Trading Metrics calculated at close of trading on 13-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2000 |
13-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,014.80 |
9,742.67 |
-272.13 |
-2.7% |
10,367.50 |
High |
10,091.40 |
9,998.55 |
-92.85 |
-0.9% |
10,384.00 |
Low |
9,907.26 |
9,735.54 |
-171.72 |
-1.7% |
9,731.81 |
Close |
9,928.82 |
9,947.13 |
18.31 |
0.2% |
9,928.82 |
Range |
184.14 |
263.01 |
78.87 |
42.8% |
652.19 |
ATR |
228.49 |
230.95 |
2.47 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,682.77 |
10,577.96 |
10,091.79 |
|
R3 |
10,419.76 |
10,314.95 |
10,019.46 |
|
R2 |
10,156.75 |
10,156.75 |
9,995.35 |
|
R1 |
10,051.94 |
10,051.94 |
9,971.24 |
10,104.35 |
PP |
9,893.74 |
9,893.74 |
9,893.74 |
9,919.94 |
S1 |
9,788.93 |
9,788.93 |
9,923.02 |
9,841.34 |
S2 |
9,630.73 |
9,630.73 |
9,898.91 |
|
S3 |
9,367.72 |
9,525.92 |
9,874.80 |
|
S4 |
9,104.71 |
9,262.91 |
9,802.47 |
|
|
Weekly Pivots for week ending 10-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,971.45 |
11,602.32 |
10,287.52 |
|
R3 |
11,319.26 |
10,950.13 |
10,108.17 |
|
R2 |
10,667.07 |
10,667.07 |
10,048.39 |
|
R1 |
10,297.94 |
10,297.94 |
9,988.60 |
10,156.41 |
PP |
10,014.88 |
10,014.88 |
10,014.88 |
9,944.11 |
S1 |
9,645.75 |
9,645.75 |
9,869.04 |
9,504.22 |
S2 |
9,362.69 |
9,362.69 |
9,809.25 |
|
S3 |
8,710.50 |
8,993.56 |
9,749.47 |
|
S4 |
8,058.31 |
8,341.37 |
9,570.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,229.10 |
9,731.81 |
497.29 |
5.0% |
276.48 |
2.8% |
43% |
False |
False |
|
10 |
10,443.50 |
9,731.81 |
711.69 |
7.2% |
230.28 |
2.3% |
30% |
False |
False |
|
20 |
10,763.10 |
9,731.81 |
1,031.29 |
10.4% |
236.35 |
2.4% |
21% |
False |
False |
|
40 |
11,750.30 |
9,731.81 |
2,018.49 |
20.3% |
219.01 |
2.2% |
11% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
20.3% |
201.67 |
2.0% |
11% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
20.3% |
182.48 |
1.8% |
11% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
20.3% |
177.29 |
1.8% |
11% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
20.3% |
177.41 |
1.8% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,116.34 |
2.618 |
10,687.11 |
1.618 |
10,424.10 |
1.000 |
10,261.56 |
0.618 |
10,161.09 |
HIGH |
9,998.55 |
0.618 |
9,898.08 |
0.500 |
9,867.05 |
0.382 |
9,836.01 |
LOW |
9,735.54 |
0.618 |
9,573.00 |
1.000 |
9,472.53 |
1.618 |
9,309.99 |
2.618 |
9,046.98 |
4.250 |
8,617.75 |
|
|
Fisher Pivots for day following 13-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
9,920.44 |
9,935.91 |
PP |
9,893.74 |
9,924.69 |
S1 |
9,867.05 |
9,913.47 |
|