Trading Metrics calculated at close of trading on 14-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2001 |
14-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,711.99 |
1,711.06 |
-0.93 |
-0.1% |
1,908.62 |
High |
1,790.31 |
1,808.85 |
18.54 |
1.0% |
2,029.01 |
Low |
1,691.22 |
1,700.85 |
9.63 |
0.6% |
1,802.91 |
Close |
1,789.70 |
1,745.08 |
-44.62 |
-2.5% |
1,813.02 |
Range |
99.09 |
108.00 |
8.91 |
9.0% |
226.10 |
ATR |
113.86 |
113.44 |
-0.42 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.59 |
2,018.34 |
1,804.48 |
|
R3 |
1,967.59 |
1,910.34 |
1,774.78 |
|
R2 |
1,859.59 |
1,859.59 |
1,764.88 |
|
R1 |
1,802.34 |
1,802.34 |
1,754.98 |
1,830.97 |
PP |
1,751.59 |
1,751.59 |
1,751.59 |
1,765.91 |
S1 |
1,694.34 |
1,694.34 |
1,735.18 |
1,722.97 |
S2 |
1,643.59 |
1,643.59 |
1,725.28 |
|
S3 |
1,535.59 |
1,586.34 |
1,715.38 |
|
S4 |
1,427.59 |
1,478.34 |
1,685.68 |
|
|
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 |
1,993.50 |
1,679.73 |
313.77 |
18.0% |
87.94 |
5.0% |
21% |
False |
False |
|
10 |
2,029.01 |
1,679.73 |
349.28 |
20.0% |
84.41 |
4.8% |
19% |
False |
False |
|
20 |
2,423.65 |
1,679.73 |
743.92 |
42.6% |
98.64 |
5.7% |
9% |
False |
False |
|
40 |
2,771.63 |
1,679.73 |
1,091.90 |
62.6% |
100.79 |
5.8% |
6% |
False |
False |
|
60 |
2,771.63 |
1,679.73 |
1,091.90 |
62.6% |
120.65 |
6.9% |
6% |
False |
False |
|
80 |
3,082.42 |
1,679.73 |
1,402.69 |
80.4% |
126.56 |
7.3% |
5% |
False |
False |
|
100 |
3,514.96 |
1,679.73 |
1,835.23 |
105.2% |
130.48 |
7.5% |
4% |
False |
False |
|
120 |
3,790.45 |
1,679.73 |
2,110.72 |
121.0% |
137.14 |
7.9% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,267.85 |
2.618 |
2,091.59 |
1.618 |
1,983.59 |
1.000 |
1,916.85 |
0.618 |
1,875.59 |
HIGH |
1,808.85 |
0.618 |
1,767.59 |
0.500 |
1,754.85 |
0.382 |
1,742.11 |
LOW |
1,700.85 |
0.618 |
1,634.11 |
1.000 |
1,592.85 |
1.618 |
1,526.11 |
2.618 |
1,418.11 |
4.250 |
1,241.85 |
|
|
Fisher Pivots for day following 14-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,754.85 |
1,744.82 |
PP |
1,751.59 |
1,744.55 |
S1 |
1,748.34 |
1,744.29 |
|