Trading Metrics calculated at close of trading on 16-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2000 |
16-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
9,827.37 |
10,302.70 |
475.33 |
4.8% |
10,367.50 |
High |
10,180.20 |
10,632.50 |
452.30 |
4.4% |
10,384.00 |
Low |
9,776.49 |
10,138.30 |
361.81 |
3.7% |
9,731.81 |
Close |
10,131.40 |
10,630.60 |
499.20 |
4.9% |
9,928.82 |
Range |
403.71 |
494.20 |
90.49 |
22.4% |
652.19 |
ATR |
243.37 |
261.78 |
18.41 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,949.73 |
11,784.37 |
10,902.41 |
|
R3 |
11,455.53 |
11,290.17 |
10,766.51 |
|
R2 |
10,961.33 |
10,961.33 |
10,721.20 |
|
R1 |
10,795.97 |
10,795.97 |
10,675.90 |
10,878.65 |
PP |
10,467.13 |
10,467.13 |
10,467.13 |
10,508.48 |
S1 |
10,301.77 |
10,301.77 |
10,585.30 |
10,384.45 |
S2 |
9,972.93 |
9,972.93 |
10,540.00 |
|
S3 |
9,478.73 |
9,807.57 |
10,494.70 |
|
S4 |
8,984.53 |
9,313.37 |
10,358.79 |
|
|
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 |
10,632.50 |
9,735.54 |
896.96 |
8.4% |
315.42 |
3.0% |
100% |
True |
False |
|
10 |
10,632.50 |
9,731.81 |
900.69 |
8.5% |
304.73 |
2.9% |
100% |
True |
False |
|
20 |
10,671.90 |
9,731.81 |
940.09 |
8.8% |
264.50 |
2.5% |
96% |
False |
False |
|
40 |
11,558.70 |
9,731.81 |
1,826.89 |
17.2% |
236.51 |
2.2% |
49% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
213.07 |
2.0% |
45% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
193.02 |
1.8% |
45% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
182.35 |
1.7% |
45% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
182.39 |
1.7% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,732.85 |
2.618 |
11,926.32 |
1.618 |
11,432.12 |
1.000 |
11,126.70 |
0.618 |
10,937.92 |
HIGH |
10,632.50 |
0.618 |
10,443.72 |
0.500 |
10,385.40 |
0.382 |
10,327.08 |
LOW |
10,138.30 |
0.618 |
9,832.88 |
1.000 |
9,644.10 |
1.618 |
9,338.68 |
2.618 |
8,844.48 |
4.250 |
8,037.95 |
|
|
Fisher Pivots for day following 16-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,548.87 |
10,488.57 |
PP |
10,467.13 |
10,346.53 |
S1 |
10,385.40 |
10,204.50 |
|