Trading Metrics calculated at close of trading on 19-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2001 |
19-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,656.78 |
1,659.70 |
2.92 |
0.2% |
1,758.06 |
High |
1,693.60 |
1,732.92 |
39.32 |
2.3% |
1,813.68 |
Low |
1,627.80 |
1,632.48 |
4.68 |
0.3% |
1,627.80 |
Close |
1,647.51 |
1,730.46 |
82.95 |
5.0% |
1,647.51 |
Range |
65.80 |
100.44 |
34.64 |
52.6% |
185.88 |
ATR |
110.52 |
109.80 |
-0.72 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.94 |
1,965.64 |
1,785.70 |
|
R3 |
1,899.50 |
1,865.20 |
1,758.08 |
|
R2 |
1,799.06 |
1,799.06 |
1,748.87 |
|
R1 |
1,764.76 |
1,764.76 |
1,739.67 |
1,781.91 |
PP |
1,698.62 |
1,698.62 |
1,698.62 |
1,707.20 |
S1 |
1,664.32 |
1,664.32 |
1,721.25 |
1,681.47 |
S2 |
1,598.18 |
1,598.18 |
1,712.05 |
|
S3 |
1,497.74 |
1,563.88 |
1,702.84 |
|
S4 |
1,397.30 |
1,463.44 |
1,675.22 |
|
|
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 |
10.7% |
97.88 |
5.7% |
55% |
False |
False |
|
10 |
2,029.01 |
1,627.80 |
401.21 |
23.2% |
83.02 |
4.8% |
26% |
False |
False |
|
20 |
2,235.74 |
1,627.80 |
607.94 |
35.1% |
98.72 |
5.7% |
17% |
False |
False |
|
40 |
2,771.63 |
1,627.80 |
1,143.83 |
66.1% |
99.45 |
5.7% |
9% |
False |
False |
|
60 |
2,771.63 |
1,627.80 |
1,143.83 |
66.1% |
117.38 |
6.8% |
9% |
False |
False |
|
80 |
2,990.83 |
1,627.80 |
1,363.03 |
78.8% |
124.92 |
7.2% |
8% |
False |
False |
|
100 |
3,481.31 |
1,627.80 |
1,853.51 |
107.1% |
129.42 |
7.5% |
6% |
False |
False |
|
120 |
3,725.75 |
1,627.80 |
2,097.95 |
121.2% |
135.53 |
7.8% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,159.79 |
2.618 |
1,995.87 |
1.618 |
1,895.43 |
1.000 |
1,833.36 |
0.618 |
1,794.99 |
HIGH |
1,732.92 |
0.618 |
1,694.55 |
0.500 |
1,682.70 |
0.382 |
1,670.85 |
LOW |
1,632.48 |
0.618 |
1,570.41 |
1.000 |
1,532.04 |
1.618 |
1,469.97 |
2.618 |
1,369.53 |
4.250 |
1,205.61 |
|
|
Fisher Pivots for day following 19-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,714.54 |
1,727.22 |
PP |
1,698.62 |
1,723.98 |
S1 |
1,682.70 |
1,720.74 |
|