Trading Metrics calculated at close of trading on 29-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2000 |
29-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
11,025.90 |
10,936.10 |
-89.80 |
-0.8% |
10,595.20 |
High |
11,094.30 |
11,101.50 |
7.20 |
0.1% |
11,234.70 |
Low |
10,932.80 |
10,910.80 |
-22.00 |
-0.2% |
10,587.00 |
Close |
10,936.10 |
11,018.70 |
82.60 |
0.8% |
11,112.70 |
Range |
161.50 |
190.70 |
29.20 |
18.1% |
647.70 |
ATR |
234.43 |
231.30 |
-3.12 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,582.43 |
11,491.27 |
11,123.59 |
|
R3 |
11,391.73 |
11,300.57 |
11,071.14 |
|
R2 |
11,201.03 |
11,201.03 |
11,053.66 |
|
R1 |
11,109.87 |
11,109.87 |
11,036.18 |
11,155.45 |
PP |
11,010.33 |
11,010.33 |
11,010.33 |
11,033.13 |
S1 |
10,919.17 |
10,919.17 |
11,001.22 |
10,964.75 |
S2 |
10,819.63 |
10,819.63 |
10,983.74 |
|
S3 |
10,628.93 |
10,728.47 |
10,966.26 |
|
S4 |
10,438.23 |
10,537.77 |
10,913.82 |
|
|
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 |
10,831.00 |
403.70 |
3.7% |
207.10 |
1.9% |
46% |
False |
False |
|
10 |
11,234.70 |
10,138.30 |
1,096.40 |
10.0% |
229.84 |
2.1% |
80% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.6% |
248.02 |
2.3% |
86% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.6% |
227.09 |
2.1% |
86% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
222.40 |
2.0% |
64% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
200.34 |
1.8% |
64% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
187.58 |
1.7% |
64% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.3% |
185.11 |
1.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,911.98 |
2.618 |
11,600.75 |
1.618 |
11,410.05 |
1.000 |
11,292.20 |
0.618 |
11,219.35 |
HIGH |
11,101.50 |
0.618 |
11,028.65 |
0.500 |
11,006.15 |
0.382 |
10,983.65 |
LOW |
10,910.80 |
0.618 |
10,792.95 |
1.000 |
10,720.10 |
1.618 |
10,602.25 |
2.618 |
10,411.55 |
4.250 |
10,100.33 |
|
|
Fisher Pivots for day following 29-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,014.52 |
11,040.80 |
PP |
11,010.33 |
11,033.43 |
S1 |
11,006.15 |
11,026.07 |
|