Trading Metrics calculated at close of trading on 19-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2001 |
19-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,964.00 |
9,840.85 |
-123.15 |
-1.2% |
10,518.70 |
High |
10,049.70 |
9,992.66 |
-57.04 |
-0.6% |
10,638.60 |
Low |
9,814.35 |
9,794.07 |
-20.28 |
-0.2% |
9,814.35 |
Close |
9,823.41 |
9,959.11 |
135.70 |
1.4% |
9,823.41 |
Range |
235.35 |
198.59 |
-36.76 |
-15.6% |
824.25 |
ATR |
206.17 |
205.63 |
-0.54 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,511.05 |
10,433.67 |
10,068.33 |
|
R3 |
10,312.46 |
10,235.08 |
10,013.72 |
|
R2 |
10,113.87 |
10,113.87 |
9,995.52 |
|
R1 |
10,036.49 |
10,036.49 |
9,977.31 |
10,075.18 |
PP |
9,915.28 |
9,915.28 |
9,915.28 |
9,934.63 |
S1 |
9,837.90 |
9,837.90 |
9,940.91 |
9,876.59 |
S2 |
9,716.69 |
9,716.69 |
9,922.70 |
|
S3 |
9,518.10 |
9,639.31 |
9,904.50 |
|
S4 |
9,319.51 |
9,440.72 |
9,849.89 |
|
|
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 |
10,293.10 |
9,794.07 |
499.03 |
5.0% |
223.92 |
2.2% |
33% |
False |
True |
|
10 |
10,859.50 |
9,794.07 |
1,065.43 |
10.7% |
227.09 |
2.3% |
15% |
False |
True |
|
20 |
10,903.20 |
9,794.07 |
1,109.13 |
11.1% |
214.63 |
2.2% |
15% |
False |
True |
|
40 |
11,035.10 |
9,794.07 |
1,241.03 |
12.5% |
172.17 |
1.7% |
13% |
False |
True |
|
60 |
11,035.10 |
9,794.07 |
1,241.03 |
12.5% |
176.11 |
1.8% |
13% |
False |
True |
|
80 |
11,035.10 |
9,794.07 |
1,241.03 |
12.5% |
179.13 |
1.8% |
13% |
False |
True |
|
100 |
11,035.10 |
9,794.07 |
1,241.03 |
12.5% |
178.24 |
1.8% |
13% |
False |
True |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.9% |
179.87 |
1.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,836.67 |
2.618 |
10,512.57 |
1.618 |
10,313.98 |
1.000 |
10,191.25 |
0.618 |
10,115.39 |
HIGH |
9,992.66 |
0.618 |
9,916.80 |
0.500 |
9,893.37 |
0.382 |
9,869.93 |
LOW |
9,794.07 |
0.618 |
9,671.34 |
1.000 |
9,595.48 |
1.618 |
9,472.75 |
2.618 |
9,274.16 |
4.250 |
8,950.06 |
|
|
Fisher Pivots for day following 19-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,937.20 |
9,954.70 |
PP |
9,915.28 |
9,950.29 |
S1 |
9,893.37 |
9,945.89 |
|