Trading Metrics calculated at close of trading on 20-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2001 |
20-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
9,840.85 |
9,988.79 |
147.94 |
1.5% |
10,518.70 |
High |
9,992.66 |
10,019.90 |
27.24 |
0.3% |
10,638.60 |
Low |
9,794.07 |
9,718.16 |
-75.91 |
-0.8% |
9,814.35 |
Close |
9,959.11 |
9,720.76 |
-238.35 |
-2.4% |
9,823.41 |
Range |
198.59 |
301.74 |
103.15 |
51.9% |
824.25 |
ATR |
205.63 |
212.49 |
6.87 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,724.83 |
10,524.53 |
9,886.72 |
|
R3 |
10,423.09 |
10,222.79 |
9,803.74 |
|
R2 |
10,121.35 |
10,121.35 |
9,776.08 |
|
R1 |
9,921.05 |
9,921.05 |
9,748.42 |
9,870.33 |
PP |
9,819.61 |
9,819.61 |
9,819.61 |
9,794.25 |
S1 |
9,619.31 |
9,619.31 |
9,693.10 |
9,568.59 |
S2 |
9,517.87 |
9,517.87 |
9,665.44 |
|
S3 |
9,216.13 |
9,317.57 |
9,637.78 |
|
S4 |
8,914.39 |
9,015.83 |
9,554.80 |
|
|
Weekly Pivots for week ending 16-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,564.87 |
12,018.39 |
10,276.75 |
|
R3 |
11,740.62 |
11,194.14 |
10,050.08 |
|
R2 |
10,916.37 |
10,916.37 |
9,974.52 |
|
R1 |
10,369.89 |
10,369.89 |
9,898.97 |
10,231.01 |
PP |
10,092.12 |
10,092.12 |
10,092.12 |
10,022.68 |
S1 |
9,545.64 |
9,545.64 |
9,747.85 |
9,406.76 |
S2 |
9,267.87 |
9,267.87 |
9,672.30 |
|
S3 |
8,443.62 |
8,721.39 |
9,596.74 |
|
S4 |
7,619.37 |
7,897.14 |
9,370.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,279.40 |
9,718.16 |
561.24 |
5.8% |
247.27 |
2.5% |
0% |
False |
True |
|
10 |
10,859.50 |
9,718.16 |
1,141.34 |
11.7% |
245.20 |
2.5% |
0% |
False |
True |
|
20 |
10,859.50 |
9,718.16 |
1,141.34 |
11.7% |
220.93 |
2.3% |
0% |
False |
True |
|
40 |
11,035.10 |
9,718.16 |
1,316.94 |
13.5% |
176.60 |
1.8% |
0% |
False |
True |
|
60 |
11,035.10 |
9,718.16 |
1,316.94 |
13.5% |
176.77 |
1.8% |
0% |
False |
True |
|
80 |
11,035.10 |
9,718.16 |
1,316.94 |
13.5% |
180.98 |
1.9% |
0% |
False |
True |
|
100 |
11,035.10 |
9,718.16 |
1,316.94 |
13.5% |
179.60 |
1.8% |
0% |
False |
True |
|
120 |
11,035.10 |
9,654.64 |
1,380.46 |
14.2% |
180.74 |
1.9% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,302.30 |
2.618 |
10,809.86 |
1.618 |
10,508.12 |
1.000 |
10,321.64 |
0.618 |
10,206.38 |
HIGH |
10,019.90 |
0.618 |
9,904.64 |
0.500 |
9,869.03 |
0.382 |
9,833.42 |
LOW |
9,718.16 |
0.618 |
9,531.68 |
1.000 |
9,416.42 |
1.618 |
9,229.94 |
2.618 |
8,928.20 |
4.250 |
8,435.77 |
|
|
Fisher Pivots for day following 20-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
9,869.03 |
9,883.93 |
PP |
9,819.61 |
9,829.54 |
S1 |
9,770.18 |
9,775.15 |
|