Trading Metrics calculated at close of trading on 11-Apr-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2000 |
11-Apr-2000 |
Change |
Change % |
Previous Week |
Open |
11,111.50 |
11,186.60 |
75.10 |
0.7% |
10,921.90 |
High |
11,287.70 |
11,361.20 |
73.50 |
0.7% |
11,418.20 |
Low |
11,097.20 |
11,102.50 |
5.30 |
0.0% |
10,717.80 |
Close |
11,186.60 |
11,287.10 |
100.50 |
0.9% |
11,111.50 |
Range |
190.50 |
258.70 |
68.20 |
35.8% |
700.40 |
ATR |
246.14 |
247.03 |
0.90 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,026.37 |
11,915.43 |
11,429.39 |
|
R3 |
11,767.67 |
11,656.73 |
11,358.24 |
|
R2 |
11,508.97 |
11,508.97 |
11,334.53 |
|
R1 |
11,398.03 |
11,398.03 |
11,310.81 |
11,453.50 |
PP |
11,250.27 |
11,250.27 |
11,250.27 |
11,278.00 |
S1 |
11,139.33 |
11,139.33 |
11,263.39 |
11,194.80 |
S2 |
10,991.57 |
10,991.57 |
11,239.67 |
|
S3 |
10,732.87 |
10,880.63 |
11,215.96 |
|
S4 |
10,474.17 |
10,621.93 |
11,144.82 |
|
|
Weekly Pivots for week ending 07-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,183.70 |
12,848.00 |
11,496.72 |
|
R3 |
12,483.30 |
12,147.60 |
11,304.11 |
|
R2 |
11,782.90 |
11,782.90 |
11,239.91 |
|
R1 |
11,447.20 |
11,447.20 |
11,175.70 |
11,615.05 |
PP |
11,082.50 |
11,082.50 |
11,082.50 |
11,166.43 |
S1 |
10,746.80 |
10,746.80 |
11,047.30 |
10,914.65 |
S2 |
10,382.10 |
10,382.10 |
10,983.09 |
|
S3 |
9,681.70 |
10,046.40 |
10,918.89 |
|
S4 |
8,981.30 |
9,346.00 |
10,726.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,361.20 |
11,002.60 |
358.60 |
3.2% |
193.20 |
1.7% |
79% |
True |
False |
|
10 |
11,418.20 |
10,717.80 |
700.40 |
6.2% |
263.16 |
2.3% |
81% |
False |
False |
|
20 |
11,418.20 |
9,776.49 |
1,641.71 |
14.5% |
257.15 |
2.3% |
92% |
False |
False |
|
40 |
11,418.20 |
9,731.81 |
1,686.39 |
14.9% |
249.60 |
2.2% |
92% |
False |
False |
|
60 |
11,720.10 |
9,731.81 |
1,988.29 |
17.6% |
233.30 |
2.1% |
78% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
17.9% |
216.93 |
1.9% |
77% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
17.9% |
199.15 |
1.8% |
77% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
17.9% |
190.96 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,460.68 |
2.618 |
12,038.48 |
1.618 |
11,779.78 |
1.000 |
11,619.90 |
0.618 |
11,521.08 |
HIGH |
11,361.20 |
0.618 |
11,262.38 |
0.500 |
11,231.85 |
0.382 |
11,201.32 |
LOW |
11,102.50 |
0.618 |
10,942.62 |
1.000 |
10,843.80 |
1.618 |
10,683.92 |
2.618 |
10,425.22 |
4.250 |
10,003.03 |
|
|
Fisher Pivots for day following 11-Apr-2000 |
Pivot |
1 day |
3 day |
R1 |
11,268.68 |
11,262.07 |
PP |
11,250.27 |
11,237.03 |
S1 |
11,231.85 |
11,212.00 |
|