Trading Metrics calculated at close of trading on 04-Apr-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2000 |
04-Apr-2000 |
Change |
Change % |
Previous Week |
Open |
10,921.90 |
11,263.20 |
341.30 |
3.1% |
11,112.70 |
High |
11,223.80 |
11,418.20 |
194.40 |
1.7% |
11,170.80 |
Low |
10,863.00 |
10,717.80 |
-145.20 |
-1.3% |
10,910.80 |
Close |
11,221.90 |
11,164.80 |
-57.10 |
-0.5% |
10,921.90 |
Range |
360.80 |
700.40 |
339.60 |
94.1% |
260.00 |
ATR |
237.32 |
270.40 |
33.08 |
13.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,201.47 |
12,883.53 |
11,550.02 |
|
R3 |
12,501.07 |
12,183.13 |
11,357.41 |
|
R2 |
11,800.67 |
11,800.67 |
11,293.21 |
|
R1 |
11,482.73 |
11,482.73 |
11,229.00 |
11,291.50 |
PP |
11,100.27 |
11,100.27 |
11,100.27 |
11,004.65 |
S1 |
10,782.33 |
10,782.33 |
11,100.60 |
10,591.10 |
S2 |
10,399.87 |
10,399.87 |
11,036.39 |
|
S3 |
9,699.47 |
10,081.93 |
10,972.19 |
|
S4 |
8,999.07 |
9,381.53 |
10,779.58 |
|
|
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 |
11,418.20 |
10,717.80 |
700.40 |
6.3% |
333.12 |
3.0% |
64% |
True |
True |
|
10 |
11,418.20 |
10,717.80 |
700.40 |
6.3% |
263.86 |
2.4% |
64% |
True |
True |
|
20 |
11,418.20 |
9,731.81 |
1,686.39 |
15.1% |
265.75 |
2.4% |
85% |
True |
False |
|
40 |
11,418.20 |
9,731.81 |
1,686.39 |
15.1% |
247.96 |
2.2% |
85% |
True |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
227.93 |
2.0% |
71% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
212.47 |
1.9% |
71% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
196.04 |
1.8% |
71% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
191.72 |
1.7% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,394.90 |
2.618 |
13,251.85 |
1.618 |
12,551.45 |
1.000 |
12,118.60 |
0.618 |
11,851.05 |
HIGH |
11,418.20 |
0.618 |
11,150.65 |
0.500 |
11,068.00 |
0.382 |
10,985.35 |
LOW |
10,717.80 |
0.618 |
10,284.95 |
1.000 |
10,017.40 |
1.618 |
9,584.55 |
2.618 |
8,884.15 |
4.250 |
7,741.10 |
|
|
Fisher Pivots for day following 04-Apr-2000 |
Pivot |
1 day |
3 day |
R1 |
11,132.53 |
11,132.53 |
PP |
11,100.27 |
11,100.27 |
S1 |
11,068.00 |
11,068.00 |
|