Trading Metrics calculated at close of trading on 21-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2000 |
21-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,595.20 |
10,680.20 |
85.00 |
0.8% |
9,742.67 |
High |
10,727.70 |
10,907.30 |
179.60 |
1.7% |
10,763.40 |
Low |
10,587.00 |
10,603.60 |
16.60 |
0.2% |
9,735.54 |
Close |
10,680.20 |
10,907.30 |
227.10 |
2.1% |
10,595.20 |
Range |
140.70 |
303.70 |
163.00 |
115.8% |
1,027.86 |
ATR |
248.77 |
252.70 |
3.92 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,717.17 |
11,615.93 |
11,074.34 |
|
R3 |
11,413.47 |
11,312.23 |
10,990.82 |
|
R2 |
11,109.77 |
11,109.77 |
10,962.98 |
|
R1 |
11,008.53 |
11,008.53 |
10,935.14 |
11,059.15 |
PP |
10,806.07 |
10,806.07 |
10,806.07 |
10,831.38 |
S1 |
10,704.83 |
10,704.83 |
10,879.46 |
10,755.45 |
S2 |
10,502.37 |
10,502.37 |
10,851.62 |
|
S3 |
10,198.67 |
10,401.13 |
10,823.78 |
|
S4 |
9,894.97 |
10,097.43 |
10,740.27 |
|
|
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 |
10,907.30 |
9,776.49 |
1,130.81 |
10.4% |
307.68 |
2.8% |
100% |
True |
False |
|
10 |
10,907.30 |
9,731.81 |
1,175.49 |
10.8% |
267.65 |
2.5% |
100% |
True |
False |
|
20 |
10,907.30 |
9,731.81 |
1,175.49 |
10.8% |
258.12 |
2.4% |
100% |
True |
False |
|
40 |
11,164.10 |
9,731.81 |
1,432.29 |
13.1% |
230.06 |
2.1% |
82% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
216.09 |
2.0% |
58% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
196.59 |
1.8% |
58% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
184.68 |
1.7% |
58% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
183.76 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,198.03 |
2.618 |
11,702.39 |
1.618 |
11,398.69 |
1.000 |
11,211.00 |
0.618 |
11,094.99 |
HIGH |
10,907.30 |
0.618 |
10,791.29 |
0.500 |
10,755.45 |
0.382 |
10,719.61 |
LOW |
10,603.60 |
0.618 |
10,415.91 |
1.000 |
10,299.90 |
1.618 |
10,112.21 |
2.618 |
9,808.51 |
4.250 |
9,312.88 |
|
|
Fisher Pivots for day following 21-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,856.68 |
10,850.63 |
PP |
10,806.07 |
10,793.97 |
S1 |
10,755.45 |
10,737.30 |
|