Trading Metrics calculated at close of trading on 13-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2001 |
13-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,518.70 |
10,250.50 |
-268.20 |
-2.5% |
10,494.30 |
High |
10,638.60 |
10,293.10 |
-345.50 |
-3.2% |
10,859.50 |
Low |
10,166.60 |
10,108.10 |
-58.50 |
-0.6% |
10,468.50 |
Close |
10,208.30 |
10,290.80 |
82.50 |
0.8% |
10,644.60 |
Range |
472.00 |
185.00 |
-287.00 |
-60.8% |
391.00 |
ATR |
196.64 |
195.81 |
-0.83 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,785.67 |
10,723.23 |
10,392.55 |
|
R3 |
10,600.67 |
10,538.23 |
10,341.68 |
|
R2 |
10,415.67 |
10,415.67 |
10,324.72 |
|
R1 |
10,353.23 |
10,353.23 |
10,307.76 |
10,384.45 |
PP |
10,230.67 |
10,230.67 |
10,230.67 |
10,246.28 |
S1 |
10,168.23 |
10,168.23 |
10,273.84 |
10,199.45 |
S2 |
10,045.67 |
10,045.67 |
10,256.88 |
|
S3 |
9,860.67 |
9,983.23 |
10,239.93 |
|
S4 |
9,675.67 |
9,798.23 |
10,189.05 |
|
|
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 |
10,108.10 |
751.40 |
7.3% |
243.12 |
2.4% |
24% |
False |
True |
|
10 |
10,859.50 |
10,108.10 |
751.40 |
7.3% |
216.83 |
2.1% |
24% |
False |
True |
|
20 |
11,012.90 |
10,108.10 |
904.80 |
8.8% |
194.89 |
1.9% |
20% |
False |
True |
|
40 |
11,035.10 |
10,108.10 |
927.00 |
9.0% |
165.34 |
1.6% |
20% |
False |
True |
|
60 |
11,035.10 |
10,108.10 |
927.00 |
9.0% |
174.70 |
1.7% |
20% |
False |
True |
|
80 |
11,035.10 |
10,108.10 |
927.00 |
9.0% |
175.61 |
1.7% |
20% |
False |
True |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.4% |
177.56 |
1.7% |
46% |
False |
False |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.4% |
178.17 |
1.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,079.35 |
2.618 |
10,777.43 |
1.618 |
10,592.43 |
1.000 |
10,478.10 |
0.618 |
10,407.43 |
HIGH |
10,293.10 |
0.618 |
10,222.43 |
0.500 |
10,200.60 |
0.382 |
10,178.77 |
LOW |
10,108.10 |
0.618 |
9,993.77 |
1.000 |
9,923.10 |
1.618 |
9,808.77 |
2.618 |
9,623.77 |
4.250 |
9,321.85 |
|
|
Fisher Pivots for day following 13-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,260.73 |
10,479.10 |
PP |
10,230.67 |
10,416.33 |
S1 |
10,200.60 |
10,353.57 |
|