Trading Metrics calculated at close of trading on 26-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2001 |
26-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,117.58 |
1,139.83 |
22.25 |
2.0% |
1,150.53 |
High |
1,141.83 |
1,160.02 |
18.19 |
1.6% |
1,180.56 |
Low |
1,117.58 |
1,139.83 |
22.25 |
2.0% |
1,081.19 |
Close |
1,139.83 |
1,152.69 |
12.86 |
1.1% |
1,139.83 |
Range |
24.25 |
20.19 |
-4.06 |
-16.7% |
99.37 |
ATR |
27.83 |
27.29 |
-0.55 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.42 |
1,202.24 |
1,163.79 |
|
R3 |
1,191.23 |
1,182.05 |
1,158.24 |
|
R2 |
1,171.04 |
1,171.04 |
1,156.39 |
|
R1 |
1,161.86 |
1,161.86 |
1,154.54 |
1,166.45 |
PP |
1,150.85 |
1,150.85 |
1,150.85 |
1,153.14 |
S1 |
1,141.67 |
1,141.67 |
1,150.84 |
1,146.26 |
S2 |
1,130.66 |
1,130.66 |
1,148.99 |
|
S3 |
1,110.47 |
1,121.48 |
1,147.14 |
|
S4 |
1,090.28 |
1,101.29 |
1,141.59 |
|
|
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 |
1,180.56 |
1,081.19 |
99.37 |
8.6% |
31.31 |
2.7% |
72% |
False |
False |
|
10 |
1,197.83 |
1,081.19 |
116.64 |
10.1% |
29.18 |
2.5% |
61% |
False |
False |
|
20 |
1,272.76 |
1,081.19 |
191.57 |
16.6% |
27.53 |
2.4% |
37% |
False |
False |
|
40 |
1,383.37 |
1,081.19 |
302.18 |
26.2% |
24.57 |
2.1% |
24% |
False |
False |
|
60 |
1,383.37 |
1,081.19 |
302.18 |
26.2% |
24.56 |
2.1% |
24% |
False |
False |
|
80 |
1,389.05 |
1,081.19 |
307.86 |
26.7% |
25.59 |
2.2% |
23% |
False |
False |
|
100 |
1,438.46 |
1,081.19 |
357.27 |
31.0% |
25.42 |
2.2% |
20% |
False |
False |
|
120 |
1,454.82 |
1,081.19 |
373.63 |
32.4% |
26.44 |
2.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.83 |
2.618 |
1,212.88 |
1.618 |
1,192.69 |
1.000 |
1,180.21 |
0.618 |
1,172.50 |
HIGH |
1,160.02 |
0.618 |
1,152.31 |
0.500 |
1,149.93 |
0.382 |
1,147.54 |
LOW |
1,139.83 |
0.618 |
1,127.35 |
1.000 |
1,119.64 |
1.618 |
1,107.16 |
2.618 |
1,086.97 |
4.250 |
1,054.02 |
|
|
Fisher Pivots for day following 26-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,151.77 |
1,142.00 |
PP |
1,150.85 |
1,131.30 |
S1 |
1,149.93 |
1,120.61 |
|