Trading Metrics calculated at close of trading on 23-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2001 |
23-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,412.52 |
9,435.99 |
23.47 |
0.2% |
9,840.85 |
High |
9,497.78 |
9,529.40 |
31.62 |
0.3% |
10,019.90 |
Low |
9,106.54 |
9,338.15 |
231.61 |
2.5% |
9,106.54 |
Close |
9,389.48 |
9,504.78 |
115.30 |
1.2% |
9,504.78 |
Range |
391.24 |
191.25 |
-199.99 |
-51.1% |
913.36 |
ATR |
228.36 |
225.71 |
-2.65 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,031.19 |
9,959.24 |
9,609.97 |
|
R3 |
9,839.94 |
9,767.99 |
9,557.37 |
|
R2 |
9,648.69 |
9,648.69 |
9,539.84 |
|
R1 |
9,576.74 |
9,576.74 |
9,522.31 |
9,612.72 |
PP |
9,457.44 |
9,457.44 |
9,457.44 |
9,475.43 |
S1 |
9,385.49 |
9,385.49 |
9,487.25 |
9,421.47 |
S2 |
9,266.19 |
9,266.19 |
9,469.72 |
|
S3 |
9,074.94 |
9,194.24 |
9,452.19 |
|
S4 |
8,883.69 |
9,002.99 |
9,399.59 |
|
|
Weekly Pivots for week ending 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,283.82 |
11,807.66 |
10,007.13 |
|
R3 |
11,370.46 |
10,894.30 |
9,755.95 |
|
R2 |
10,457.10 |
10,457.10 |
9,672.23 |
|
R1 |
9,980.94 |
9,980.94 |
9,588.50 |
9,762.34 |
PP |
9,543.74 |
9,543.74 |
9,543.74 |
9,434.44 |
S1 |
9,067.58 |
9,067.58 |
9,421.06 |
8,848.98 |
S2 |
8,630.38 |
8,630.38 |
9,337.33 |
|
S3 |
7,717.02 |
8,154.22 |
9,253.61 |
|
S4 |
6,803.66 |
7,240.86 |
9,002.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,019.90 |
9,106.54 |
913.36 |
9.6% |
268.14 |
2.8% |
44% |
False |
False |
|
10 |
10,638.60 |
9,106.54 |
1,532.06 |
16.1% |
273.38 |
2.9% |
26% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
18.4% |
230.20 |
2.4% |
23% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
189.33 |
2.0% |
21% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
182.60 |
1.9% |
21% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
186.73 |
2.0% |
21% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
182.45 |
1.9% |
21% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
20.3% |
183.55 |
1.9% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,342.21 |
2.618 |
10,030.09 |
1.618 |
9,838.84 |
1.000 |
9,720.65 |
0.618 |
9,647.59 |
HIGH |
9,529.40 |
0.618 |
9,456.34 |
0.500 |
9,433.78 |
0.382 |
9,411.21 |
LOW |
9,338.15 |
0.618 |
9,219.96 |
1.000 |
9,146.90 |
1.618 |
9,028.71 |
2.618 |
8,837.46 |
4.250 |
8,525.34 |
|
|
Fisher Pivots for day following 23-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,481.11 |
9,474.18 |
PP |
9,457.44 |
9,443.59 |
S1 |
9,433.78 |
9,412.99 |
|