Trading Metrics calculated at close of trading on 31-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2000 |
31-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
11,018.70 |
10,980.60 |
-38.10 |
-0.3% |
11,112.70 |
High |
11,144.10 |
11,107.80 |
-36.30 |
-0.3% |
11,170.80 |
Low |
10,916.30 |
10,921.90 |
5.60 |
0.1% |
10,910.80 |
Close |
10,980.60 |
10,921.90 |
-58.70 |
-0.5% |
10,921.90 |
Range |
227.80 |
185.90 |
-41.90 |
-18.4% |
260.00 |
ATR |
231.05 |
227.83 |
-3.23 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,541.57 |
11,417.63 |
11,024.15 |
|
R3 |
11,355.67 |
11,231.73 |
10,973.02 |
|
R2 |
11,169.77 |
11,169.77 |
10,955.98 |
|
R1 |
11,045.83 |
11,045.83 |
10,938.94 |
11,014.85 |
PP |
10,983.87 |
10,983.87 |
10,983.87 |
10,968.38 |
S1 |
10,859.93 |
10,859.93 |
10,904.86 |
10,828.95 |
S2 |
10,797.97 |
10,797.97 |
10,887.82 |
|
S3 |
10,612.07 |
10,674.03 |
10,870.78 |
|
S4 |
10,426.17 |
10,488.13 |
10,819.66 |
|
|
Weekly Pivots for week ending 31-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,781.17 |
11,611.53 |
11,064.90 |
|
R3 |
11,521.17 |
11,351.53 |
10,993.40 |
|
R2 |
11,261.17 |
11,261.17 |
10,969.57 |
|
R1 |
11,091.53 |
11,091.53 |
10,945.73 |
11,046.35 |
PP |
11,001.17 |
11,001.17 |
11,001.17 |
10,978.58 |
S1 |
10,831.53 |
10,831.53 |
10,898.07 |
10,786.35 |
S2 |
10,741.17 |
10,741.17 |
10,874.23 |
|
S3 |
10,481.17 |
10,571.53 |
10,850.40 |
|
S4 |
10,221.17 |
10,311.53 |
10,778.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,170.80 |
10,910.80 |
260.00 |
2.4% |
190.80 |
1.7% |
4% |
False |
False |
|
10 |
11,234.70 |
10,587.00 |
647.70 |
5.9% |
202.18 |
1.9% |
52% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.8% |
249.64 |
2.3% |
79% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.8% |
228.21 |
2.1% |
79% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
218.63 |
2.0% |
59% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
202.37 |
1.9% |
59% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
188.41 |
1.7% |
59% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
186.61 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,897.88 |
2.618 |
11,594.49 |
1.618 |
11,408.59 |
1.000 |
11,293.70 |
0.618 |
11,222.69 |
HIGH |
11,107.80 |
0.618 |
11,036.79 |
0.500 |
11,014.85 |
0.382 |
10,992.91 |
LOW |
10,921.90 |
0.618 |
10,807.01 |
1.000 |
10,736.00 |
1.618 |
10,621.11 |
2.618 |
10,435.21 |
4.250 |
10,131.83 |
|
|
Fisher Pivots for day following 31-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,014.85 |
11,027.45 |
PP |
10,983.87 |
10,992.27 |
S1 |
10,952.88 |
10,957.08 |
|