Trading Metrics calculated at close of trading on 20-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2000 |
20-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,630.60 |
10,595.20 |
-35.40 |
-0.3% |
9,742.67 |
High |
10,763.40 |
10,727.70 |
-35.70 |
-0.3% |
10,763.40 |
Low |
10,567.30 |
10,587.00 |
19.70 |
0.2% |
9,735.54 |
Close |
10,595.20 |
10,680.20 |
85.00 |
0.8% |
10,595.20 |
Range |
196.10 |
140.70 |
-55.40 |
-28.3% |
1,027.86 |
ATR |
257.08 |
248.77 |
-8.31 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087.07 |
11,024.33 |
10,757.59 |
|
R3 |
10,946.37 |
10,883.63 |
10,718.89 |
|
R2 |
10,805.67 |
10,805.67 |
10,706.00 |
|
R1 |
10,742.93 |
10,742.93 |
10,693.10 |
10,774.30 |
PP |
10,664.97 |
10,664.97 |
10,664.97 |
10,680.65 |
S1 |
10,602.23 |
10,602.23 |
10,667.30 |
10,633.60 |
S2 |
10,524.27 |
10,524.27 |
10,654.41 |
|
S3 |
10,383.57 |
10,461.53 |
10,641.51 |
|
S4 |
10,242.87 |
10,320.83 |
10,602.82 |
|
|
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 |
9,776.49 |
986.91 |
9.2% |
293.35 |
2.7% |
92% |
False |
False |
|
10 |
10,763.40 |
9,731.81 |
1,031.59 |
9.7% |
284.92 |
2.7% |
92% |
False |
False |
|
20 |
10,763.40 |
9,731.81 |
1,031.59 |
9.7% |
254.58 |
2.4% |
92% |
False |
False |
|
40 |
11,366.50 |
9,731.81 |
1,634.69 |
15.3% |
233.70 |
2.2% |
58% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
215.05 |
2.0% |
47% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
193.98 |
1.8% |
47% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
183.10 |
1.7% |
47% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
182.26 |
1.7% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,325.68 |
2.618 |
11,096.05 |
1.618 |
10,955.35 |
1.000 |
10,868.40 |
0.618 |
10,814.65 |
HIGH |
10,727.70 |
0.618 |
10,673.95 |
0.500 |
10,657.35 |
0.382 |
10,640.75 |
LOW |
10,587.00 |
0.618 |
10,500.05 |
1.000 |
10,446.30 |
1.618 |
10,359.35 |
2.618 |
10,218.65 |
4.250 |
9,989.03 |
|
|
Fisher Pivots for day following 20-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,672.58 |
10,603.75 |
PP |
10,664.97 |
10,527.30 |
S1 |
10,657.35 |
10,450.85 |
|