Trading Metrics calculated at close of trading on 15-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2000 |
15-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,003.60 |
9,827.37 |
-176.23 |
-1.8% |
10,367.50 |
High |
10,043.30 |
10,180.20 |
136.90 |
1.4% |
10,384.00 |
Low |
9,811.24 |
9,776.49 |
-34.75 |
-0.4% |
9,731.81 |
Close |
9,811.24 |
10,131.40 |
320.16 |
3.3% |
9,928.82 |
Range |
232.06 |
403.71 |
171.65 |
74.0% |
652.19 |
ATR |
231.03 |
243.37 |
12.33 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,240.49 |
11,089.66 |
10,353.44 |
|
R3 |
10,836.78 |
10,685.95 |
10,242.42 |
|
R2 |
10,433.07 |
10,433.07 |
10,205.41 |
|
R1 |
10,282.24 |
10,282.24 |
10,168.41 |
10,357.66 |
PP |
10,029.36 |
10,029.36 |
10,029.36 |
10,067.07 |
S1 |
9,878.53 |
9,878.53 |
10,094.39 |
9,953.95 |
S2 |
9,625.65 |
9,625.65 |
10,057.39 |
|
S3 |
9,221.94 |
9,474.82 |
10,020.38 |
|
S4 |
8,818.23 |
9,071.11 |
9,909.36 |
|
|
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 |
10,180.20 |
9,735.54 |
444.66 |
4.4% |
270.93 |
2.7% |
89% |
True |
False |
|
10 |
10,443.50 |
9,731.81 |
711.69 |
7.0% |
266.20 |
2.6% |
56% |
False |
False |
|
20 |
10,741.70 |
9,731.81 |
1,009.89 |
10.0% |
248.80 |
2.5% |
40% |
False |
False |
|
40 |
11,574.70 |
9,731.81 |
1,842.89 |
18.2% |
227.12 |
2.2% |
22% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
19.9% |
208.15 |
2.1% |
20% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
19.9% |
187.60 |
1.9% |
20% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.9% |
179.63 |
1.8% |
20% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.9% |
179.52 |
1.8% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,895.97 |
2.618 |
11,237.11 |
1.618 |
10,833.40 |
1.000 |
10,583.91 |
0.618 |
10,429.69 |
HIGH |
10,180.20 |
0.618 |
10,025.98 |
0.500 |
9,978.35 |
0.382 |
9,930.71 |
LOW |
9,776.49 |
0.618 |
9,527.00 |
1.000 |
9,372.78 |
1.618 |
9,123.29 |
2.618 |
8,719.58 |
4.250 |
8,060.72 |
|
|
Fisher Pivots for day following 15-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,080.38 |
10,073.56 |
PP |
10,029.36 |
10,015.71 |
S1 |
9,978.35 |
9,957.87 |
|