Trading Metrics calculated at close of trading on 02-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2000 |
02-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,164.00 |
10,177.30 |
13.30 |
0.1% |
10,241.50 |
High |
10,186.30 |
10,212.40 |
26.10 |
0.3% |
10,338.40 |
Low |
10,084.60 |
10,103.50 |
18.90 |
0.2% |
9,836.06 |
Close |
10,137.90 |
10,164.90 |
27.00 |
0.3% |
9,862.12 |
Range |
101.70 |
108.90 |
7.20 |
7.1% |
502.34 |
ATR |
211.47 |
204.14 |
-7.33 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,486.97 |
10,434.83 |
10,224.80 |
|
R3 |
10,378.07 |
10,325.93 |
10,194.85 |
|
R2 |
10,269.17 |
10,269.17 |
10,184.87 |
|
R1 |
10,217.03 |
10,217.03 |
10,174.88 |
10,188.65 |
PP |
10,160.27 |
10,160.27 |
10,160.27 |
10,146.08 |
S1 |
10,108.13 |
10,108.13 |
10,154.92 |
10,079.75 |
S2 |
10,051.37 |
10,051.37 |
10,144.94 |
|
S3 |
9,942.47 |
9,999.23 |
10,134.95 |
|
S4 |
9,833.57 |
9,890.33 |
10,105.01 |
|
|
Weekly Pivots for week ending 25-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,519.21 |
11,193.01 |
10,138.41 |
|
R3 |
11,016.87 |
10,690.67 |
10,000.26 |
|
R2 |
10,514.53 |
10,514.53 |
9,954.22 |
|
R1 |
10,188.33 |
10,188.33 |
9,908.17 |
10,100.26 |
PP |
10,012.19 |
10,012.19 |
10,012.19 |
9,968.16 |
S1 |
9,685.99 |
9,685.99 |
9,816.07 |
9,597.92 |
S2 |
9,509.85 |
9,509.85 |
9,770.02 |
|
S3 |
9,007.51 |
9,183.65 |
9,723.98 |
|
S4 |
8,505.17 |
8,681.31 |
9,585.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,212.40 |
9,836.06 |
376.34 |
3.7% |
199.15 |
2.0% |
87% |
True |
False |
|
10 |
10,671.90 |
9,836.06 |
835.84 |
8.2% |
224.27 |
2.2% |
39% |
False |
False |
|
20 |
11,089.50 |
9,836.06 |
1,253.44 |
12.3% |
205.02 |
2.0% |
26% |
False |
False |
|
40 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
203.22 |
2.0% |
17% |
False |
False |
|
60 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
184.52 |
1.8% |
17% |
False |
False |
|
80 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
171.27 |
1.7% |
17% |
False |
False |
|
100 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
172.12 |
1.7% |
17% |
False |
False |
|
120 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
170.11 |
1.7% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,675.23 |
2.618 |
10,497.50 |
1.618 |
10,388.60 |
1.000 |
10,321.30 |
0.618 |
10,279.70 |
HIGH |
10,212.40 |
0.618 |
10,170.80 |
0.500 |
10,157.95 |
0.382 |
10,145.10 |
LOW |
10,103.50 |
0.618 |
10,036.20 |
1.000 |
9,994.60 |
1.618 |
9,927.30 |
2.618 |
9,818.40 |
4.250 |
9,640.68 |
|
|
Fisher Pivots for day following 02-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,162.58 |
10,150.33 |
PP |
10,160.27 |
10,135.77 |
S1 |
10,157.95 |
10,121.20 |
|