Trading Metrics calculated at close of trading on 21-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2001 |
21-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,742.99 |
1,624.31 |
-118.68 |
-6.8% |
1,758.06 |
High |
1,749.29 |
1,674.31 |
-74.98 |
-4.3% |
1,813.68 |
Low |
1,614.41 |
1,594.39 |
-20.02 |
-1.2% |
1,627.80 |
Close |
1,614.47 |
1,605.04 |
-9.43 |
-0.6% |
1,647.51 |
Range |
134.88 |
79.92 |
-54.96 |
-40.7% |
185.88 |
ATR |
111.59 |
109.33 |
-2.26 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.34 |
1,814.61 |
1,649.00 |
|
R3 |
1,784.42 |
1,734.69 |
1,627.02 |
|
R2 |
1,704.50 |
1,704.50 |
1,619.69 |
|
R1 |
1,654.77 |
1,654.77 |
1,612.37 |
1,639.68 |
PP |
1,624.58 |
1,624.58 |
1,624.58 |
1,617.03 |
S1 |
1,574.85 |
1,574.85 |
1,597.71 |
1,559.76 |
S2 |
1,544.66 |
1,544.66 |
1,590.39 |
|
S3 |
1,464.74 |
1,494.93 |
1,583.06 |
|
S4 |
1,384.82 |
1,415.01 |
1,561.08 |
|
|
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 |
1,594.39 |
219.29 |
13.7% |
99.42 |
6.2% |
5% |
False |
True |
|
10 |
1,993.50 |
1,594.39 |
399.11 |
24.9% |
93.68 |
5.8% |
3% |
False |
True |
|
20 |
2,103.63 |
1,594.39 |
509.24 |
31.7% |
96.43 |
6.0% |
2% |
False |
True |
|
40 |
2,771.63 |
1,594.39 |
1,177.24 |
73.3% |
99.71 |
6.2% |
1% |
False |
True |
|
60 |
2,771.63 |
1,594.39 |
1,177.24 |
73.3% |
115.77 |
7.2% |
1% |
False |
True |
|
80 |
2,990.83 |
1,594.39 |
1,396.44 |
87.0% |
124.63 |
7.8% |
1% |
False |
True |
|
100 |
3,369.47 |
1,594.39 |
1,775.08 |
110.6% |
128.05 |
8.0% |
1% |
False |
True |
|
120 |
3,725.75 |
1,594.39 |
2,131.36 |
132.8% |
135.28 |
8.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.97 |
2.618 |
1,883.54 |
1.618 |
1,803.62 |
1.000 |
1,754.23 |
0.618 |
1,723.70 |
HIGH |
1,674.31 |
0.618 |
1,643.78 |
0.500 |
1,634.35 |
0.382 |
1,624.92 |
LOW |
1,594.39 |
0.618 |
1,545.00 |
1.000 |
1,514.47 |
1.618 |
1,465.08 |
2.618 |
1,385.16 |
4.250 |
1,254.73 |
|
|
Fisher Pivots for day following 21-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,634.35 |
1,671.84 |
PP |
1,624.58 |
1,649.57 |
S1 |
1,614.81 |
1,627.31 |
|