Trading Metrics calculated at close of trading on 22-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2001 |
22-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,676.30 |
9,412.52 |
-263.78 |
-2.7% |
10,518.70 |
High |
9,719.44 |
9,497.78 |
-221.66 |
-2.3% |
10,638.60 |
Low |
9,461.54 |
9,106.54 |
-355.00 |
-3.8% |
9,814.35 |
Close |
9,487.00 |
9,389.48 |
-97.52 |
-1.0% |
9,823.41 |
Range |
257.90 |
391.24 |
133.34 |
51.7% |
824.25 |
ATR |
215.83 |
228.36 |
12.53 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,504.99 |
10,338.47 |
9,604.66 |
|
R3 |
10,113.75 |
9,947.23 |
9,497.07 |
|
R2 |
9,722.51 |
9,722.51 |
9,461.21 |
|
R1 |
9,555.99 |
9,555.99 |
9,425.34 |
9,443.63 |
PP |
9,331.27 |
9,331.27 |
9,331.27 |
9,275.09 |
S1 |
9,164.75 |
9,164.75 |
9,353.62 |
9,052.39 |
S2 |
8,940.03 |
8,940.03 |
9,317.75 |
|
S3 |
8,548.79 |
8,773.51 |
9,281.89 |
|
S4 |
8,157.55 |
8,382.27 |
9,174.30 |
|
|
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 |
10,049.70 |
9,106.54 |
943.16 |
10.0% |
276.96 |
2.9% |
30% |
False |
True |
|
10 |
10,850.10 |
9,106.54 |
1,743.56 |
18.6% |
281.33 |
3.0% |
16% |
False |
True |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
18.7% |
232.40 |
2.5% |
16% |
False |
True |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
20.5% |
188.18 |
2.0% |
15% |
False |
True |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
20.5% |
181.14 |
1.9% |
15% |
False |
True |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
20.5% |
186.18 |
2.0% |
15% |
False |
True |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
20.5% |
182.64 |
1.9% |
15% |
False |
True |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
20.5% |
183.38 |
2.0% |
15% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,160.55 |
2.618 |
10,522.05 |
1.618 |
10,130.81 |
1.000 |
9,889.02 |
0.618 |
9,739.57 |
HIGH |
9,497.78 |
0.618 |
9,348.33 |
0.500 |
9,302.16 |
0.382 |
9,255.99 |
LOW |
9,106.54 |
0.618 |
8,864.75 |
1.000 |
8,715.30 |
1.618 |
8,473.51 |
2.618 |
8,082.27 |
4.250 |
7,443.77 |
|
|
Fisher Pivots for day following 22-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,360.37 |
9,563.22 |
PP |
9,331.27 |
9,505.31 |
S1 |
9,302.16 |
9,447.39 |
|