Trading Metrics calculated at close of trading on 03-Apr-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2000 |
03-Apr-2000 |
Change |
Change % |
Previous Week |
Open |
10,980.60 |
10,921.90 |
-58.70 |
-0.5% |
11,112.70 |
High |
11,107.80 |
11,223.80 |
116.00 |
1.0% |
11,170.80 |
Low |
10,921.90 |
10,863.00 |
-58.90 |
-0.5% |
10,910.80 |
Close |
10,921.90 |
11,221.90 |
300.00 |
2.7% |
10,921.90 |
Range |
185.90 |
360.80 |
174.90 |
94.1% |
260.00 |
ATR |
227.83 |
237.32 |
9.50 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,185.30 |
12,064.40 |
11,420.34 |
|
R3 |
11,824.50 |
11,703.60 |
11,321.12 |
|
R2 |
11,463.70 |
11,463.70 |
11,288.05 |
|
R1 |
11,342.80 |
11,342.80 |
11,254.97 |
11,403.25 |
PP |
11,102.90 |
11,102.90 |
11,102.90 |
11,133.13 |
S1 |
10,982.00 |
10,982.00 |
11,188.83 |
11,042.45 |
S2 |
10,742.10 |
10,742.10 |
11,155.75 |
|
S3 |
10,381.30 |
10,621.20 |
11,122.68 |
|
S4 |
10,020.50 |
10,260.40 |
11,023.46 |
|
|
Weekly Pivots for week ending 31-Mar-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,781.17 |
11,611.53 |
11,064.90 |
|
R3 |
11,521.17 |
11,351.53 |
10,993.40 |
|
R2 |
11,261.17 |
11,261.17 |
10,969.57 |
|
R1 |
11,091.53 |
11,091.53 |
10,945.73 |
11,046.35 |
PP |
11,001.17 |
11,001.17 |
11,001.17 |
10,978.58 |
S1 |
10,831.53 |
10,831.53 |
10,898.07 |
10,786.35 |
S2 |
10,741.17 |
10,741.17 |
10,874.23 |
|
S3 |
10,481.17 |
10,571.53 |
10,850.40 |
|
S4 |
10,221.17 |
10,311.53 |
10,778.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,223.80 |
10,863.00 |
360.80 |
3.2% |
225.34 |
2.0% |
99% |
True |
True |
|
10 |
11,234.70 |
10,603.60 |
631.10 |
5.6% |
224.19 |
2.0% |
98% |
False |
False |
|
20 |
11,234.70 |
9,731.81 |
1,502.89 |
13.4% |
254.55 |
2.3% |
99% |
False |
False |
|
40 |
11,234.70 |
9,731.81 |
1,502.89 |
13.4% |
233.57 |
2.1% |
99% |
False |
False |
|
60 |
11,750.30 |
9,731.81 |
2,018.49 |
18.0% |
221.06 |
2.0% |
74% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.0% |
205.59 |
1.8% |
74% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.0% |
190.22 |
1.7% |
74% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.0% |
187.68 |
1.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,757.20 |
2.618 |
12,168.37 |
1.618 |
11,807.57 |
1.000 |
11,584.60 |
0.618 |
11,446.77 |
HIGH |
11,223.80 |
0.618 |
11,085.97 |
0.500 |
11,043.40 |
0.382 |
11,000.83 |
LOW |
10,863.00 |
0.618 |
10,640.03 |
1.000 |
10,502.20 |
1.618 |
10,279.23 |
2.618 |
9,918.43 |
4.250 |
9,329.60 |
|
|
Fisher Pivots for day following 03-Apr-2000 |
Pivot |
1 day |
3 day |
R1 |
11,162.40 |
11,162.40 |
PP |
11,102.90 |
11,102.90 |
S1 |
11,043.40 |
11,043.40 |
|