Trading Metrics calculated at close of trading on 06-Apr-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2000 |
06-Apr-2000 |
Change |
Change % |
Previous Week |
Open |
11,164.80 |
11,033.90 |
-130.90 |
-1.2% |
11,112.70 |
High |
11,218.20 |
11,201.10 |
-17.10 |
-0.2% |
11,170.80 |
Low |
11,002.60 |
11,029.60 |
27.00 |
0.2% |
10,910.80 |
Close |
11,033.90 |
11,114.30 |
80.40 |
0.7% |
10,921.90 |
Range |
215.60 |
171.50 |
-44.10 |
-20.5% |
260.00 |
ATR |
266.49 |
259.70 |
-6.78 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,629.50 |
11,543.40 |
11,208.63 |
|
R3 |
11,458.00 |
11,371.90 |
11,161.46 |
|
R2 |
11,286.50 |
11,286.50 |
11,145.74 |
|
R1 |
11,200.40 |
11,200.40 |
11,130.02 |
11,243.45 |
PP |
11,115.00 |
11,115.00 |
11,115.00 |
11,136.53 |
S1 |
11,028.90 |
11,028.90 |
11,098.58 |
11,071.95 |
S2 |
10,943.50 |
10,943.50 |
11,082.86 |
|
S3 |
10,772.00 |
10,857.40 |
11,067.14 |
|
S4 |
10,600.50 |
10,685.90 |
11,019.98 |
|
|
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% |
326.84 |
2.9% |
57% |
False |
False |
|
10 |
11,418.20 |
10,717.80 |
700.40 |
6.3% |
259.19 |
2.3% |
57% |
False |
False |
|
20 |
11,418.20 |
9,735.54 |
1,682.66 |
15.1% |
262.17 |
2.4% |
82% |
False |
False |
|
40 |
11,418.20 |
9,731.81 |
1,686.39 |
15.2% |
248.42 |
2.2% |
82% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
229.94 |
2.1% |
68% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
214.26 |
1.9% |
68% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
196.61 |
1.8% |
68% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
190.80 |
1.7% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,929.98 |
2.618 |
11,650.09 |
1.618 |
11,478.59 |
1.000 |
11,372.60 |
0.618 |
11,307.09 |
HIGH |
11,201.10 |
0.618 |
11,135.59 |
0.500 |
11,115.35 |
0.382 |
11,095.11 |
LOW |
11,029.60 |
0.618 |
10,923.61 |
1.000 |
10,858.10 |
1.618 |
10,752.11 |
2.618 |
10,580.61 |
4.250 |
10,300.73 |
|
|
Fisher Pivots for day following 06-Apr-2000 |
Pivot |
1 day |
3 day |
R1 |
11,115.35 |
11,098.87 |
PP |
11,115.00 |
11,083.43 |
S1 |
11,114.65 |
11,068.00 |
|