Trading Metrics calculated at close of trading on 22-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2001 |
22-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,624.31 |
1,624.81 |
0.50 |
0.0% |
1,758.06 |
High |
1,674.31 |
1,703.28 |
28.97 |
1.7% |
1,813.68 |
Low |
1,594.39 |
1,582.48 |
-11.91 |
-0.7% |
1,627.80 |
Close |
1,605.04 |
1,701.90 |
96.86 |
6.0% |
1,647.51 |
Range |
79.92 |
120.80 |
40.88 |
51.2% |
185.88 |
ATR |
109.33 |
110.15 |
0.82 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.95 |
1,984.23 |
1,768.34 |
|
R3 |
1,904.15 |
1,863.43 |
1,735.12 |
|
R2 |
1,783.35 |
1,783.35 |
1,724.05 |
|
R1 |
1,742.63 |
1,742.63 |
1,712.97 |
1,762.99 |
PP |
1,662.55 |
1,662.55 |
1,662.55 |
1,672.74 |
S1 |
1,621.83 |
1,621.83 |
1,690.83 |
1,642.19 |
S2 |
1,541.75 |
1,541.75 |
1,679.75 |
|
S3 |
1,420.95 |
1,501.03 |
1,668.68 |
|
S4 |
1,300.15 |
1,380.23 |
1,635.46 |
|
|
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 |
1,749.29 |
1,582.48 |
166.81 |
9.8% |
100.37 |
5.9% |
72% |
False |
True |
|
10 |
1,892.79 |
1,582.48 |
310.31 |
18.2% |
99.74 |
5.9% |
38% |
False |
True |
|
20 |
2,103.63 |
1,582.48 |
521.15 |
30.6% |
95.98 |
5.6% |
23% |
False |
True |
|
40 |
2,718.51 |
1,582.48 |
1,136.03 |
66.8% |
100.76 |
5.9% |
11% |
False |
True |
|
60 |
2,771.63 |
1,582.48 |
1,189.15 |
69.9% |
115.55 |
6.8% |
10% |
False |
True |
|
80 |
2,990.83 |
1,582.48 |
1,408.35 |
82.8% |
125.00 |
7.3% |
8% |
False |
True |
|
100 |
3,369.47 |
1,582.48 |
1,786.99 |
105.0% |
126.96 |
7.5% |
7% |
False |
True |
|
120 |
3,690.24 |
1,582.48 |
2,107.76 |
123.8% |
134.87 |
7.9% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,216.68 |
2.618 |
2,019.53 |
1.618 |
1,898.73 |
1.000 |
1,824.08 |
0.618 |
1,777.93 |
HIGH |
1,703.28 |
0.618 |
1,657.13 |
0.500 |
1,642.88 |
0.382 |
1,628.63 |
LOW |
1,582.48 |
0.618 |
1,507.83 |
1.000 |
1,461.68 |
1.618 |
1,387.03 |
2.618 |
1,266.23 |
4.250 |
1,069.08 |
|
|
Fisher Pivots for day following 22-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,682.23 |
1,689.90 |
PP |
1,662.55 |
1,677.89 |
S1 |
1,642.88 |
1,665.89 |
|