| Trading Metrics calculated at close of trading on 23-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2001 |
23-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
1,624.81 |
1,743.96 |
119.15 |
7.3% |
1,659.70 |
| High |
1,703.28 |
1,754.65 |
51.37 |
3.0% |
1,754.65 |
| Low |
1,582.48 |
1,666.82 |
84.34 |
5.3% |
1,582.48 |
| Close |
1,701.90 |
1,705.02 |
3.12 |
0.2% |
1,705.02 |
| Range |
120.80 |
87.83 |
-32.97 |
-27.3% |
172.17 |
| ATR |
110.15 |
108.55 |
-1.59 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.32 |
1,926.50 |
1,753.33 |
|
| R3 |
1,884.49 |
1,838.67 |
1,729.17 |
|
| R2 |
1,796.66 |
1,796.66 |
1,721.12 |
|
| R1 |
1,750.84 |
1,750.84 |
1,713.07 |
1,729.84 |
| PP |
1,708.83 |
1,708.83 |
1,708.83 |
1,698.33 |
| S1 |
1,663.01 |
1,663.01 |
1,696.97 |
1,642.01 |
| S2 |
1,621.00 |
1,621.00 |
1,688.92 |
|
| S3 |
1,533.17 |
1,575.18 |
1,680.87 |
|
| S4 |
1,445.34 |
1,487.35 |
1,656.71 |
|
|
| Weekly Pivots for week ending 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.23 |
2,123.29 |
1,799.71 |
|
| R3 |
2,025.06 |
1,951.12 |
1,752.37 |
|
| R2 |
1,852.89 |
1,852.89 |
1,736.58 |
|
| R1 |
1,778.95 |
1,778.95 |
1,720.80 |
1,815.92 |
| PP |
1,680.72 |
1,680.72 |
1,680.72 |
1,699.20 |
| S1 |
1,606.78 |
1,606.78 |
1,689.24 |
1,643.75 |
| S2 |
1,508.55 |
1,508.55 |
1,673.46 |
|
| S3 |
1,336.38 |
1,434.61 |
1,657.67 |
|
| S4 |
1,164.21 |
1,262.44 |
1,610.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,754.65 |
1,582.48 |
172.17 |
10.1% |
104.77 |
6.1% |
71% |
True |
False |
|
| 10 |
1,813.68 |
1,582.48 |
231.20 |
13.6% |
99.53 |
5.8% |
53% |
False |
False |
|
| 20 |
2,103.63 |
1,582.48 |
521.15 |
30.6% |
94.06 |
5.5% |
24% |
False |
False |
|
| 40 |
2,718.51 |
1,582.48 |
1,136.03 |
66.6% |
100.09 |
5.9% |
11% |
False |
False |
|
| 60 |
2,771.63 |
1,582.48 |
1,189.15 |
69.7% |
114.60 |
6.7% |
10% |
False |
False |
|
| 80 |
2,990.83 |
1,582.48 |
1,408.35 |
82.6% |
124.18 |
7.3% |
9% |
False |
False |
|
| 100 |
3,369.47 |
1,582.48 |
1,786.99 |
104.8% |
126.17 |
7.4% |
7% |
False |
False |
|
| 120 |
3,613.86 |
1,582.48 |
2,031.38 |
119.1% |
134.50 |
7.9% |
6% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.93 |
|
2.618 |
1,984.59 |
|
1.618 |
1,896.76 |
|
1.000 |
1,842.48 |
|
0.618 |
1,808.93 |
|
HIGH |
1,754.65 |
|
0.618 |
1,721.10 |
|
0.500 |
1,710.74 |
|
0.382 |
1,700.37 |
|
LOW |
1,666.82 |
|
0.618 |
1,612.54 |
|
1.000 |
1,578.99 |
|
1.618 |
1,524.71 |
|
2.618 |
1,436.88 |
|
4.250 |
1,293.54 |
|
|
| Fisher Pivots for day following 23-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.74 |
1,692.87 |
| PP |
1,708.83 |
1,680.72 |
| S1 |
1,706.93 |
1,668.57 |
|