Trading Metrics calculated at close of trading on 13-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2001 |
13-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,758.06 |
1,711.99 |
-46.07 |
-2.6% |
1,908.62 |
High |
1,762.20 |
1,790.31 |
28.11 |
1.6% |
2,029.01 |
Low |
1,679.73 |
1,691.22 |
11.49 |
0.7% |
1,802.91 |
Close |
1,680.64 |
1,789.70 |
109.06 |
6.5% |
1,813.02 |
Range |
82.47 |
99.09 |
16.62 |
20.2% |
226.10 |
ATR |
114.18 |
113.86 |
-0.32 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.35 |
2,021.11 |
1,844.20 |
|
R3 |
1,955.26 |
1,922.02 |
1,816.95 |
|
R2 |
1,856.17 |
1,856.17 |
1,807.87 |
|
R1 |
1,822.93 |
1,822.93 |
1,798.78 |
1,839.55 |
PP |
1,757.08 |
1,757.08 |
1,757.08 |
1,765.39 |
S1 |
1,723.84 |
1,723.84 |
1,780.62 |
1,740.46 |
S2 |
1,657.99 |
1,657.99 |
1,771.53 |
|
S3 |
1,558.90 |
1,624.75 |
1,762.45 |
|
S4 |
1,459.81 |
1,525.66 |
1,735.20 |
|
|
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 |
2,018.94 |
1,679.73 |
339.21 |
19.0% |
76.95 |
4.3% |
32% |
False |
False |
|
10 |
2,029.01 |
1,679.73 |
349.28 |
19.5% |
86.60 |
4.8% |
31% |
False |
False |
|
20 |
2,423.65 |
1,679.73 |
743.92 |
41.6% |
101.23 |
5.7% |
15% |
False |
False |
|
40 |
2,771.63 |
1,679.73 |
1,091.90 |
61.0% |
100.02 |
5.6% |
10% |
False |
False |
|
60 |
2,788.81 |
1,679.73 |
1,109.08 |
62.0% |
121.36 |
6.8% |
10% |
False |
False |
|
80 |
3,128.37 |
1,679.73 |
1,448.64 |
80.9% |
126.79 |
7.1% |
8% |
False |
False |
|
100 |
3,514.96 |
1,679.73 |
1,835.23 |
102.5% |
132.04 |
7.4% |
6% |
False |
False |
|
120 |
3,810.30 |
1,679.73 |
2,130.57 |
119.0% |
137.49 |
7.7% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,211.44 |
2.618 |
2,049.73 |
1.618 |
1,950.64 |
1.000 |
1,889.40 |
0.618 |
1,851.55 |
HIGH |
1,790.31 |
0.618 |
1,752.46 |
0.500 |
1,740.77 |
0.382 |
1,729.07 |
LOW |
1,691.22 |
0.618 |
1,629.98 |
1.000 |
1,592.13 |
1.618 |
1,530.89 |
2.618 |
1,431.80 |
4.250 |
1,270.09 |
|
|
Fisher Pivots for day following 13-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,773.39 |
1,788.55 |
PP |
1,757.08 |
1,787.41 |
S1 |
1,740.77 |
1,786.26 |
|