Trading Metrics calculated at close of trading on 28-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2001 |
28-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,687.93 |
9,941.20 |
253.27 |
2.6% |
9,840.85 |
High |
9,960.88 |
9,941.20 |
-19.68 |
-0.2% |
10,019.90 |
Low |
9,649.81 |
9,695.81 |
46.00 |
0.5% |
9,106.54 |
Close |
9,947.54 |
9,785.35 |
-162.19 |
-1.6% |
9,504.78 |
Range |
311.07 |
245.39 |
-65.68 |
-21.1% |
913.36 |
ATR |
231.43 |
232.88 |
1.45 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,543.62 |
10,409.88 |
9,920.31 |
|
R3 |
10,298.23 |
10,164.49 |
9,852.83 |
|
R2 |
10,052.84 |
10,052.84 |
9,830.34 |
|
R1 |
9,919.10 |
9,919.10 |
9,807.84 |
9,863.28 |
PP |
9,807.45 |
9,807.45 |
9,807.45 |
9,779.54 |
S1 |
9,673.71 |
9,673.71 |
9,762.86 |
9,617.89 |
S2 |
9,562.06 |
9,562.06 |
9,740.36 |
|
S3 |
9,316.67 |
9,428.32 |
9,717.87 |
|
S4 |
9,071.28 |
9,182.93 |
9,650.39 |
|
|
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 |
8.7% |
270.91 |
2.8% |
79% |
False |
False |
|
10 |
10,097.70 |
9,106.54 |
991.16 |
10.1% |
246.50 |
2.5% |
68% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
17.9% |
237.79 |
2.4% |
39% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
197.43 |
2.0% |
35% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
187.63 |
1.9% |
35% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
188.78 |
1.9% |
35% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
183.88 |
1.9% |
35% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
186.87 |
1.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,984.11 |
2.618 |
10,583.63 |
1.618 |
10,338.24 |
1.000 |
10,186.59 |
0.618 |
10,092.85 |
HIGH |
9,941.20 |
0.618 |
9,847.46 |
0.500 |
9,818.51 |
0.382 |
9,789.55 |
LOW |
9,695.81 |
0.618 |
9,544.16 |
1.000 |
9,450.42 |
1.618 |
9,298.77 |
2.618 |
9,053.38 |
4.250 |
8,652.90 |
|
|
Fisher Pivots for day following 28-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,818.51 |
9,768.59 |
PP |
9,807.45 |
9,751.83 |
S1 |
9,796.40 |
9,735.07 |
|