Trading Metrics calculated at close of trading on 15-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2001 |
15-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,711.06 |
1,809.50 |
98.44 |
5.8% |
1,908.62 |
High |
1,808.85 |
1,813.68 |
4.83 |
0.3% |
2,029.01 |
Low |
1,700.85 |
1,697.61 |
-3.24 |
-0.2% |
1,802.91 |
Close |
1,745.08 |
1,697.92 |
-47.16 |
-2.7% |
1,813.02 |
Range |
108.00 |
116.07 |
8.07 |
7.5% |
226.10 |
ATR |
113.44 |
113.63 |
0.19 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.61 |
2,007.34 |
1,761.76 |
|
R3 |
1,968.54 |
1,891.27 |
1,729.84 |
|
R2 |
1,852.47 |
1,852.47 |
1,719.20 |
|
R1 |
1,775.20 |
1,775.20 |
1,708.56 |
1,755.80 |
PP |
1,736.40 |
1,736.40 |
1,736.40 |
1,726.71 |
S1 |
1,659.13 |
1,659.13 |
1,687.28 |
1,639.73 |
S2 |
1,620.33 |
1,620.33 |
1,676.64 |
|
S3 |
1,504.26 |
1,543.06 |
1,666.00 |
|
S4 |
1,388.19 |
1,426.99 |
1,634.08 |
|
|
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 |
1,892.79 |
1,679.73 |
213.06 |
12.5% |
99.10 |
5.8% |
9% |
False |
False |
|
10 |
2,029.01 |
1,679.73 |
349.28 |
20.6% |
83.02 |
4.9% |
5% |
False |
False |
|
20 |
2,423.65 |
1,679.73 |
743.92 |
43.8% |
97.75 |
5.8% |
2% |
False |
False |
|
40 |
2,771.63 |
1,679.73 |
1,091.90 |
64.3% |
101.44 |
6.0% |
2% |
False |
False |
|
60 |
2,771.63 |
1,679.73 |
1,091.90 |
64.3% |
120.70 |
7.1% |
2% |
False |
False |
|
80 |
3,000.92 |
1,679.73 |
1,321.19 |
77.8% |
126.04 |
7.4% |
1% |
False |
False |
|
100 |
3,514.96 |
1,679.73 |
1,835.23 |
108.1% |
130.31 |
7.7% |
1% |
False |
False |
|
120 |
3,774.78 |
1,679.73 |
2,095.05 |
123.4% |
137.29 |
8.1% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,306.98 |
2.618 |
2,117.55 |
1.618 |
2,001.48 |
1.000 |
1,929.75 |
0.618 |
1,885.41 |
HIGH |
1,813.68 |
0.618 |
1,769.34 |
0.500 |
1,755.65 |
0.382 |
1,741.95 |
LOW |
1,697.61 |
0.618 |
1,625.88 |
1.000 |
1,581.54 |
1.618 |
1,509.81 |
2.618 |
1,393.74 |
4.250 |
1,204.31 |
|
|
Fisher Pivots for day following 15-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,755.65 |
1,752.45 |
PP |
1,736.40 |
1,734.27 |
S1 |
1,717.16 |
1,716.10 |
|