| Trading Metrics calculated at close of trading on 15-Mar-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2000 |
15-Mar-2000 |
Change |
Change % |
Previous Week |
| Open |
4,448.63 |
4,250.74 |
-197.89 |
-4.4% |
4,448.48 |
| High |
4,537.99 |
4,341.54 |
-196.45 |
-4.3% |
4,659.72 |
| Low |
4,226.79 |
4,094.04 |
-132.75 |
-3.1% |
4,266.87 |
| Close |
4,226.99 |
4,130.01 |
-96.98 |
-2.3% |
4,587.16 |
| Range |
311.20 |
247.50 |
-63.70 |
-20.5% |
392.85 |
| ATR |
166.15 |
171.96 |
5.81 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,931.03 |
4,778.02 |
4,266.14 |
|
| R3 |
4,683.53 |
4,530.52 |
4,198.07 |
|
| R2 |
4,436.03 |
4,436.03 |
4,175.39 |
|
| R1 |
4,283.02 |
4,283.02 |
4,152.70 |
4,235.78 |
| PP |
4,188.53 |
4,188.53 |
4,188.53 |
4,164.91 |
| S1 |
4,035.52 |
4,035.52 |
4,107.32 |
3,988.28 |
| S2 |
3,941.03 |
3,941.03 |
4,084.64 |
|
| S3 |
3,693.53 |
3,788.02 |
4,061.95 |
|
| S4 |
3,446.03 |
3,540.52 |
3,993.89 |
|
|
| Weekly Pivots for week ending 10-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,683.13 |
5,528.00 |
4,803.23 |
|
| R3 |
5,290.28 |
5,135.15 |
4,695.19 |
|
| R2 |
4,897.43 |
4,897.43 |
4,659.18 |
|
| R1 |
4,742.30 |
4,742.30 |
4,623.17 |
4,819.87 |
| PP |
4,504.58 |
4,504.58 |
4,504.58 |
4,543.37 |
| S1 |
4,349.45 |
4,349.45 |
4,551.15 |
4,427.02 |
| S2 |
4,111.73 |
4,111.73 |
4,515.14 |
|
| S3 |
3,718.88 |
3,956.60 |
4,479.13 |
|
| S4 |
3,326.03 |
3,563.75 |
4,371.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,659.72 |
4,094.04 |
565.68 |
13.7% |
214.94 |
5.2% |
6% |
False |
True |
|
| 10 |
4,659.72 |
4,094.04 |
565.68 |
13.7% |
192.04 |
4.6% |
6% |
False |
True |
|
| 20 |
4,659.72 |
3,856.02 |
803.70 |
19.5% |
167.17 |
4.0% |
34% |
False |
False |
|
| 40 |
4,659.72 |
3,349.06 |
1,310.66 |
31.7% |
153.60 |
3.7% |
60% |
False |
False |
|
| 60 |
4,659.72 |
3,314.75 |
1,344.97 |
32.6% |
144.41 |
3.5% |
61% |
False |
False |
|
| 80 |
4,659.72 |
2,956.79 |
1,702.93 |
41.2% |
128.68 |
3.1% |
69% |
False |
False |
|
| 100 |
4,659.72 |
2,423.29 |
2,236.43 |
54.2% |
115.41 |
2.8% |
76% |
False |
False |
|
| 120 |
4,659.72 |
2,299.95 |
2,359.77 |
57.1% |
107.16 |
2.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,393.42 |
|
2.618 |
4,989.50 |
|
1.618 |
4,742.00 |
|
1.000 |
4,589.04 |
|
0.618 |
4,494.50 |
|
HIGH |
4,341.54 |
|
0.618 |
4,247.00 |
|
0.500 |
4,217.79 |
|
0.382 |
4,188.59 |
|
LOW |
4,094.04 |
|
0.618 |
3,941.09 |
|
1.000 |
3,846.54 |
|
1.618 |
3,693.59 |
|
2.618 |
3,446.09 |
|
4.250 |
3,042.17 |
|
|
| Fisher Pivots for day following 15-Mar-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,217.79 |
4,339.60 |
| PP |
4,188.53 |
4,269.74 |
| S1 |
4,159.27 |
4,199.87 |
|