Trading Metrics calculated at close of trading on 30-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2001 |
30-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,578.99 |
1,573.82 |
-5.17 |
-0.3% |
1,735.53 |
High |
1,626.88 |
1,600.88 |
-26.00 |
-1.6% |
1,751.14 |
Low |
1,543.39 |
1,530.14 |
-13.25 |
-0.9% |
1,530.14 |
Close |
1,563.14 |
1,573.25 |
10.11 |
0.6% |
1,573.25 |
Range |
83.49 |
70.74 |
-12.75 |
-15.3% |
221.00 |
ATR |
104.92 |
102.48 |
-2.44 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.31 |
1,747.52 |
1,612.16 |
|
R3 |
1,709.57 |
1,676.78 |
1,592.70 |
|
R2 |
1,638.83 |
1,638.83 |
1,586.22 |
|
R1 |
1,606.04 |
1,606.04 |
1,579.73 |
1,587.07 |
PP |
1,568.09 |
1,568.09 |
1,568.09 |
1,558.60 |
S1 |
1,535.30 |
1,535.30 |
1,566.77 |
1,516.33 |
S2 |
1,497.35 |
1,497.35 |
1,560.28 |
|
S3 |
1,426.61 |
1,464.56 |
1,553.80 |
|
S4 |
1,355.87 |
1,393.82 |
1,534.34 |
|
|
Weekly Pivots for week ending 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,281.18 |
2,148.21 |
1,694.80 |
|
R3 |
2,060.18 |
1,927.21 |
1,634.03 |
|
R2 |
1,839.18 |
1,839.18 |
1,613.77 |
|
R1 |
1,706.21 |
1,706.21 |
1,593.51 |
1,662.20 |
PP |
1,618.18 |
1,618.18 |
1,618.18 |
1,596.17 |
S1 |
1,485.21 |
1,485.21 |
1,552.99 |
1,441.20 |
S2 |
1,397.18 |
1,397.18 |
1,532.73 |
|
S3 |
1,176.18 |
1,264.21 |
1,512.48 |
|
S4 |
955.18 |
1,043.21 |
1,451.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.14 |
1,530.14 |
221.00 |
14.0% |
79.47 |
5.1% |
20% |
False |
True |
|
10 |
1,754.65 |
1,530.14 |
224.51 |
14.3% |
92.12 |
5.9% |
19% |
False |
True |
|
20 |
2,029.01 |
1,530.14 |
498.87 |
31.7% |
84.75 |
5.4% |
9% |
False |
True |
|
40 |
2,616.40 |
1,530.14 |
1,086.26 |
69.0% |
98.01 |
6.2% |
4% |
False |
True |
|
60 |
2,771.63 |
1,530.14 |
1,241.49 |
78.9% |
103.90 |
6.6% |
3% |
False |
True |
|
80 |
2,990.83 |
1,530.14 |
1,460.69 |
92.8% |
119.31 |
7.6% |
3% |
False |
True |
|
100 |
3,369.47 |
1,530.14 |
1,839.33 |
116.9% |
123.87 |
7.9% |
2% |
False |
True |
|
120 |
3,514.96 |
1,530.14 |
1,984.82 |
126.2% |
130.73 |
8.3% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.53 |
2.618 |
1,786.08 |
1.618 |
1,715.34 |
1.000 |
1,671.62 |
0.618 |
1,644.60 |
HIGH |
1,600.88 |
0.618 |
1,573.86 |
0.500 |
1,565.51 |
0.382 |
1,557.16 |
LOW |
1,530.14 |
0.618 |
1,486.42 |
1.000 |
1,459.40 |
1.618 |
1,415.68 |
2.618 |
1,344.94 |
4.250 |
1,229.50 |
|
|
Fisher Pivots for day following 30-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,570.67 |
1,609.03 |
PP |
1,568.09 |
1,597.10 |
S1 |
1,565.51 |
1,585.18 |
|