Trading Metrics calculated at close of trading on 27-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2000 |
27-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
11,119.90 |
11,112.70 |
-7.20 |
-0.1% |
10,595.20 |
High |
11,234.70 |
11,170.80 |
-63.90 |
-0.6% |
11,234.70 |
Low |
11,045.10 |
10,982.70 |
-62.40 |
-0.6% |
10,587.00 |
Close |
11,112.70 |
11,025.90 |
-86.80 |
-0.8% |
11,112.70 |
Range |
189.60 |
188.10 |
-1.50 |
-0.8% |
647.70 |
ATR |
244.03 |
240.03 |
-3.99 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,624.10 |
11,513.10 |
11,129.36 |
|
R3 |
11,436.00 |
11,325.00 |
11,077.63 |
|
R2 |
11,247.90 |
11,247.90 |
11,060.39 |
|
R1 |
11,136.90 |
11,136.90 |
11,043.14 |
11,098.35 |
PP |
11,059.80 |
11,059.80 |
11,059.80 |
11,040.53 |
S1 |
10,948.80 |
10,948.80 |
11,008.66 |
10,910.25 |
S2 |
10,871.70 |
10,871.70 |
10,991.42 |
|
S3 |
10,683.60 |
10,760.70 |
10,974.17 |
|
S4 |
10,495.50 |
10,572.60 |
10,922.45 |
|
|
Weekly Pivots for week ending 24-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,921.23 |
12,664.67 |
11,468.94 |
|
R3 |
12,273.53 |
12,016.97 |
11,290.82 |
|
R2 |
11,625.83 |
11,625.83 |
11,231.45 |
|
R1 |
11,369.27 |
11,369.27 |
11,172.07 |
11,497.55 |
PP |
10,978.13 |
10,978.13 |
10,978.13 |
11,042.28 |
S1 |
10,721.57 |
10,721.57 |
11,053.33 |
10,849.85 |
S2 |
10,330.43 |
10,330.43 |
10,993.96 |
|
S3 |
9,682.73 |
10,073.87 |
10,934.58 |
|
S4 |
9,035.03 |
9,426.17 |
10,756.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,234.70 |
10,603.60 |
631.10 |
5.7% |
223.04 |
2.0% |
67% |
False |
False |
|
10 |
11,234.70 |
9,776.49 |
1,458.21 |
13.2% |
258.20 |
2.3% |
86% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.6% |
244.24 |
2.2% |
86% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.6% |
228.80 |
2.1% |
86% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
221.79 |
2.0% |
64% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
200.66 |
1.8% |
64% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
186.01 |
1.7% |
64% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
184.55 |
1.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,970.23 |
2.618 |
11,663.25 |
1.618 |
11,475.15 |
1.000 |
11,358.90 |
0.618 |
11,287.05 |
HIGH |
11,170.80 |
0.618 |
11,098.95 |
0.500 |
11,076.75 |
0.382 |
11,054.55 |
LOW |
10,982.70 |
0.618 |
10,866.45 |
1.000 |
10,794.60 |
1.618 |
10,678.35 |
2.618 |
10,490.25 |
4.250 |
10,183.28 |
|
|
Fisher Pivots for day following 27-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,076.75 |
11,032.85 |
PP |
11,059.80 |
11,030.53 |
S1 |
11,042.85 |
11,028.22 |
|