,597.26 |
1.618 |
1,546.29 |
2.618 |
1,463.82 |
4.250 |
1,329.23 |
|
|
Fisher Pivots for day following 12-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,720.97 |
1,836.62 |
PP |
1,707.52 |
1,784.62 |
S1 |
1,694.08 |
1,732.63 |
|