Trading Metrics calculated at close of trading on 14-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2001 |
14-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,250.50 |
9,993.59 |
-256.91 |
-2.5% |
10,494.30 |
High |
10,293.10 |
10,279.40 |
-13.70 |
-0.1% |
10,859.50 |
Low |
10,108.10 |
9,895.57 |
-212.53 |
-2.1% |
10,468.50 |
Close |
10,290.80 |
9,973.46 |
-317.34 |
-3.1% |
10,644.60 |
Range |
185.00 |
383.83 |
198.83 |
107.5% |
391.00 |
ATR |
195.81 |
210.05 |
14.24 |
7.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,200.97 |
10,971.04 |
10,184.57 |
|
R3 |
10,817.14 |
10,587.21 |
10,079.01 |
|
R2 |
10,433.31 |
10,433.31 |
10,043.83 |
|
R1 |
10,203.38 |
10,203.38 |
10,008.64 |
10,126.43 |
PP |
10,049.48 |
10,049.48 |
10,049.48 |
10,011.00 |
S1 |
9,819.55 |
9,819.55 |
9,938.28 |
9,742.60 |
S2 |
9,665.65 |
9,665.65 |
9,903.09 |
|
S3 |
9,281.82 |
9,435.72 |
9,867.91 |
|
S4 |
8,897.99 |
9,051.89 |
9,762.35 |
|
|
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 |
9,895.57 |
963.93 |
9.7% |
291.97 |
2.9% |
8% |
False |
True |
|
10 |
10,859.50 |
9,895.57 |
963.93 |
9.7% |
229.08 |
2.3% |
8% |
False |
True |
|
20 |
10,922.60 |
9,895.57 |
1,027.03 |
10.3% |
208.15 |
2.1% |
8% |
False |
True |
|
40 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
170.50 |
1.7% |
7% |
False |
True |
|
60 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
178.04 |
1.8% |
7% |
False |
True |
|
80 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
178.37 |
1.8% |
7% |
False |
True |
|
100 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
177.08 |
1.8% |
7% |
False |
True |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.8% |
179.23 |
1.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,910.68 |
2.618 |
11,284.27 |
1.618 |
10,900.44 |
1.000 |
10,663.23 |
0.618 |
10,516.61 |
HIGH |
10,279.40 |
0.618 |
10,132.78 |
0.500 |
10,087.49 |
0.382 |
10,042.19 |
LOW |
9,895.57 |
0.618 |
9,658.36 |
1.000 |
9,511.74 |
1.618 |
9,274.53 |
2.618 |
8,890.70 |
4.250 |
8,264.29 |
|
|
Fisher Pivots for day following 14-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,087.49 |
10,267.09 |
PP |
10,049.48 |
10,169.21 |
S1 |
10,011.47 |
10,071.34 |
|