Trading Metrics calculated at close of trading on 28-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2001 |
28-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,680.73 |
1,677.63 |
-3.10 |
-0.2% |
1,659.70 |
High |
1,751.14 |
1,687.92 |
-63.22 |
-3.6% |
1,754.65 |
Low |
1,664.66 |
1,600.37 |
-64.29 |
-3.9% |
1,582.48 |
Close |
1,735.70 |
1,602.22 |
-133.48 |
-7.7% |
1,705.02 |
Range |
86.48 |
87.55 |
1.07 |
1.2% |
172.17 |
ATR |
104.36 |
106.57 |
2.21 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.82 |
1,835.07 |
1,650.37 |
|
R3 |
1,805.27 |
1,747.52 |
1,626.30 |
|
R2 |
1,717.72 |
1,717.72 |
1,618.27 |
|
R1 |
1,659.97 |
1,659.97 |
1,610.25 |
1,645.07 |
PP |
1,630.17 |
1,630.17 |
1,630.17 |
1,622.72 |
S1 |
1,572.42 |
1,572.42 |
1,594.19 |
1,557.52 |
S2 |
1,542.62 |
1,542.62 |
1,586.17 |
|
S3 |
1,455.07 |
1,484.87 |
1,578.14 |
|
S4 |
1,367.52 |
1,397.32 |
1,554.07 |
|
|
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 |
10.7% |
90.35 |
5.6% |
11% |
False |
False |
|
10 |
1,813.68 |
1,582.48 |
231.20 |
14.4% |
94.89 |
5.9% |
9% |
False |
False |
|
20 |
2,029.01 |
1,582.48 |
446.53 |
27.9% |
89.65 |
5.6% |
4% |
False |
False |
|
40 |
2,718.51 |
1,582.48 |
1,136.03 |
70.9% |
99.13 |
6.2% |
2% |
False |
False |
|
60 |
2,771.63 |
1,582.48 |
1,189.15 |
74.2% |
112.76 |
7.0% |
2% |
False |
False |
|
80 |
2,990.83 |
1,582.48 |
1,408.35 |
87.9% |
121.31 |
7.6% |
1% |
False |
False |
|
100 |
3,369.47 |
1,582.48 |
1,786.99 |
111.5% |
123.85 |
7.7% |
1% |
False |
False |
|
120 |
3,514.96 |
1,582.48 |
1,932.48 |
120.6% |
131.99 |
8.2% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.01 |
2.618 |
1,917.13 |
1.618 |
1,829.58 |
1.000 |
1,775.47 |
0.618 |
1,742.03 |
HIGH |
1,687.92 |
0.618 |
1,654.48 |
0.500 |
1,644.15 |
0.382 |
1,633.81 |
LOW |
1,600.37 |
0.618 |
1,546.26 |
1.000 |
1,512.82 |
1.618 |
1,458.71 |
2.618 |
1,371.16 |
4.250 |
1,228.28 |
|
|
Fisher Pivots for day following 28-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,644.15 |
1,675.76 |
PP |
1,630.17 |
1,651.24 |
S1 |
1,616.20 |
1,626.73 |
|