Trading Metrics calculated at close of trading on 30-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2001 |
30-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,784.94 |
9,799.47 |
14.53 |
0.1% |
9,628.90 |
High |
9,882.80 |
9,908.14 |
25.34 |
0.3% |
9,960.88 |
Low |
9,687.61 |
9,760.64 |
73.03 |
0.8% |
9,509.25 |
Close |
9,799.06 |
9,878.78 |
79.72 |
0.8% |
9,878.78 |
Range |
195.19 |
147.50 |
-47.69 |
-24.4% |
451.63 |
ATR |
230.19 |
224.28 |
-5.91 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,291.69 |
10,232.73 |
9,959.91 |
|
R3 |
10,144.19 |
10,085.23 |
9,919.34 |
|
R2 |
9,996.69 |
9,996.69 |
9,905.82 |
|
R1 |
9,937.73 |
9,937.73 |
9,892.30 |
9,967.21 |
PP |
9,849.19 |
9,849.19 |
9,849.19 |
9,863.93 |
S1 |
9,790.23 |
9,790.23 |
9,865.26 |
9,819.71 |
S2 |
9,701.69 |
9,701.69 |
9,851.74 |
|
S3 |
9,554.19 |
9,642.73 |
9,838.22 |
|
S4 |
9,406.69 |
9,495.23 |
9,797.66 |
|
|
Weekly Pivots for week ending 30-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,137.86 |
10,959.95 |
10,127.18 |
|
R3 |
10,686.23 |
10,508.32 |
10,002.98 |
|
R2 |
10,234.60 |
10,234.60 |
9,961.58 |
|
R1 |
10,056.69 |
10,056.69 |
9,920.18 |
10,145.65 |
PP |
9,782.97 |
9,782.97 |
9,782.97 |
9,827.45 |
S1 |
9,605.06 |
9,605.06 |
9,837.38 |
9,694.02 |
S2 |
9,331.34 |
9,331.34 |
9,795.98 |
|
S3 |
8,879.71 |
9,153.43 |
9,754.58 |
|
S4 |
8,428.08 |
8,701.80 |
9,630.38 |
|
|
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 |
9,509.25 |
451.63 |
4.6% |
222.95 |
2.3% |
82% |
False |
False |
|
10 |
10,019.90 |
9,106.54 |
913.36 |
9.2% |
245.55 |
2.5% |
85% |
False |
False |
|
20 |
10,859.50 |
9,106.54 |
1,752.96 |
17.7% |
231.55 |
2.3% |
44% |
False |
False |
|
40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.5% |
199.88 |
2.0% |
40% |
False |
False |
|
60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.5% |
182.52 |
1.8% |
40% |
False |
False |
|
80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.5% |
187.30 |
1.9% |
40% |
False |
False |
|
100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.5% |
185.27 |
1.9% |
40% |
False |
False |
|
120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.5% |
186.54 |
1.9% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,535.02 |
2.618 |
10,294.30 |
1.618 |
10,146.80 |
1.000 |
10,055.64 |
0.618 |
9,999.30 |
HIGH |
9,908.14 |
0.618 |
9,851.80 |
0.500 |
9,834.39 |
0.382 |
9,816.99 |
LOW |
9,760.64 |
0.618 |
9,669.49 |
1.000 |
9,613.14 |
1.618 |
9,521.99 |
2.618 |
9,374.49 |
4.250 |
9,133.77 |
|
|
Fisher Pivots for day following 30-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,863.98 |
9,857.32 |
PP |
9,849.19 |
9,835.86 |
S1 |
9,834.39 |
9,814.41 |
|