Trading Metrics calculated at close of trading on 09-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2001 |
09-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,764.50 |
10,810.50 |
46.00 |
0.4% |
10,494.30 |
High |
10,859.50 |
10,850.10 |
-9.40 |
-0.1% |
10,859.50 |
Low |
10,711.30 |
10,579.30 |
-132.00 |
-1.2% |
10,468.50 |
Close |
10,858.30 |
10,644.60 |
-213.70 |
-2.0% |
10,644.60 |
Range |
148.20 |
270.80 |
122.60 |
82.7% |
391.00 |
ATR |
167.00 |
175.00 |
8.00 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,503.73 |
11,344.97 |
10,793.54 |
|
R3 |
11,232.93 |
11,074.17 |
10,719.07 |
|
R2 |
10,962.13 |
10,962.13 |
10,694.25 |
|
R1 |
10,803.37 |
10,803.37 |
10,669.42 |
10,747.35 |
PP |
10,691.33 |
10,691.33 |
10,691.33 |
10,663.33 |
S1 |
10,532.57 |
10,532.57 |
10,619.78 |
10,476.55 |
S2 |
10,420.53 |
10,420.53 |
10,594.95 |
|
S3 |
10,149.73 |
10,261.77 |
10,570.13 |
|
S4 |
9,878.93 |
9,990.97 |
10,495.66 |
|
|
Weekly Pivots for week ending 09-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,830.53 |
11,628.57 |
10,859.65 |
|
R3 |
11,439.53 |
11,237.57 |
10,752.13 |
|
R2 |
11,048.53 |
11,048.53 |
10,716.28 |
|
R1 |
10,846.57 |
10,846.57 |
10,680.44 |
10,947.55 |
PP |
10,657.53 |
10,657.53 |
10,657.53 |
10,708.03 |
S1 |
10,455.57 |
10,455.57 |
10,608.76 |
10,556.55 |
S2 |
10,266.53 |
10,266.53 |
10,572.92 |
|
S3 |
9,875.53 |
10,064.57 |
10,537.08 |
|
S4 |
9,484.53 |
9,673.57 |
10,429.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,859.50 |
10,468.50 |
391.00 |
3.7% |
156.48 |
1.5% |
45% |
False |
False |
|
10 |
10,859.50 |
10,302.10 |
557.40 |
5.2% |
187.02 |
1.8% |
61% |
False |
False |
|
20 |
11,012.90 |
10,294.00 |
718.90 |
6.8% |
177.85 |
1.7% |
49% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
154.95 |
1.5% |
47% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
168.67 |
1.6% |
47% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
172.73 |
1.6% |
47% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.0% |
174.61 |
1.6% |
72% |
False |
False |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.0% |
174.48 |
1.6% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,001.00 |
2.618 |
11,559.05 |
1.618 |
11,288.25 |
1.000 |
11,120.90 |
0.618 |
11,017.45 |
HIGH |
10,850.10 |
0.618 |
10,746.65 |
0.500 |
10,714.70 |
0.382 |
10,682.75 |
LOW |
10,579.30 |
0.618 |
10,411.95 |
1.000 |
10,308.50 |
1.618 |
10,141.15 |
2.618 |
9,870.35 |
4.250 |
9,428.40 |
|
|
Fisher Pivots for day following 09-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,714.70 |
10,719.40 |
PP |
10,691.33 |
10,694.47 |
S1 |
10,667.97 |
10,669.53 |
|