Trading Metrics calculated at close of trading on 16-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2001 |
16-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,098.20 |
9,964.00 |
-134.20 |
-1.3% |
10,518.70 |
High |
10,097.70 |
10,049.70 |
-48.00 |
-0.5% |
10,638.60 |
Low |
9,980.85 |
9,814.35 |
-166.50 |
-1.7% |
9,814.35 |
Close |
10,031.30 |
9,823.41 |
-207.89 |
-2.1% |
9,823.41 |
Range |
116.85 |
235.35 |
118.50 |
101.4% |
824.25 |
ATR |
203.92 |
206.17 |
2.24 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,601.87 |
10,447.99 |
9,952.85 |
|
R3 |
10,366.52 |
10,212.64 |
9,888.13 |
|
R2 |
10,131.17 |
10,131.17 |
9,866.56 |
|
R1 |
9,977.29 |
9,977.29 |
9,844.98 |
9,936.56 |
PP |
9,895.82 |
9,895.82 |
9,895.82 |
9,875.45 |
S1 |
9,741.94 |
9,741.94 |
9,801.84 |
9,701.21 |
S2 |
9,660.47 |
9,660.47 |
9,780.26 |
|
S3 |
9,425.12 |
9,506.59 |
9,758.69 |
|
S4 |
9,189.77 |
9,271.24 |
9,693.97 |
|
|
Weekly Pivots for week ending 16-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,564.87 |
12,018.39 |
10,276.75 |
|
R3 |
11,740.62 |
11,194.14 |
10,050.08 |
|
R2 |
10,916.37 |
10,916.37 |
9,974.52 |
|
R1 |
10,369.89 |
10,369.89 |
9,898.97 |
10,231.01 |
PP |
10,092.12 |
10,092.12 |
10,092.12 |
10,022.68 |
S1 |
9,545.64 |
9,545.64 |
9,747.85 |
9,406.76 |
S2 |
9,267.87 |
9,267.87 |
9,672.30 |
|
S3 |
8,443.62 |
8,721.39 |
9,596.74 |
|
S4 |
7,619.37 |
7,897.14 |
9,370.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,638.60 |
9,814.35 |
824.25 |
8.4% |
278.61 |
2.8% |
1% |
False |
True |
|
10 |
10,859.50 |
9,814.35 |
1,045.15 |
10.6% |
217.54 |
2.2% |
1% |
False |
True |
|
20 |
10,903.20 |
9,814.35 |
1,088.85 |
11.1% |
212.79 |
2.2% |
1% |
False |
True |
|
40 |
11,035.10 |
9,814.35 |
1,220.75 |
12.4% |
171.05 |
1.7% |
1% |
False |
True |
|
60 |
11,035.10 |
9,814.35 |
1,220.75 |
12.4% |
176.16 |
1.8% |
1% |
False |
True |
|
80 |
11,035.10 |
9,814.35 |
1,220.75 |
12.4% |
178.83 |
1.8% |
1% |
False |
True |
|
100 |
11,035.10 |
9,814.35 |
1,220.75 |
12.4% |
177.70 |
1.8% |
1% |
False |
True |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
14.1% |
179.17 |
1.8% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,049.94 |
2.618 |
10,665.85 |
1.618 |
10,430.50 |
1.000 |
10,285.05 |
0.618 |
10,195.15 |
HIGH |
10,049.70 |
0.618 |
9,959.80 |
0.500 |
9,932.03 |
0.382 |
9,904.25 |
LOW |
9,814.35 |
0.618 |
9,668.90 |
1.000 |
9,579.00 |
1.618 |
9,433.55 |
2.618 |
9,198.20 |
4.250 |
8,814.11 |
|
|
Fisher Pivots for day following 16-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,932.03 |
10,046.88 |
PP |
9,895.82 |
9,972.39 |
S1 |
9,859.62 |
9,897.90 |
|