| Trading Metrics calculated at close of trading on 15-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2001 |
15-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
9,993.59 |
10,098.20 |
104.61 |
1.0% |
10,494.30 |
| High |
10,279.40 |
10,097.70 |
-181.70 |
-1.8% |
10,859.50 |
| Low |
9,895.57 |
9,980.85 |
85.28 |
0.9% |
10,468.50 |
| Close |
9,973.46 |
10,031.30 |
57.84 |
0.6% |
10,644.60 |
| Range |
383.83 |
116.85 |
-266.98 |
-69.6% |
391.00 |
| ATR |
210.05 |
203.92 |
-6.13 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,387.17 |
10,326.08 |
10,095.57 |
|
| R3 |
10,270.32 |
10,209.23 |
10,063.43 |
|
| R2 |
10,153.47 |
10,153.47 |
10,052.72 |
|
| R1 |
10,092.38 |
10,092.38 |
10,042.01 |
10,064.50 |
| PP |
10,036.62 |
10,036.62 |
10,036.62 |
10,022.68 |
| S1 |
9,975.53 |
9,975.53 |
10,020.59 |
9,947.65 |
| S2 |
9,919.77 |
9,919.77 |
10,009.88 |
|
| S3 |
9,802.92 |
9,858.68 |
9,999.17 |
|
| S4 |
9,686.07 |
9,741.83 |
9,967.03 |
|
|
| Weekly Pivots for week ending 09-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,830.53 |
11,628.57 |
10,859.65 |
|
| R3 |
11,439.53 |
11,237.57 |
10,752.13 |
|
| R2 |
11,048.53 |
11,048.53 |
10,716.28 |
|
| R1 |
10,846.57 |
10,846.57 |
10,680.44 |
10,947.55 |
| PP |
10,657.53 |
10,657.53 |
10,657.53 |
10,708.03 |
| S1 |
10,455.57 |
10,455.57 |
10,608.76 |
10,556.55 |
| S2 |
10,266.53 |
10,266.53 |
10,572.92 |
|
| S3 |
9,875.53 |
10,064.57 |
10,537.08 |
|
| S4 |
9,484.53 |
9,673.57 |
10,429.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,850.10 |
9,895.57 |
954.53 |
9.5% |
285.70 |
2.8% |
14% |
False |
False |
|
| 10 |
10,859.50 |
9,895.57 |
963.93 |
9.6% |
221.73 |
2.2% |
14% |
False |
False |
|
| 20 |
10,922.60 |
9,895.57 |
1,027.03 |
10.2% |
207.12 |
2.1% |
13% |
False |
False |
|
| 40 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
169.41 |
1.7% |
12% |
False |
False |
|
| 60 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
176.34 |
1.8% |
12% |
False |
False |
|
| 80 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
178.35 |
1.8% |
12% |
False |
False |
|
| 100 |
11,035.10 |
9,895.57 |
1,139.53 |
11.4% |
176.97 |
1.8% |
12% |
False |
False |
|
| 120 |
11,035.10 |
9,654.64 |
1,380.46 |
13.8% |
179.18 |
1.8% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,594.31 |
|
2.618 |
10,403.61 |
|
1.618 |
10,286.76 |
|
1.000 |
10,214.55 |
|
0.618 |
10,169.91 |
|
HIGH |
10,097.70 |
|
0.618 |
10,053.06 |
|
0.500 |
10,039.28 |
|
0.382 |
10,025.49 |
|
LOW |
9,980.85 |
|
0.618 |
9,908.64 |
|
1.000 |
9,864.00 |
|
1.618 |
9,791.79 |
|
2.618 |
9,674.94 |
|
4.250 |
9,484.24 |
|
|
| Fisher Pivots for day following 15-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,039.28 |
10,094.34 |
| PP |
10,036.62 |
10,073.32 |
| S1 |
10,033.96 |
10,052.31 |
|