Trading Metrics calculated at close of trading on 27-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2001 |
27-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,735.53 |
1,680.73 |
-54.80 |
-3.2% |
1,659.70 |
High |
1,736.88 |
1,751.14 |
14.26 |
0.8% |
1,754.65 |
Low |
1,667.80 |
1,664.66 |
-3.14 |
-0.2% |
1,582.48 |
Close |
1,676.90 |
1,735.70 |
58.80 |
3.5% |
1,705.02 |
Range |
69.08 |
86.48 |
17.40 |
25.2% |
172.17 |
ATR |
105.74 |
104.36 |
-1.38 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.61 |
1,942.63 |
1,783.26 |
|
R3 |
1,890.13 |
1,856.15 |
1,759.48 |
|
R2 |
1,803.65 |
1,803.65 |
1,751.55 |
|
R1 |
1,769.67 |
1,769.67 |
1,743.63 |
1,786.66 |
PP |
1,717.17 |
1,717.17 |
1,717.17 |
1,725.66 |
S1 |
1,683.19 |
1,683.19 |
1,727.77 |
1,700.18 |
S2 |
1,630.69 |
1,630.69 |
1,719.85 |
|
S3 |
1,544.21 |
1,596.71 |
1,711.92 |
|
S4 |
1,457.73 |
1,510.23 |
1,688.14 |
|
|
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 |
9.9% |
88.82 |
5.1% |
89% |
False |
False |
|
10 |
1,813.68 |
1,582.48 |
231.20 |
13.3% |
96.93 |
5.6% |
66% |
False |
False |
|
20 |
2,029.01 |
1,582.48 |
446.53 |
25.7% |
91.76 |
5.3% |
34% |
False |
False |
|
40 |
2,718.51 |
1,582.48 |
1,136.03 |
65.5% |
98.31 |
5.7% |
13% |
False |
False |
|
60 |
2,771.63 |
1,582.48 |
1,189.15 |
68.5% |
114.00 |
6.6% |
13% |
False |
False |
|
80 |
2,990.83 |
1,582.48 |
1,408.35 |
81.1% |
122.05 |
7.0% |
11% |
False |
False |
|
100 |
3,369.47 |
1,582.48 |
1,786.99 |
103.0% |
124.31 |
7.2% |
9% |
False |
False |
|
120 |
3,514.96 |
1,582.48 |
1,932.48 |
111.3% |
132.80 |
7.7% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,118.68 |
2.618 |
1,977.54 |
1.618 |
1,891.06 |
1.000 |
1,837.62 |
0.618 |
1,804.58 |
HIGH |
1,751.14 |
0.618 |
1,718.10 |
0.500 |
1,707.90 |
0.382 |
1,697.70 |
LOW |
1,664.66 |
0.618 |
1,611.22 |
1.000 |
1,578.18 |
1.618 |
1,524.74 |
2.618 |
1,438.26 |
4.250 |
1,297.12 |
|
|
Fisher Pivots for day following 27-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,726.43 |
1,727.02 |
PP |
1,717.17 |
1,718.34 |
S1 |
1,707.90 |
1,709.66 |
|