Trading Metrics calculated at close of trading on 26-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2001 |
26-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,435.99 |
9,628.90 |
192.91 |
2.0% |
9,840.85 |
High |
9,529.40 |
9,724.87 |
195.47 |
2.1% |
10,019.90 |
Low |
9,338.15 |
9,509.25 |
171.10 |
1.8% |
9,106.54 |
Close |
9,504.78 |
9,687.53 |
182.75 |
1.9% |
9,504.78 |
Range |
191.25 |
215.62 |
24.37 |
12.7% |
913.36 |
ATR |
225.71 |
225.31 |
-0.40 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,287.41 |
10,203.09 |
9,806.12 |
|
R3 |
10,071.79 |
9,987.47 |
9,746.83 |
|
R2 |
9,856.17 |
9,856.17 |
9,727.06 |
|
R1 |
9,771.85 |
9,771.85 |
9,707.30 |
9,814.01 |
PP |
9,640.55 |
9,640.55 |
9,640.55 |
9,661.63 |
S1 |
9,556.23 |
9,556.23 |
9,667.76 |
9,598.39 |
S2 |
9,424.93 |
9,424.93 |
9,648.00 |
|
S3 |
9,209.31 |
9,340.61 |
9,628.23 |
|
S4 |
8,993.69 |
9,124.99 |
9,568.94 |
|
|
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 |
9.4% |
271.55 |
2.8% |
64% |
False |
False |
|
10 |
10,293.10 |
9,106.54 |
1,186.56 |
12.2% |
247.74 |
2.6% |
49% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
18.1% |
229.95 |
2.4% |
33% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.9% |
191.77 |
2.0% |
30% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.9% |
183.13 |
1.9% |
30% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.9% |
187.87 |
1.9% |
30% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.9% |
181.70 |
1.9% |
30% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.9% |
184.60 |
1.9% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,641.26 |
2.618 |
10,289.36 |
1.618 |
10,073.74 |
1.000 |
9,940.49 |
0.618 |
9,858.12 |
HIGH |
9,724.87 |
0.618 |
9,642.50 |
0.500 |
9,617.06 |
0.382 |
9,591.62 |
LOW |
9,509.25 |
0.618 |
9,376.00 |
1.000 |
9,293.63 |
1.618 |
9,160.38 |
2.618 |
8,944.76 |
4.250 |
8,592.87 |
|
|
Fisher Pivots for day following 26-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,664.04 |
9,596.92 |
PP |
9,640.55 |
9,506.31 |
S1 |
9,617.06 |
9,415.71 |
|