Trading Metrics calculated at close of trading on 29-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2001 |
29-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,677.63 |
1,578.99 |
-98.64 |
-5.9% |
1,659.70 |
High |
1,687.92 |
1,626.88 |
-61.04 |
-3.6% |
1,754.65 |
Low |
1,600.37 |
1,543.39 |
-56.98 |
-3.6% |
1,582.48 |
Close |
1,602.22 |
1,563.14 |
-39.08 |
-2.4% |
1,705.02 |
Range |
87.55 |
83.49 |
-4.06 |
-4.6% |
172.17 |
ATR |
106.57 |
104.92 |
-1.65 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.27 |
1,779.20 |
1,609.06 |
|
R3 |
1,744.78 |
1,695.71 |
1,586.10 |
|
R2 |
1,661.29 |
1,661.29 |
1,578.45 |
|
R1 |
1,612.22 |
1,612.22 |
1,570.79 |
1,595.01 |
PP |
1,577.80 |
1,577.80 |
1,577.80 |
1,569.20 |
S1 |
1,528.73 |
1,528.73 |
1,555.49 |
1,511.52 |
S2 |
1,494.31 |
1,494.31 |
1,547.83 |
|
S3 |
1,410.82 |
1,445.24 |
1,540.18 |
|
S4 |
1,327.33 |
1,361.75 |
1,517.22 |
|
|
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 |
1,543.39 |
211.26 |
13.5% |
82.89 |
5.3% |
9% |
False |
True |
|
10 |
1,754.65 |
1,543.39 |
211.26 |
13.5% |
91.63 |
5.9% |
9% |
False |
True |
|
20 |
2,029.01 |
1,543.39 |
485.62 |
31.1% |
87.32 |
5.6% |
4% |
False |
True |
|
40 |
2,627.39 |
1,543.39 |
1,084.00 |
69.3% |
98.05 |
6.3% |
2% |
False |
True |
|
60 |
2,771.63 |
1,543.39 |
1,228.24 |
78.6% |
110.11 |
7.0% |
2% |
False |
True |
|
80 |
2,990.83 |
1,543.39 |
1,447.44 |
92.6% |
120.16 |
7.7% |
1% |
False |
True |
|
100 |
3,369.47 |
1,543.39 |
1,826.08 |
116.8% |
124.01 |
7.9% |
1% |
False |
True |
|
120 |
3,514.96 |
1,543.39 |
1,971.57 |
126.1% |
131.85 |
8.4% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.71 |
2.618 |
1,845.46 |
1.618 |
1,761.97 |
1.000 |
1,710.37 |
0.618 |
1,678.48 |
HIGH |
1,626.88 |
0.618 |
1,594.99 |
0.500 |
1,585.14 |
0.382 |
1,575.28 |
LOW |
1,543.39 |
0.618 |
1,491.79 |
1.000 |
1,459.90 |
1.618 |
1,408.30 |
2.618 |
1,324.81 |
4.250 |
1,188.56 |
|
|
Fisher Pivots for day following 29-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,585.14 |
1,647.27 |
PP |
1,577.80 |
1,619.22 |
S1 |
1,570.47 |
1,591.18 |
|