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 |
1,139.83 |
1,152.69 |
12.86 |
1.1% |
1,150.53 |
High |
1,160.02 |
1,183.35 |
23.33 |
2.0% |
1,180.56 |
Low |
1,139.83 |
1,150.96 |
11.13 |
1.0% |
1,081.19 |
Close |
1,152.69 |
1,182.17 |
29.48 |
2.6% |
1,139.83 |
Range |
20.19 |
32.39 |
12.20 |
60.4% |
99.37 |
ATR |
27.29 |
27.65 |
0.36 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.33 |
1,258.14 |
1,199.98 |
|
R3 |
1,236.94 |
1,225.75 |
1,191.08 |
|
R2 |
1,204.55 |
1,204.55 |
1,188.11 |
|
R1 |
1,193.36 |
1,193.36 |
1,185.14 |
1,198.96 |
PP |
1,172.16 |
1,172.16 |
1,172.16 |
1,174.96 |
S1 |
1,160.97 |
1,160.97 |
1,179.20 |
1,166.57 |
S2 |
1,139.77 |
1,139.77 |
1,176.23 |
|
S3 |
1,107.38 |
1,128.58 |
1,173.26 |
|
S4 |
1,074.99 |
1,096.19 |
1,164.36 |
|
|
Weekly Pivots for week ending 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.97 |
1,385.27 |
1,194.48 |
|
R3 |
1,332.60 |
1,285.90 |
1,167.16 |
|
R2 |
1,233.23 |
1,233.23 |
1,158.05 |
|
R1 |
1,186.53 |
1,186.53 |
1,148.94 |
1,160.20 |
PP |
1,133.86 |
1,133.86 |
1,133.86 |
1,120.69 |
S1 |
1,087.16 |
1,087.16 |
1,130.72 |
1,060.83 |
S2 |
1,034.49 |
1,034.49 |
1,121.61 |
|
S3 |
935.12 |
987.79 |
1,112.50 |
|
S4 |
835.75 |
888.42 |
1,085.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.35 |
1,081.19 |
102.16 |
8.6% |
30.11 |
2.5% |
99% |
True |
False |
|
10 |
1,197.66 |
1,081.19 |
116.47 |
9.9% |
29.78 |
2.5% |
87% |
False |
False |
|
20 |
1,267.42 |
1,081.19 |
186.23 |
15.8% |
28.13 |
2.4% |
54% |
False |
False |
|
40 |
1,383.37 |
1,081.19 |
302.18 |
25.6% |
25.00 |
2.1% |
33% |
False |
False |
|
60 |
1,383.37 |
1,081.19 |
302.18 |
25.6% |
24.94 |
2.1% |
33% |
False |
False |
|
80 |
1,389.05 |
1,081.19 |
307.86 |
26.0% |
25.71 |
2.2% |
33% |
False |
False |
|
100 |
1,438.46 |
1,081.19 |
357.27 |
30.2% |
25.41 |
2.1% |
28% |
False |
False |
|
120 |
1,444.17 |
1,081.19 |
362.98 |
30.7% |
26.47 |
2.2% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.01 |
2.618 |
1,268.15 |
1.618 |
1,235.76 |
1.000 |
1,215.74 |
0.618 |
1,203.37 |
HIGH |
1,183.35 |
0.618 |
1,170.98 |
0.500 |
1,167.16 |
0.382 |
1,163.33 |
LOW |
1,150.96 |
0.618 |
1,130.94 |
1.000 |
1,118.57 |
1.618 |
1,098.55 |
2.618 |
1,066.16 |
4.250 |
1,013.30 |
|
|
Fisher Pivots for day following 27-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,177.17 |
1,171.60 |
PP |
1,172.16 |
1,161.03 |
S1 |
1,167.16 |
1,150.47 |
|