| Trading Metrics calculated at close of trading on 24-Mar-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2000 |
24-Mar-2000 |
Change |
Change % |
Previous Week |
| Open |
10,866.70 |
11,119.90 |
253.20 |
2.3% |
10,595.20 |
| High |
11,136.60 |
11,234.70 |
98.10 |
0.9% |
11,234.70 |
| Low |
10,831.00 |
11,045.10 |
214.10 |
2.0% |
10,587.00 |
| Close |
11,119.90 |
11,112.70 |
-7.20 |
-0.1% |
11,112.70 |
| Range |
305.60 |
189.60 |
-116.00 |
-38.0% |
647.70 |
| ATR |
248.22 |
244.03 |
-4.19 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,699.63 |
11,595.77 |
11,216.98 |
|
| R3 |
11,510.03 |
11,406.17 |
11,164.84 |
|
| R2 |
11,320.43 |
11,320.43 |
11,147.46 |
|
| R1 |
11,216.57 |
11,216.57 |
11,130.08 |
11,173.70 |
| PP |
11,130.83 |
11,130.83 |
11,130.83 |
11,109.40 |
| S1 |
11,026.97 |
11,026.97 |
11,095.32 |
10,984.10 |
| S2 |
10,941.23 |
10,941.23 |
11,077.94 |
|
| S3 |
10,751.63 |
10,837.37 |
11,060.56 |
|
| S4 |
10,562.03 |
10,647.77 |
11,008.42 |
|
|
| Weekly Pivots for week ending 24-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,921.23 |
12,664.67 |
11,468.94 |
|
| R3 |
12,273.53 |
12,016.97 |
11,290.82 |
|
| R2 |
11,625.83 |
11,625.83 |
11,231.45 |
|
| R1 |
11,369.27 |
11,369.27 |
11,172.07 |
11,497.55 |
| PP |
10,978.13 |
10,978.13 |
10,978.13 |
11,042.28 |
| S1 |
10,721.57 |
10,721.57 |
11,053.33 |
10,849.85 |
| S2 |
10,330.43 |
10,330.43 |
10,993.96 |
|
| S3 |
9,682.73 |
10,073.87 |
10,934.58 |
|
| S4 |
9,035.03 |
9,426.17 |
10,756.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,234.70 |
10,587.00 |
647.70 |
5.8% |
213.56 |
1.9% |
81% |
True |
False |
|
| 10 |
11,234.70 |
9,735.54 |
1,499.16 |
13.5% |
265.69 |
2.4% |
92% |
True |
False |
|
| 20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.5% |
250.53 |
2.3% |
92% |
True |
False |
|
| 40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.5% |
231.32 |
2.1% |
92% |
True |
False |
|
| 60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
220.69 |
2.0% |
68% |
False |
False |
|
| 80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
200.07 |
1.8% |
68% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
185.93 |
1.7% |
68% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.2% |
184.92 |
1.7% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,040.50 |
|
2.618 |
11,731.07 |
|
1.618 |
11,541.47 |
|
1.000 |
11,424.30 |
|
0.618 |
11,351.87 |
|
HIGH |
11,234.70 |
|
0.618 |
11,162.27 |
|
0.500 |
11,139.90 |
|
0.382 |
11,117.53 |
|
LOW |
11,045.10 |
|
0.618 |
10,927.93 |
|
1.000 |
10,855.50 |
|
1.618 |
10,738.33 |
|
2.618 |
10,548.73 |
|
4.250 |
10,239.30 |
|
|
| Fisher Pivots for day following 24-Mar-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,139.90 |
11,079.10 |
| PP |
11,130.83 |
11,045.50 |
| S1 |
11,121.77 |
11,011.90 |
|