Trading Metrics calculated at close of trading on 26-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2001 |
26-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,743.96 |
1,735.53 |
-8.43 |
-0.5% |
1,659.70 |
High |
1,754.65 |
1,736.88 |
-17.77 |
-1.0% |
1,754.65 |
Low |
1,666.82 |
1,667.80 |
0.98 |
0.1% |
1,582.48 |
Close |
1,705.02 |
1,676.90 |
-28.12 |
-1.6% |
1,705.02 |
Range |
87.83 |
69.08 |
-18.75 |
-21.3% |
172.17 |
ATR |
108.55 |
105.74 |
-2.82 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.10 |
1,858.08 |
1,714.89 |
|
R3 |
1,832.02 |
1,789.00 |
1,695.90 |
|
R2 |
1,762.94 |
1,762.94 |
1,689.56 |
|
R1 |
1,719.92 |
1,719.92 |
1,683.23 |
1,706.89 |
PP |
1,693.86 |
1,693.86 |
1,693.86 |
1,687.35 |
S1 |
1,650.84 |
1,650.84 |
1,670.57 |
1,637.81 |
S2 |
1,624.78 |
1,624.78 |
1,664.24 |
|
S3 |
1,555.70 |
1,581.76 |
1,657.90 |
|
S4 |
1,486.62 |
1,512.68 |
1,638.91 |
|
|
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 |
10.3% |
98.50 |
5.9% |
55% |
False |
False |
|
10 |
1,813.68 |
1,582.48 |
231.20 |
13.8% |
98.19 |
5.9% |
41% |
False |
False |
|
20 |
2,081.79 |
1,582.48 |
499.31 |
29.8% |
93.35 |
5.6% |
19% |
False |
False |
|
40 |
2,718.51 |
1,582.48 |
1,136.03 |
67.7% |
99.10 |
5.9% |
8% |
False |
False |
|
60 |
2,771.63 |
1,582.48 |
1,189.15 |
70.9% |
113.99 |
6.8% |
8% |
False |
False |
|
80 |
2,990.83 |
1,582.48 |
1,408.35 |
84.0% |
122.85 |
7.3% |
7% |
False |
False |
|
100 |
3,369.47 |
1,582.48 |
1,786.99 |
106.6% |
125.29 |
7.5% |
5% |
False |
False |
|
120 |
3,544.54 |
1,582.48 |
1,962.06 |
117.0% |
133.69 |
8.0% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.47 |
2.618 |
1,917.73 |
1.618 |
1,848.65 |
1.000 |
1,805.96 |
0.618 |
1,779.57 |
HIGH |
1,736.88 |
0.618 |
1,710.49 |
0.500 |
1,702.34 |
0.382 |
1,694.19 |
LOW |
1,667.80 |
0.618 |
1,625.11 |
1.000 |
1,598.72 |
1.618 |
1,556.03 |
2.618 |
1,486.95 |
4.250 |
1,374.21 |
|
|
Fisher Pivots for day following 26-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,702.34 |
1,674.12 |
PP |
1,693.86 |
1,671.34 |
S1 |
1,685.38 |
1,668.57 |
|