Trading Metrics calculated at close of trading on 21-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2001 |
21-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,988.79 |
9,676.30 |
-312.49 |
-3.1% |
10,518.70 |
High |
10,019.90 |
9,719.44 |
-300.46 |
-3.0% |
10,638.60 |
Low |
9,718.16 |
9,461.54 |
-256.62 |
-2.6% |
9,814.35 |
Close |
9,720.76 |
9,487.00 |
-233.76 |
-2.4% |
9,823.41 |
Range |
301.74 |
257.90 |
-43.84 |
-14.5% |
824.25 |
ATR |
212.49 |
215.83 |
3.34 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,329.69 |
10,166.25 |
9,628.85 |
|
R3 |
10,071.79 |
9,908.35 |
9,557.92 |
|
R2 |
9,813.89 |
9,813.89 |
9,534.28 |
|
R1 |
9,650.45 |
9,650.45 |
9,510.64 |
9,603.22 |
PP |
9,555.99 |
9,555.99 |
9,555.99 |
9,532.38 |
S1 |
9,392.55 |
9,392.55 |
9,463.36 |
9,345.32 |
S2 |
9,298.09 |
9,298.09 |
9,439.72 |
|
S3 |
9,040.19 |
9,134.65 |
9,416.08 |
|
S4 |
8,782.29 |
8,876.75 |
9,345.16 |
|
|
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 |
10,097.70 |
9,461.54 |
636.16 |
6.7% |
222.09 |
2.3% |
4% |
False |
True |
|
10 |
10,859.50 |
9,461.54 |
1,397.96 |
14.7% |
257.03 |
2.7% |
2% |
False |
True |
|
20 |
10,859.50 |
9,461.54 |
1,397.96 |
14.7% |
222.53 |
2.3% |
2% |
False |
True |
|
40 |
11,035.10 |
9,461.54 |
1,573.56 |
16.6% |
179.92 |
1.9% |
2% |
False |
True |
|
60 |
11,035.10 |
9,461.54 |
1,573.56 |
16.6% |
177.38 |
1.9% |
2% |
False |
True |
|
80 |
11,035.10 |
9,461.54 |
1,573.56 |
16.6% |
182.68 |
1.9% |
2% |
False |
True |
|
100 |
11,035.10 |
9,461.54 |
1,573.56 |
16.6% |
180.62 |
1.9% |
2% |
False |
True |
|
120 |
11,035.10 |
9,461.54 |
1,573.56 |
16.6% |
182.07 |
1.9% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,815.52 |
2.618 |
10,394.62 |
1.618 |
10,136.72 |
1.000 |
9,977.34 |
0.618 |
9,878.82 |
HIGH |
9,719.44 |
0.618 |
9,620.92 |
0.500 |
9,590.49 |
0.382 |
9,560.06 |
LOW |
9,461.54 |
0.618 |
9,302.16 |
1.000 |
9,203.64 |
1.618 |
9,044.26 |
2.618 |
8,786.36 |
4.250 |
8,365.47 |
|
|
Fisher Pivots for day following 21-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,590.49 |
9,740.72 |
PP |
9,555.99 |
9,656.15 |
S1 |
9,521.50 |
9,571.57 |
|