Trading Metrics calculated at close of trading on 20-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2001 |
20-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,659.70 |
1,742.99 |
83.29 |
5.0% |
1,758.06 |
High |
1,732.92 |
1,749.29 |
16.37 |
0.9% |
1,813.68 |
Low |
1,632.48 |
1,614.41 |
-18.07 |
-1.1% |
1,627.80 |
Close |
1,730.46 |
1,614.47 |
-115.99 |
-6.7% |
1,647.51 |
Range |
100.44 |
134.88 |
34.44 |
34.3% |
185.88 |
ATR |
109.80 |
111.59 |
1.79 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.03 |
1,974.13 |
1,688.65 |
|
R3 |
1,929.15 |
1,839.25 |
1,651.56 |
|
R2 |
1,794.27 |
1,794.27 |
1,639.20 |
|
R1 |
1,704.37 |
1,704.37 |
1,626.83 |
1,681.88 |
PP |
1,659.39 |
1,659.39 |
1,659.39 |
1,648.15 |
S1 |
1,569.49 |
1,569.49 |
1,602.11 |
1,547.00 |
S2 |
1,524.51 |
1,524.51 |
1,589.74 |
|
S3 |
1,389.63 |
1,434.61 |
1,577.38 |
|
S4 |
1,254.75 |
1,299.73 |
1,540.29 |
|
|
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 |
1,614.41 |
199.27 |
12.3% |
105.04 |
6.5% |
0% |
False |
True |
|
10 |
2,018.94 |
1,614.41 |
404.53 |
25.1% |
90.99 |
5.6% |
0% |
False |
True |
|
20 |
2,164.25 |
1,614.41 |
549.84 |
34.1% |
98.41 |
6.1% |
0% |
False |
True |
|
40 |
2,771.63 |
1,614.41 |
1,157.22 |
71.7% |
100.71 |
6.2% |
0% |
False |
True |
|
60 |
2,771.63 |
1,614.41 |
1,157.22 |
71.7% |
117.32 |
7.3% |
0% |
False |
True |
|
80 |
2,990.83 |
1,614.41 |
1,376.42 |
85.3% |
125.37 |
7.8% |
0% |
False |
True |
|
100 |
3,369.47 |
1,614.41 |
1,755.06 |
108.7% |
129.21 |
8.0% |
0% |
False |
True |
|
120 |
3,725.75 |
1,614.41 |
2,111.34 |
130.8% |
135.57 |
8.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,322.53 |
2.618 |
2,102.41 |
1.618 |
1,967.53 |
1.000 |
1,884.17 |
0.618 |
1,832.65 |
HIGH |
1,749.29 |
0.618 |
1,697.77 |
0.500 |
1,681.85 |
0.382 |
1,665.93 |
LOW |
1,614.41 |
0.618 |
1,531.05 |
1.000 |
1,479.53 |
1.618 |
1,396.17 |
2.618 |
1,261.29 |
4.250 |
1,041.17 |
|
|
Fisher Pivots for day following 20-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,681.85 |
1,681.85 |
PP |
1,659.39 |
1,659.39 |
S1 |
1,636.93 |
1,636.93 |
|