Trading Metrics calculated at close of trading on 27-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2001 |
27-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,628.90 |
9,687.93 |
59.03 |
0.6% |
9,840.85 |
High |
9,724.87 |
9,960.88 |
236.01 |
2.4% |
10,019.90 |
Low |
9,509.25 |
9,649.81 |
140.56 |
1.5% |
9,106.54 |
Close |
9,687.53 |
9,947.54 |
260.01 |
2.7% |
9,504.78 |
Range |
215.62 |
311.07 |
95.45 |
44.3% |
913.36 |
ATR |
225.31 |
231.43 |
6.13 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,785.95 |
10,677.82 |
10,118.63 |
|
R3 |
10,474.88 |
10,366.75 |
10,033.08 |
|
R2 |
10,163.81 |
10,163.81 |
10,004.57 |
|
R1 |
10,055.68 |
10,055.68 |
9,976.05 |
10,109.75 |
PP |
9,852.74 |
9,852.74 |
9,852.74 |
9,879.78 |
S1 |
9,744.61 |
9,744.61 |
9,919.03 |
9,798.68 |
S2 |
9,541.67 |
9,541.67 |
9,890.51 |
|
S3 |
9,230.60 |
9,433.54 |
9,862.00 |
|
S4 |
8,919.53 |
9,122.47 |
9,776.45 |
|
|
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 |
9,960.88 |
9,106.54 |
854.34 |
8.6% |
273.42 |
2.7% |
98% |
True |
False |
|
10 |
10,279.40 |
9,106.54 |
1,172.86 |
11.8% |
260.34 |
2.6% |
72% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
17.6% |
238.59 |
2.4% |
48% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
196.74 |
2.0% |
44% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
186.20 |
1.9% |
44% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
189.69 |
1.9% |
44% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
182.98 |
1.8% |
44% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.4% |
185.96 |
1.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,282.93 |
2.618 |
10,775.26 |
1.618 |
10,464.19 |
1.000 |
10,271.95 |
0.618 |
10,153.12 |
HIGH |
9,960.88 |
0.618 |
9,842.05 |
0.500 |
9,805.35 |
0.382 |
9,768.64 |
LOW |
9,649.81 |
0.618 |
9,457.57 |
1.000 |
9,338.74 |
1.618 |
9,146.50 |
2.618 |
8,835.43 |
4.250 |
8,327.76 |
|
|
Fisher Pivots for day following 27-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,900.14 |
9,848.20 |
PP |
9,852.74 |
9,748.86 |
S1 |
9,805.35 |
9,649.52 |
|