| 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 |
10,334.60 |
10,367.50 |
32.90 |
0.3% |
9,896.55 |
| High |
10,443.50 |
10,384.00 |
-59.50 |
-0.6% |
10,443.50 |
| Low |
10,171.10 |
10,121.50 |
-49.60 |
-0.5% |
9,842.57 |
| Close |
10,367.20 |
10,170.50 |
-196.70 |
-1.9% |
10,367.20 |
| Range |
272.40 |
262.50 |
-9.90 |
-3.6% |
600.93 |
| ATR |
209.46 |
213.25 |
3.79 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,012.83 |
10,854.17 |
10,314.88 |
|
| R3 |
10,750.33 |
10,591.67 |
10,242.69 |
|
| R2 |
10,487.83 |
10,487.83 |
10,218.63 |
|
| R1 |
10,329.17 |
10,329.17 |
10,194.56 |
10,277.25 |
| PP |
10,225.33 |
10,225.33 |
10,225.33 |
10,199.38 |
| S1 |
10,066.67 |
10,066.67 |
10,146.44 |
10,014.75 |
| S2 |
9,962.83 |
9,962.83 |
10,122.38 |
|
| S3 |
9,700.33 |
9,804.17 |
10,098.31 |
|
| S4 |
9,437.83 |
9,541.67 |
10,026.13 |
|
|
| Weekly Pivots for week ending 03-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,020.55 |
11,794.80 |
10,697.71 |
|
| R3 |
11,419.62 |
11,193.87 |
10,532.46 |
|
| R2 |
10,818.69 |
10,818.69 |
10,477.37 |
|
| R1 |
10,592.94 |
10,592.94 |
10,422.29 |
10,705.82 |
| PP |
10,217.76 |
10,217.76 |
10,217.76 |
10,274.19 |
| S1 |
9,992.01 |
9,992.01 |
10,312.11 |
10,104.89 |
| S2 |
9,616.83 |
9,616.83 |
10,257.03 |
|
| S3 |
9,015.90 |
9,391.08 |
10,201.94 |
|
| S4 |
8,414.97 |
8,790.15 |
10,036.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,443.50 |
10,030.00 |
413.50 |
4.1% |
184.08 |
1.8% |
34% |
False |
False |
|
| 10 |
10,443.50 |
9,836.06 |
607.44 |
6.0% |
224.25 |
2.2% |
55% |
False |
False |
|
| 20 |
11,023.10 |
9,836.06 |
1,187.04 |
11.7% |
212.58 |
2.1% |
28% |
False |
False |
|
| 40 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
204.31 |
2.0% |
17% |
False |
False |
|
| 60 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
189.26 |
1.9% |
17% |
False |
False |
|
| 80 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
174.13 |
1.7% |
17% |
False |
False |
|
| 100 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
174.31 |
1.7% |
17% |
False |
False |
|
| 120 |
11,750.30 |
9,836.06 |
1,914.24 |
18.8% |
172.88 |
1.7% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,499.63 |
|
2.618 |
11,071.23 |
|
1.618 |
10,808.73 |
|
1.000 |
10,646.50 |
|
0.618 |
10,546.23 |
|
HIGH |
10,384.00 |
|
0.618 |
10,283.73 |
|
0.500 |
10,252.75 |
|
0.382 |
10,221.78 |
|
LOW |
10,121.50 |
|
0.618 |
9,959.28 |
|
1.000 |
9,859.00 |
|
1.618 |
9,696.78 |
|
2.618 |
9,434.28 |
|
4.250 |
9,005.88 |
|
|
| Fisher Pivots for day following 06-Mar-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,252.75 |
10,273.50 |
| PP |
10,225.33 |
10,239.17 |
| S1 |
10,197.92 |
10,204.83 |
|