Trading Metrics calculated at close of trading on 03-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2000 |
03-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,177.30 |
10,334.60 |
157.30 |
1.5% |
9,896.55 |
High |
10,212.40 |
10,443.50 |
231.10 |
2.3% |
10,443.50 |
Low |
10,103.50 |
10,171.10 |
67.60 |
0.7% |
9,842.57 |
Close |
10,164.90 |
10,367.20 |
202.30 |
2.0% |
10,367.20 |
Range |
108.90 |
272.40 |
163.50 |
150.1% |
600.93 |
ATR |
204.14 |
209.46 |
5.32 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,144.47 |
11,028.23 |
10,517.02 |
|
R3 |
10,872.07 |
10,755.83 |
10,442.11 |
|
R2 |
10,599.67 |
10,599.67 |
10,417.14 |
|
R1 |
10,483.43 |
10,483.43 |
10,392.17 |
10,541.55 |
PP |
10,327.27 |
10,327.27 |
10,327.27 |
10,356.33 |
S1 |
10,211.03 |
10,211.03 |
10,342.23 |
10,269.15 |
S2 |
10,054.87 |
10,054.87 |
10,317.26 |
|
S3 |
9,782.47 |
9,938.63 |
10,292.29 |
|
S4 |
9,510.07 |
9,666.23 |
10,217.38 |
|
|
Weekly Pivots for week ending 03-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,020.55 |
11,794.80 |
10,697.71 |
|
R3 |
11,419.62 |
11,193.87 |
10,532.46 |
|
R2 |
10,818.69 |
10,818.69 |
10,477.37 |
|
R1 |
10,592.94 |
10,592.94 |
10,422.29 |
10,705.82 |
PP |
10,217.76 |
10,217.76 |
10,217.76 |
10,274.19 |
S1 |
9,992.01 |
9,992.01 |
10,312.11 |
10,104.89 |
S2 |
9,616.83 |
9,616.83 |
10,257.03 |
|
S3 |
9,015.90 |
9,391.08 |
10,201.94 |
|
S4 |
8,414.97 |
8,790.15 |
10,036.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,443.50 |
9,842.57 |
600.93 |
5.8% |
194.37 |
1.9% |
87% |
True |
False |
|
10 |
10,517.80 |
9,836.06 |
681.74 |
6.6% |
229.78 |
2.2% |
78% |
False |
False |
|
20 |
11,089.50 |
9,836.06 |
1,253.44 |
12.1% |
206.78 |
2.0% |
42% |
False |
False |
|
40 |
11,750.30 |
9,836.06 |
1,914.24 |
18.5% |
203.12 |
2.0% |
28% |
False |
False |
|
60 |
11,750.30 |
9,836.06 |
1,914.24 |
18.5% |
186.62 |
1.8% |
28% |
False |
False |
|
80 |
11,750.30 |
9,836.06 |
1,914.24 |
18.5% |
173.11 |
1.7% |
28% |
False |
False |
|
100 |
11,750.30 |
9,836.06 |
1,914.24 |
18.5% |
174.00 |
1.7% |
28% |
False |
False |
|
120 |
11,750.30 |
9,836.06 |
1,914.24 |
18.5% |
171.88 |
1.7% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,601.20 |
2.618 |
11,156.64 |
1.618 |
10,884.24 |
1.000 |
10,715.90 |
0.618 |
10,611.84 |
HIGH |
10,443.50 |
0.618 |
10,339.44 |
0.500 |
10,307.30 |
0.382 |
10,275.16 |
LOW |
10,171.10 |
0.618 |
10,002.76 |
1.000 |
9,898.70 |
1.618 |
9,730.36 |
2.618 |
9,457.96 |
4.250 |
9,013.40 |
|
|
Fisher Pivots for day following 03-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,347.23 |
10,332.82 |
PP |
10,327.27 |
10,298.43 |
S1 |
10,307.30 |
10,264.05 |
|