Trading Metrics calculated at close of trading on 16-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2001 |
16-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,809.50 |
1,656.78 |
-152.72 |
-8.4% |
1,758.06 |
High |
1,813.68 |
1,693.60 |
-120.08 |
-6.6% |
1,813.68 |
Low |
1,697.61 |
1,627.80 |
-69.81 |
-4.1% |
1,627.80 |
Close |
1,697.92 |
1,647.51 |
-50.41 |
-3.0% |
1,647.51 |
Range |
116.07 |
65.80 |
-50.27 |
-43.3% |
185.88 |
ATR |
113.63 |
110.52 |
-3.11 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.70 |
1,816.41 |
1,683.70 |
|
R3 |
1,787.90 |
1,750.61 |
1,665.61 |
|
R2 |
1,722.10 |
1,722.10 |
1,659.57 |
|
R1 |
1,684.81 |
1,684.81 |
1,653.54 |
1,670.56 |
PP |
1,656.30 |
1,656.30 |
1,656.30 |
1,649.18 |
S1 |
1,619.01 |
1,619.01 |
1,641.48 |
1,604.76 |
S2 |
1,590.50 |
1,590.50 |
1,635.45 |
|
S3 |
1,524.70 |
1,553.21 |
1,629.42 |
|
S4 |
1,458.90 |
1,487.41 |
1,611.32 |
|
|
Weekly Pivots for week ending 16-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,253.97 |
2,136.62 |
1,749.74 |
|
R3 |
2,068.09 |
1,950.74 |
1,698.63 |
|
R2 |
1,882.21 |
1,882.21 |
1,681.59 |
|
R1 |
1,764.86 |
1,764.86 |
1,664.55 |
1,730.60 |
PP |
1,696.33 |
1,696.33 |
1,696.33 |
1,679.20 |
S1 |
1,578.98 |
1,578.98 |
1,630.47 |
1,544.72 |
S2 |
1,510.45 |
1,510.45 |
1,613.43 |
|
S3 |
1,324.57 |
1,393.10 |
1,596.39 |
|
S4 |
1,138.69 |
1,207.22 |
1,545.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,813.68 |
1,627.80 |
185.88 |
11.3% |
94.29 |
5.7% |
11% |
False |
True |
|
10 |
2,029.01 |
1,627.80 |
401.21 |
24.4% |
77.38 |
4.7% |
5% |
False |
True |
|
20 |
2,266.36 |
1,627.80 |
638.56 |
38.8% |
97.65 |
5.9% |
3% |
False |
True |
|
40 |
2,771.63 |
1,627.80 |
1,143.83 |
69.4% |
99.61 |
6.0% |
2% |
False |
True |
|
60 |
2,771.63 |
1,627.80 |
1,143.83 |
69.4% |
119.66 |
7.3% |
2% |
False |
True |
|
80 |
2,990.83 |
1,627.80 |
1,363.03 |
82.7% |
124.98 |
7.6% |
1% |
False |
True |
|
100 |
3,498.04 |
1,627.80 |
1,870.24 |
113.5% |
129.61 |
7.9% |
1% |
False |
True |
|
120 |
3,774.78 |
1,627.80 |
2,146.98 |
130.3% |
136.06 |
8.3% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.25 |
2.618 |
1,865.86 |
1.618 |
1,800.06 |
1.000 |
1,759.40 |
0.618 |
1,734.26 |
HIGH |
1,693.60 |
0.618 |
1,668.46 |
0.500 |
1,660.70 |
0.382 |
1,652.94 |
LOW |
1,627.80 |
0.618 |
1,587.14 |
1.000 |
1,562.00 |
1.618 |
1,521.34 |
2.618 |
1,455.54 |
4.250 |
1,348.15 |
|
|
Fisher Pivots for day following 16-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,660.70 |
1,720.74 |
PP |
1,656.30 |
1,696.33 |
S1 |
1,651.91 |
1,671.92 |
|