| Trading Metrics calculated at close of trading on 29-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2001 |
29-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
9,941.20 |
9,784.94 |
-156.26 |
-1.6% |
9,840.85 |
| High |
9,941.20 |
9,882.80 |
-58.40 |
-0.6% |
10,019.90 |
| Low |
9,695.81 |
9,687.61 |
-8.20 |
-0.1% |
9,106.54 |
| Close |
9,785.35 |
9,799.06 |
13.71 |
0.1% |
9,504.78 |
| Range |
245.39 |
195.19 |
-50.20 |
-20.5% |
913.36 |
| ATR |
232.88 |
230.19 |
-2.69 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,375.39 |
10,282.42 |
9,906.41 |
|
| R3 |
10,180.20 |
10,087.23 |
9,852.74 |
|
| R2 |
9,985.01 |
9,985.01 |
9,834.84 |
|
| R1 |
9,892.04 |
9,892.04 |
9,816.95 |
9,938.53 |
| PP |
9,789.82 |
9,789.82 |
9,789.82 |
9,813.07 |
| S1 |
9,696.85 |
9,696.85 |
9,781.17 |
9,743.34 |
| S2 |
9,594.63 |
9,594.63 |
9,763.28 |
|
| S3 |
9,399.44 |
9,501.66 |
9,745.38 |
|
| S4 |
9,204.25 |
9,306.47 |
9,691.71 |
|
|
| Weekly Pivots for week ending 23-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.82 |
11,807.66 |
10,007.13 |
|
| R3 |
11,370.46 |
10,894.30 |
9,755.95 |
|
| R2 |
10,457.10 |
10,457.10 |
9,672.23 |
|
| R1 |
9,980.94 |
9,980.94 |
9,588.50 |
9,762.34 |
| PP |
9,543.74 |
9,543.74 |
9,543.74 |
9,434.44 |
| S1 |
9,067.58 |
9,067.58 |
9,421.06 |
8,848.98 |
| S2 |
8,630.38 |
8,630.38 |
9,337.33 |
|
| S3 |
7,717.02 |
8,154.22 |
9,253.61 |
|
| S4 |
6,803.66 |
7,240.86 |
9,002.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,960.88 |
9,338.15 |
622.73 |
6.4% |
231.70 |
2.4% |
74% |
False |
False |
|
| 10 |
10,049.70 |
9,106.54 |
943.16 |
9.6% |
254.33 |
2.6% |
73% |
False |
False |
|
| 20 |
10,859.50 |
9,106.54 |
1,752.96 |
17.9% |
238.03 |
2.4% |
40% |
False |
False |
|
| 40 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
199.18 |
2.0% |
36% |
False |
False |
|
| 60 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
187.36 |
1.9% |
36% |
False |
False |
|
| 80 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
189.02 |
1.9% |
36% |
False |
False |
|
| 100 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
185.06 |
1.9% |
36% |
False |
False |
|
| 120 |
11,035.10 |
9,106.54 |
1,928.56 |
19.7% |
187.49 |
1.9% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,712.36 |
|
2.618 |
10,393.81 |
|
1.618 |
10,198.62 |
|
1.000 |
10,077.99 |
|
0.618 |
10,003.43 |
|
HIGH |
9,882.80 |
|
0.618 |
9,808.24 |
|
0.500 |
9,785.21 |
|
0.382 |
9,762.17 |
|
LOW |
9,687.61 |
|
0.618 |
9,566.98 |
|
1.000 |
9,492.42 |
|
1.618 |
9,371.79 |
|
2.618 |
9,176.60 |
|
4.250 |
8,858.05 |
|
|
| Fisher Pivots for day following 29-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
9,794.44 |
9,805.35 |
| PP |
9,789.82 |
9,803.25 |
| S1 |
9,785.21 |
9,801.16 |
|