| Trading Metrics calculated at close of trading on 06-Mar-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2000 |
06-Mar-2000 |
Change |
Change % |
Previous Week |
| Open |
4,257.53 |
4,448.48 |
190.95 |
4.5% |
4,178.58 |
| High |
4,442.87 |
4,548.55 |
105.68 |
2.4% |
4,442.87 |
| Low |
4,257.53 |
4,436.60 |
179.07 |
4.2% |
4,024.08 |
| Close |
4,442.87 |
4,457.18 |
14.31 |
0.3% |
4,442.87 |
| Range |
185.34 |
111.95 |
-73.39 |
-39.6% |
418.79 |
| ATR |
144.36 |
142.04 |
-2.31 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,816.63 |
4,748.85 |
4,518.75 |
|
| R3 |
4,704.68 |
4,636.90 |
4,487.97 |
|
| R2 |
4,592.73 |
4,592.73 |
4,477.70 |
|
| R1 |
4,524.95 |
4,524.95 |
4,467.44 |
4,558.84 |
| PP |
4,480.78 |
4,480.78 |
4,480.78 |
4,497.72 |
| S1 |
4,413.00 |
4,413.00 |
4,446.92 |
4,446.89 |
| S2 |
4,368.83 |
4,368.83 |
4,436.66 |
|
| S3 |
4,256.88 |
4,301.05 |
4,426.39 |
|
| S4 |
4,144.93 |
4,189.10 |
4,395.61 |
|
|
| 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 |
4,548.55 |
4,174.75 |
373.80 |
8.4% |
121.74 |
2.7% |
76% |
True |
False |
|
| 10 |
4,548.55 |
3,856.02 |
692.53 |
15.5% |
146.93 |
3.3% |
87% |
True |
False |
|
| 20 |
4,548.55 |
3,848.37 |
700.18 |
15.7% |
137.00 |
3.1% |
87% |
True |
False |
|
| 40 |
4,548.55 |
3,314.75 |
1,233.80 |
27.7% |
141.84 |
3.2% |
93% |
True |
False |
|
| 60 |
4,548.55 |
3,093.98 |
1,454.57 |
32.6% |
130.66 |
2.9% |
94% |
True |
False |
|
| 80 |
4,548.55 |
2,757.98 |
1,790.57 |
40.2% |
116.13 |
2.6% |
95% |
True |
False |
|
| 100 |
4,548.55 |
2,299.95 |
2,248.60 |
50.4% |
106.12 |
2.4% |
96% |
True |
False |
|
| 120 |
4,548.55 |
2,299.95 |
2,248.60 |
50.4% |
99.06 |
2.2% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,024.34 |
|
2.618 |
4,841.64 |
|
1.618 |
4,729.69 |
|
1.000 |
4,660.50 |
|
0.618 |
4,617.74 |
|
HIGH |
4,548.55 |
|
0.618 |
4,505.79 |
|
0.500 |
4,492.58 |
|
0.382 |
4,479.36 |
|
LOW |
4,436.60 |
|
0.618 |
4,367.41 |
|
1.000 |
4,324.65 |
|
1.618 |
4,255.46 |
|
2.618 |
4,143.51 |
|
4.250 |
3,960.81 |
|
|
| Fisher Pivots for day following 06-Mar-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,492.58 |
4,429.21 |
| PP |
4,480.78 |
4,401.24 |
| S1 |
4,468.98 |
4,373.27 |
|