Trading Metrics calculated at close of trading on 23-Mar-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2000 |
23-Mar-2000 |
Change |
Change % |
Previous Week |
Open |
10,907.30 |
10,866.70 |
-40.60 |
-0.4% |
9,742.67 |
High |
10,917.30 |
11,136.60 |
219.30 |
2.0% |
10,763.40 |
Low |
10,789.10 |
10,831.00 |
41.90 |
0.4% |
9,735.54 |
Close |
10,866.70 |
11,119.90 |
253.20 |
2.3% |
10,595.20 |
Range |
128.20 |
305.60 |
177.40 |
138.4% |
1,027.86 |
ATR |
243.80 |
248.22 |
4.41 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,945.97 |
11,838.53 |
11,287.98 |
|
R3 |
11,640.37 |
11,532.93 |
11,203.94 |
|
R2 |
11,334.77 |
11,334.77 |
11,175.93 |
|
R1 |
11,227.33 |
11,227.33 |
11,147.91 |
11,281.05 |
PP |
11,029.17 |
11,029.17 |
11,029.17 |
11,056.03 |
S1 |
10,921.73 |
10,921.73 |
11,091.89 |
10,975.45 |
S2 |
10,723.57 |
10,723.57 |
11,063.87 |
|
S3 |
10,417.97 |
10,616.13 |
11,035.86 |
|
S4 |
10,112.37 |
10,310.53 |
10,951.82 |
|
|
Weekly Pivots for week ending 17-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,448.29 |
13,049.61 |
11,160.52 |
|
R3 |
12,420.43 |
12,021.75 |
10,877.86 |
|
R2 |
11,392.57 |
11,392.57 |
10,783.64 |
|
R1 |
10,993.89 |
10,993.89 |
10,689.42 |
11,193.23 |
PP |
10,364.71 |
10,364.71 |
10,364.71 |
10,464.39 |
S1 |
9,966.03 |
9,966.03 |
10,500.98 |
10,165.37 |
S2 |
9,336.85 |
9,336.85 |
10,406.76 |
|
S3 |
8,308.99 |
8,938.17 |
10,312.54 |
|
S4 |
7,281.13 |
7,910.31 |
10,029.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,136.60 |
10,567.30 |
569.30 |
5.1% |
214.86 |
1.9% |
97% |
True |
False |
|
10 |
11,136.60 |
9,735.54 |
1,401.06 |
12.6% |
265.14 |
2.4% |
99% |
True |
False |
|
20 |
11,136.60 |
9,731.81 |
1,404.79 |
12.6% |
255.87 |
2.3% |
99% |
True |
False |
|
40 |
11,164.10 |
9,731.81 |
1,432.29 |
12.9% |
232.80 |
2.1% |
97% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
219.49 |
2.0% |
69% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
199.85 |
1.8% |
69% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
185.00 |
1.7% |
69% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
184.53 |
1.7% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,435.40 |
2.618 |
11,936.66 |
1.618 |
11,631.06 |
1.000 |
11,442.20 |
0.618 |
11,325.46 |
HIGH |
11,136.60 |
0.618 |
11,019.86 |
0.500 |
10,983.80 |
0.382 |
10,947.74 |
LOW |
10,831.00 |
0.618 |
10,642.14 |
1.000 |
10,525.40 |
1.618 |
10,336.54 |
2.618 |
10,030.94 |
4.250 |
9,532.20 |
|
|
Fisher Pivots for day following 23-Mar-2000 |
Pivot |
1 day |
3 day |
R1 |
11,074.53 |
11,036.63 |
PP |
11,029.17 |
10,953.37 |
S1 |
10,983.80 |
10,870.10 |
|