Trading Metrics calculated at close of trading on 12-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2001 |
12-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,810.50 |
10,518.70 |
-291.80 |
-2.7% |
10,494.30 |
High |
10,850.10 |
10,638.60 |
-211.50 |
-1.9% |
10,859.50 |
Low |
10,579.30 |
10,166.60 |
-412.70 |
-3.9% |
10,468.50 |
Close |
10,644.60 |
10,208.30 |
-436.30 |
-4.1% |
10,644.60 |
Range |
270.80 |
472.00 |
201.20 |
74.3% |
391.00 |
ATR |
175.00 |
196.64 |
21.64 |
12.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,753.83 |
11,453.07 |
10,467.90 |
|
R3 |
11,281.83 |
10,981.07 |
10,338.10 |
|
R2 |
10,809.83 |
10,809.83 |
10,294.83 |
|
R1 |
10,509.07 |
10,509.07 |
10,251.57 |
10,423.45 |
PP |
10,337.83 |
10,337.83 |
10,337.83 |
10,295.03 |
S1 |
10,037.07 |
10,037.07 |
10,165.03 |
9,951.45 |
S2 |
9,865.83 |
9,865.83 |
10,121.77 |
|
S3 |
9,393.83 |
9,565.07 |
10,078.50 |
|
S4 |
8,921.83 |
9,093.07 |
9,948.70 |
|
|
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 |
10,166.60 |
692.90 |
6.8% |
230.26 |
2.3% |
6% |
False |
True |
|
10 |
10,859.50 |
10,166.60 |
692.90 |
6.8% |
212.16 |
2.1% |
6% |
False |
True |
|
20 |
11,012.90 |
10,166.60 |
846.30 |
8.3% |
194.74 |
1.9% |
5% |
False |
True |
|
40 |
11,035.10 |
10,166.60 |
868.50 |
8.5% |
164.61 |
1.6% |
5% |
False |
True |
|
60 |
11,035.10 |
10,166.60 |
868.50 |
8.5% |
174.00 |
1.7% |
5% |
False |
True |
|
80 |
11,035.10 |
10,166.60 |
868.50 |
8.5% |
175.80 |
1.7% |
5% |
False |
True |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.5% |
178.38 |
1.7% |
40% |
False |
False |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.5% |
177.27 |
1.7% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,644.60 |
2.618 |
11,874.30 |
1.618 |
11,402.30 |
1.000 |
11,110.60 |
0.618 |
10,930.30 |
HIGH |
10,638.60 |
0.618 |
10,458.30 |
0.500 |
10,402.60 |
0.382 |
10,346.90 |
LOW |
10,166.60 |
0.618 |
9,874.90 |
1.000 |
9,694.60 |
1.618 |
9,402.90 |
2.618 |
8,930.90 |
4.250 |
8,160.60 |
|
|
Fisher Pivots for day following 12-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,402.60 |
10,513.05 |
PP |
10,337.83 |
10,411.47 |
S1 |
10,273.07 |
10,309.88 |
|