Trading Metrics calculated at close of trading on 30-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2000 |
30-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,936.10 |
11,018.70 |
82.60 |
0.8% |
10,595.20 |
High |
11,101.50 |
11,144.10 |
42.60 |
0.4% |
11,234.70 |
Low |
10,910.80 |
10,916.30 |
5.50 |
0.1% |
10,587.00 |
Close |
11,018.70 |
10,980.60 |
-38.10 |
-0.3% |
11,112.70 |
Range |
190.70 |
227.80 |
37.10 |
19.5% |
647.70 |
ATR |
231.30 |
231.05 |
-0.25 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,697.07 |
11,566.63 |
11,105.89 |
|
R3 |
11,469.27 |
11,338.83 |
11,043.25 |
|
R2 |
11,241.47 |
11,241.47 |
11,022.36 |
|
R1 |
11,111.03 |
11,111.03 |
11,001.48 |
11,062.35 |
PP |
11,013.67 |
11,013.67 |
11,013.67 |
10,989.33 |
S1 |
10,883.23 |
10,883.23 |
10,959.72 |
10,834.55 |
S2 |
10,785.87 |
10,785.87 |
10,938.84 |
|
S3 |
10,558.07 |
10,655.43 |
10,917.96 |
|
S4 |
10,330.27 |
10,427.63 |
10,855.31 |
|
|
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 |
10,910.80 |
323.90 |
2.9% |
191.54 |
1.7% |
22% |
False |
False |
|
10 |
11,234.70 |
10,567.30 |
667.40 |
6.1% |
203.20 |
1.9% |
62% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.7% |
253.96 |
2.3% |
83% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.7% |
229.49 |
2.1% |
83% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.4% |
220.13 |
2.0% |
62% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.4% |
201.88 |
1.8% |
62% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.4% |
187.81 |
1.7% |
62% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.4% |
185.76 |
1.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,112.25 |
2.618 |
11,740.48 |
1.618 |
11,512.68 |
1.000 |
11,371.90 |
0.618 |
11,284.88 |
HIGH |
11,144.10 |
0.618 |
11,057.08 |
0.500 |
11,030.20 |
0.382 |
11,003.32 |
LOW |
10,916.30 |
0.618 |
10,775.52 |
1.000 |
10,688.50 |
1.618 |
10,547.72 |
2.618 |
10,319.92 |
4.250 |
9,948.15 |
|
|
Fisher Pivots for day following 30-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,030.20 |
11,027.45 |
PP |
11,013.67 |
11,011.83 |
S1 |
10,997.13 |
10,996.22 |
|