Trading Metrics calculated at close of trading on 15-Feb-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2000 |
15-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
3,969.95 |
3,983.85 |
13.90 |
0.4% |
3,873.43 |
High |
4,005.59 |
4,024.13 |
18.54 |
0.5% |
4,090.26 |
Low |
3,918.87 |
3,848.37 |
-70.50 |
-1.8% |
3,858.89 |
Close |
3,986.13 |
3,997.03 |
10.90 |
0.3% |
3,968.89 |
Range |
86.72 |
175.76 |
89.04 |
102.7% |
231.37 |
ATR |
133.05 |
136.10 |
3.05 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,483.79 |
4,416.17 |
4,093.70 |
|
R3 |
4,308.03 |
4,240.41 |
4,045.36 |
|
R2 |
4,132.27 |
4,132.27 |
4,029.25 |
|
R1 |
4,064.65 |
4,064.65 |
4,013.14 |
4,098.46 |
PP |
3,956.51 |
3,956.51 |
3,956.51 |
3,973.42 |
S1 |
3,888.89 |
3,888.89 |
3,980.92 |
3,922.70 |
S2 |
3,780.75 |
3,780.75 |
3,964.81 |
|
S3 |
3,604.99 |
3,713.13 |
3,948.70 |
|
S4 |
3,429.23 |
3,537.37 |
3,900.36 |
|
|
Weekly Pivots for week ending 11-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.79 |
4,549.21 |
4,096.14 |
|
R3 |
4,435.42 |
4,317.84 |
4,032.52 |
|
R2 |
4,204.05 |
4,204.05 |
4,011.31 |
|
R1 |
4,086.47 |
4,086.47 |
3,990.10 |
4,145.26 |
PP |
3,972.68 |
3,972.68 |
3,972.68 |
4,002.08 |
S1 |
3,855.10 |
3,855.10 |
3,947.68 |
3,913.89 |
S2 |
3,741.31 |
3,741.31 |
3,926.47 |
|
S3 |
3,509.94 |
3,623.73 |
3,905.26 |
|
S4 |
3,278.57 |
3,392.36 |
3,841.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,090.26 |
3,848.37 |
241.89 |
6.1% |
134.73 |
3.4% |
61% |
False |
True |
|
10 |
4,090.26 |
3,693.95 |
396.31 |
9.9% |
119.76 |
3.0% |
76% |
False |
False |
|
20 |
4,090.26 |
3,349.06 |
741.20 |
18.5% |
140.04 |
3.5% |
87% |
False |
False |
|
40 |
4,090.26 |
3,314.75 |
775.51 |
19.4% |
133.03 |
3.3% |
88% |
False |
False |
|
60 |
4,090.26 |
2,956.79 |
1,133.47 |
28.4% |
115.85 |
2.9% |
92% |
False |
False |
|
80 |
4,090.26 |
2,423.29 |
1,666.97 |
41.7% |
102.47 |
2.6% |
94% |
False |
False |
|
100 |
4,090.26 |
2,299.95 |
1,790.31 |
44.8% |
95.16 |
2.4% |
95% |
False |
False |
|
120 |
4,090.26 |
2,299.95 |
1,790.31 |
44.8% |
89.46 |
2.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,771.11 |
2.618 |
4,484.27 |
1.618 |
4,308.51 |
1.000 |
4,199.89 |
0.618 |
4,132.75 |
HIGH |
4,024.13 |
0.618 |
3,956.99 |
0.500 |
3,936.25 |
0.382 |
3,915.51 |
LOW |
3,848.37 |
0.618 |
3,739.75 |
1.000 |
3,672.61 |
1.618 |
3,563.99 |
2.618 |
3,388.23 |
4.250 |
3,101.39 |
|
|
Fisher Pivots for day following 15-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
3,976.77 |
3,987.79 |
PP |
3,956.51 |
3,978.55 |
S1 |
3,936.25 |
3,969.32 |
|