Trading Metrics calculated at close of trading on 17-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2000 |
17-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,302.70 |
10,630.60 |
327.90 |
3.2% |
9,742.67 |
High |
10,632.50 |
10,763.40 |
130.90 |
1.2% |
10,763.40 |
Low |
10,138.30 |
10,567.30 |
429.00 |
4.2% |
9,735.54 |
Close |
10,630.60 |
10,595.20 |
-35.40 |
-0.3% |
10,595.20 |
Range |
494.20 |
196.10 |
-298.10 |
-60.3% |
1,027.86 |
ATR |
261.78 |
257.08 |
-4.69 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,230.27 |
11,108.83 |
10,703.06 |
|
R3 |
11,034.17 |
10,912.73 |
10,649.13 |
|
R2 |
10,838.07 |
10,838.07 |
10,631.15 |
|
R1 |
10,716.63 |
10,716.63 |
10,613.18 |
10,679.30 |
PP |
10,641.97 |
10,641.97 |
10,641.97 |
10,623.30 |
S1 |
10,520.53 |
10,520.53 |
10,577.22 |
10,483.20 |
S2 |
10,445.87 |
10,445.87 |
10,559.25 |
|
S3 |
10,249.77 |
10,324.43 |
10,541.27 |
|
S4 |
10,053.67 |
10,128.33 |
10,487.35 |
|
|
Weekly Pivots for week ending 17-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,448.29 |
13,049.61 |
11,160.52 |
|
R3 |
12,420.43 |
12,021.75 |
10,877.86 |
|
R2 |
11,392.57 |
11,392.57 |
10,783.64 |
|
R1 |
10,993.89 |
10,993.89 |
10,689.42 |
11,193.23 |
PP |
10,364.71 |
10,364.71 |
10,364.71 |
10,464.39 |
S1 |
9,966.03 |
9,966.03 |
10,500.98 |
10,165.37 |
S2 |
9,336.85 |
9,336.85 |
10,406.76 |
|
S3 |
8,308.99 |
8,938.17 |
10,312.54 |
|
S4 |
7,281.13 |
7,910.31 |
10,029.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,763.40 |
9,735.54 |
1,027.86 |
9.7% |
317.82 |
3.0% |
84% |
True |
False |
|
10 |
10,763.40 |
9,731.81 |
1,031.59 |
9.7% |
297.10 |
2.8% |
84% |
True |
False |
|
20 |
10,763.40 |
9,731.81 |
1,031.59 |
9.7% |
263.44 |
2.5% |
84% |
True |
False |
|
40 |
11,387.60 |
9,731.81 |
1,655.79 |
15.6% |
234.32 |
2.2% |
52% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
214.01 |
2.0% |
43% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
193.79 |
1.8% |
43% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
182.77 |
1.7% |
43% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
183.00 |
1.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,596.83 |
2.618 |
11,276.79 |
1.618 |
11,080.69 |
1.000 |
10,959.50 |
0.618 |
10,884.59 |
HIGH |
10,763.40 |
0.618 |
10,688.49 |
0.500 |
10,665.35 |
0.382 |
10,642.21 |
LOW |
10,567.30 |
0.618 |
10,446.11 |
1.000 |
10,371.20 |
1.618 |
10,250.01 |
2.618 |
10,053.91 |
4.250 |
9,733.88 |
|
|
Fisher Pivots for day following 17-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,665.35 |
10,486.78 |
PP |
10,641.97 |
10,378.36 |
S1 |
10,618.58 |
10,269.95 |
|