Trading Metrics calculated at close of trading on 28-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2000 |
28-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
11,112.70 |
11,025.90 |
-86.80 |
-0.8% |
10,595.20 |
High |
11,170.80 |
11,094.30 |
-76.50 |
-0.7% |
11,234.70 |
Low |
10,982.70 |
10,932.80 |
-49.90 |
-0.5% |
10,587.00 |
Close |
11,025.90 |
10,936.10 |
-89.80 |
-0.8% |
11,112.70 |
Range |
188.10 |
161.50 |
-26.60 |
-14.1% |
647.70 |
ATR |
240.03 |
234.43 |
-5.61 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,472.23 |
11,365.67 |
11,024.93 |
|
R3 |
11,310.73 |
11,204.17 |
10,980.51 |
|
R2 |
11,149.23 |
11,149.23 |
10,965.71 |
|
R1 |
11,042.67 |
11,042.67 |
10,950.90 |
11,015.20 |
PP |
10,987.73 |
10,987.73 |
10,987.73 |
10,974.00 |
S1 |
10,881.17 |
10,881.17 |
10,921.30 |
10,853.70 |
S2 |
10,826.23 |
10,826.23 |
10,906.49 |
|
S3 |
10,664.73 |
10,719.67 |
10,891.69 |
|
S4 |
10,503.23 |
10,558.17 |
10,847.28 |
|
|
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 |
10,789.10 |
445.60 |
4.1% |
194.60 |
1.8% |
33% |
False |
False |
|
10 |
11,234.70 |
9,776.49 |
1,458.21 |
13.3% |
251.14 |
2.3% |
80% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.7% |
243.57 |
2.2% |
80% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.7% |
226.46 |
2.1% |
80% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
222.82 |
2.0% |
60% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
201.65 |
1.8% |
60% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
186.76 |
1.7% |
60% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
184.32 |
1.7% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,780.68 |
2.618 |
11,517.11 |
1.618 |
11,355.61 |
1.000 |
11,255.80 |
0.618 |
11,194.11 |
HIGH |
11,094.30 |
0.618 |
11,032.61 |
0.500 |
11,013.55 |
0.382 |
10,994.49 |
LOW |
10,932.80 |
0.618 |
10,832.99 |
1.000 |
10,771.30 |
1.618 |
10,671.49 |
2.618 |
10,509.99 |
4.250 |
10,246.43 |
|
|
Fisher Pivots for day following 28-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,013.55 |
11,083.75 |
PP |
10,987.73 |
11,034.53 |
S1 |
10,961.92 |
10,985.32 |
|