Trading Metrics calculated at close of trading on 22-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2000 |
22-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,680.20 |
10,907.30 |
227.10 |
2.1% |
9,742.67 |
High |
10,907.30 |
10,917.30 |
10.00 |
0.1% |
10,763.40 |
Low |
10,603.60 |
10,789.10 |
185.50 |
1.7% |
9,735.54 |
Close |
10,907.30 |
10,866.70 |
-40.60 |
-0.4% |
10,595.20 |
Range |
303.70 |
128.20 |
-175.50 |
-57.8% |
1,027.86 |
ATR |
252.70 |
243.80 |
-8.89 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,242.30 |
11,182.70 |
10,937.21 |
|
R3 |
11,114.10 |
11,054.50 |
10,901.96 |
|
R2 |
10,985.90 |
10,985.90 |
10,890.20 |
|
R1 |
10,926.30 |
10,926.30 |
10,878.45 |
10,892.00 |
PP |
10,857.70 |
10,857.70 |
10,857.70 |
10,840.55 |
S1 |
10,798.10 |
10,798.10 |
10,854.95 |
10,763.80 |
S2 |
10,729.50 |
10,729.50 |
10,843.20 |
|
S3 |
10,601.30 |
10,669.90 |
10,831.45 |
|
S4 |
10,473.10 |
10,541.70 |
10,796.19 |
|
|
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 |
10,917.30 |
10,138.30 |
779.00 |
7.2% |
252.58 |
2.3% |
94% |
True |
False |
|
10 |
10,917.30 |
9,735.54 |
1,181.76 |
10.9% |
261.76 |
2.4% |
96% |
True |
False |
|
20 |
10,917.30 |
9,731.81 |
1,185.49 |
10.9% |
255.85 |
2.4% |
96% |
True |
False |
|
40 |
11,164.10 |
9,731.81 |
1,432.29 |
13.2% |
228.37 |
2.1% |
79% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
216.65 |
2.0% |
56% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
197.29 |
1.8% |
56% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
183.56 |
1.7% |
56% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
183.25 |
1.7% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,462.15 |
2.618 |
11,252.93 |
1.618 |
11,124.73 |
1.000 |
11,045.50 |
0.618 |
10,996.53 |
HIGH |
10,917.30 |
0.618 |
10,868.33 |
0.500 |
10,853.20 |
0.382 |
10,838.07 |
LOW |
10,789.10 |
0.618 |
10,709.87 |
1.000 |
10,660.90 |
1.618 |
10,581.67 |
2.618 |
10,453.47 |
4.250 |
10,244.25 |
|
|
Fisher Pivots for day following 22-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
10,862.20 |
10,828.52 |
PP |
10,857.70 |
10,790.33 |
S1 |
10,853.20 |
10,752.15 |
|