| Trading Metrics calculated at close of trading on 13-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2001 |
13-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,247.20 |
2,315.46 |
68.26 |
3.0% |
2,447.72 |
| High |
2,319.90 |
2,367.91 |
48.01 |
2.1% |
2,531.05 |
| Low |
2,229.23 |
2,208.01 |
-21.22 |
-1.0% |
2,247.52 |
| Close |
2,286.85 |
2,208.40 |
-78.45 |
-3.4% |
2,261.77 |
| Range |
90.67 |
159.90 |
69.23 |
76.4% |
283.53 |
| ATR |
118.04 |
121.03 |
2.99 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.14 |
2,634.67 |
2,296.35 |
|
| R3 |
2,581.24 |
2,474.77 |
2,252.37 |
|
| R2 |
2,421.34 |
2,421.34 |
2,237.72 |
|
| R1 |
2,314.87 |
2,314.87 |
2,223.06 |
2,288.16 |
| PP |
2,261.44 |
2,261.44 |
2,261.44 |
2,248.08 |
| S1 |
2,154.97 |
2,154.97 |
2,193.74 |
2,128.26 |
| S2 |
2,101.54 |
2,101.54 |
2,179.09 |
|
| S3 |
1,941.64 |
1,995.07 |
2,164.43 |
|
| S4 |
1,781.74 |
1,835.17 |
2,120.46 |
|
|
| Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.37 |
3,013.10 |
2,417.71 |
|
| R3 |
2,913.84 |
2,729.57 |
2,339.74 |
|
| R2 |
2,630.31 |
2,630.31 |
2,313.75 |
|
| R1 |
2,446.04 |
2,446.04 |
2,287.76 |
2,396.41 |
| PP |
2,346.78 |
2,346.78 |
2,346.78 |
2,321.97 |
| S1 |
2,162.51 |
2,162.51 |
2,235.78 |
2,112.88 |
| S2 |
2,063.25 |
2,063.25 |
2,209.79 |
|
| S3 |
1,779.72 |
1,878.98 |
2,183.80 |
|
| S4 |
1,496.19 |
1,595.45 |
2,105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,464.19 |
2,208.01 |
256.18 |
11.6% |
110.25 |
5.0% |
0% |
False |
True |
|
| 10 |
2,718.51 |
2,208.01 |
510.50 |
23.1% |
104.37 |
4.7% |
0% |
False |
True |
|
| 20 |
2,771.63 |
2,208.01 |
563.62 |
25.5% |
102.94 |
4.7% |
0% |
False |
True |
|
| 40 |
2,771.63 |
2,087.32 |
684.31 |
31.0% |
131.66 |
6.0% |
18% |
False |
False |
|
| 60 |
3,082.42 |
2,087.32 |
995.10 |
45.1% |
135.87 |
6.2% |
12% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
64.6% |
138.44 |
6.3% |
8% |
False |
False |
|
| 100 |
3,790.45 |
2,087.32 |
1,703.13 |
77.1% |
144.84 |
6.6% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
93.3% |
140.04 |
6.3% |
6% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.49 |
|
2.618 |
2,786.53 |
|
1.618 |
2,626.63 |
|
1.000 |
2,527.81 |
|
0.618 |
2,466.73 |
|
HIGH |
2,367.91 |
|
0.618 |
2,306.83 |
|
0.500 |
2,287.96 |
|
0.382 |
2,269.09 |
|
LOW |
2,208.01 |
|
0.618 |
2,109.19 |
|
1.000 |
2,048.11 |
|
1.618 |
1,949.29 |
|
2.618 |
1,789.39 |
|
4.250 |
1,528.44 |
|
|
| Fisher Pivots for day following 13-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.96 |
2,287.96 |
| PP |
2,261.44 |
2,261.44 |
| S1 |
2,234.92 |
2,234.92 |
|