| Trading Metrics calculated at close of trading on 03-Mar-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2000 |
03-Mar-2000 |
Change |
Change % |
Previous Week |
| Open |
4,311.97 |
4,257.53 |
-54.44 |
-1.3% |
4,178.58 |
| High |
4,337.65 |
4,442.87 |
105.22 |
2.4% |
4,442.87 |
| Low |
4,197.98 |
4,257.53 |
59.55 |
1.4% |
4,024.08 |
| Close |
4,234.26 |
4,442.87 |
208.61 |
4.9% |
4,442.87 |
| Range |
139.67 |
185.34 |
45.67 |
32.7% |
418.79 |
| ATR |
139.41 |
144.36 |
4.94 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,937.11 |
4,875.33 |
4,544.81 |
|
| R3 |
4,751.77 |
4,689.99 |
4,493.84 |
|
| R2 |
4,566.43 |
4,566.43 |
4,476.85 |
|
| R1 |
4,504.65 |
4,504.65 |
4,459.86 |
4,535.54 |
| PP |
4,381.09 |
4,381.09 |
4,381.09 |
4,396.54 |
| S1 |
4,319.31 |
4,319.31 |
4,425.88 |
4,350.20 |
| S2 |
4,195.75 |
4,195.75 |
4,408.89 |
|
| S3 |
4,010.41 |
4,133.97 |
4,391.90 |
|
| S4 |
3,825.07 |
3,948.63 |
4,340.93 |
|
|
| Weekly Pivots for week ending 03-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,559.64 |
5,420.05 |
4,673.20 |
|
| R3 |
5,140.85 |
5,001.26 |
4,558.04 |
|
| R2 |
4,722.06 |
4,722.06 |
4,519.65 |
|
| R1 |
4,582.47 |
4,582.47 |
4,481.26 |
4,652.27 |
| PP |
4,303.27 |
4,303.27 |
4,303.27 |
4,338.17 |
| S1 |
4,163.68 |
4,163.68 |
4,404.48 |
4,233.48 |
| S2 |
3,884.48 |
3,884.48 |
4,366.09 |
|
| S3 |
3,465.69 |
3,744.89 |
4,327.70 |
|
| S4 |
3,046.90 |
3,326.10 |
4,212.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,442.87 |
4,024.08 |
418.79 |
9.4% |
139.53 |
3.1% |
100% |
True |
False |
|
| 10 |
4,442.87 |
3,856.02 |
586.85 |
13.2% |
153.31 |
3.5% |
100% |
True |
False |
|
| 20 |
4,442.87 |
3,848.37 |
594.50 |
13.4% |
135.05 |
3.0% |
100% |
True |
False |
|
| 40 |
4,442.87 |
3,314.75 |
1,128.12 |
25.4% |
143.53 |
3.2% |
100% |
True |
False |
|
| 60 |
4,442.87 |
3,093.98 |
1,348.89 |
30.4% |
129.87 |
2.9% |
100% |
True |
False |
|
| 80 |
4,442.87 |
2,741.17 |
1,701.70 |
38.3% |
115.64 |
2.6% |
100% |
True |
False |
|
| 100 |
4,442.87 |
2,299.95 |
2,142.92 |
48.2% |
105.78 |
2.4% |
100% |
True |
False |
|
| 120 |
4,442.87 |
2,299.95 |
2,142.92 |
48.2% |
98.49 |
2.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,230.57 |
|
2.618 |
4,928.09 |
|
1.618 |
4,742.75 |
|
1.000 |
4,628.21 |
|
0.618 |
4,557.41 |
|
HIGH |
4,442.87 |
|
0.618 |
4,372.07 |
|
0.500 |
4,350.20 |
|
0.382 |
4,328.33 |
|
LOW |
4,257.53 |
|
0.618 |
4,142.99 |
|
1.000 |
4,072.19 |
|
1.618 |
3,957.65 |
|
2.618 |
3,772.31 |
|
4.250 |
3,469.84 |
|
|
| Fisher Pivots for day following 03-Mar-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,411.98 |
4,402.06 |
| PP |
4,381.09 |
4,361.24 |
| S1 |
4,350.20 |
4,320.43 |
|