| Trading Metrics calculated at close of trading on 15-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2001 |
15-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,224.35 |
2,360.56 |
136.21 |
6.1% |
2,447.72 |
| High |
2,307.27 |
2,423.65 |
116.38 |
5.0% |
2,531.05 |
| Low |
2,173.42 |
2,355.92 |
182.50 |
8.4% |
2,247.52 |
| Close |
2,305.82 |
2,371.04 |
65.22 |
2.8% |
2,261.77 |
| Range |
133.85 |
67.73 |
-66.12 |
-49.4% |
283.53 |
| ATR |
121.95 |
121.65 |
-0.29 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.73 |
2,546.61 |
2,408.29 |
|
| R3 |
2,519.00 |
2,478.88 |
2,389.67 |
|
| R2 |
2,451.27 |
2,451.27 |
2,383.46 |
|
| R1 |
2,411.15 |
2,411.15 |
2,377.25 |
2,431.21 |
| PP |
2,383.54 |
2,383.54 |
2,383.54 |
2,393.57 |
| S1 |
2,343.42 |
2,343.42 |
2,364.83 |
2,363.48 |
| S2 |
2,315.81 |
2,315.81 |
2,358.62 |
|
| S3 |
2,248.08 |
2,275.69 |
2,352.41 |
|
| S4 |
2,180.35 |
2,207.96 |
2,333.79 |
|
|
| 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 |
2,423.65 |
2,173.42 |
250.23 |
10.6% |
109.41 |
4.6% |
79% |
True |
False |
|
| 10 |
2,616.40 |
2,173.42 |
442.98 |
18.7% |
104.63 |
4.4% |
45% |
False |
False |
|
| 20 |
2,771.63 |
2,173.42 |
598.21 |
25.2% |
101.58 |
4.3% |
33% |
False |
False |
|
| 40 |
2,771.63 |
2,087.32 |
684.31 |
28.9% |
130.67 |
5.5% |
41% |
False |
False |
|
| 60 |
2,990.83 |
2,087.32 |
903.51 |
38.1% |
134.09 |
5.7% |
31% |
False |
False |
|
| 80 |
3,498.04 |
2,087.32 |
1,410.72 |
59.5% |
137.60 |
5.8% |
20% |
False |
False |
|
| 100 |
3,774.78 |
2,087.32 |
1,687.46 |
71.2% |
143.74 |
6.1% |
17% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
86.9% |
139.97 |
5.9% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.50 |
|
2.618 |
2,600.97 |
|
1.618 |
2,533.24 |
|
1.000 |
2,491.38 |
|
0.618 |
2,465.51 |
|
HIGH |
2,423.65 |
|
0.618 |
2,397.78 |
|
0.500 |
2,389.79 |
|
0.382 |
2,381.79 |
|
LOW |
2,355.92 |
|
0.618 |
2,314.06 |
|
1.000 |
2,288.19 |
|
1.618 |
2,246.33 |
|
2.618 |
2,178.60 |
|
4.250 |
2,068.07 |
|
|
| Fisher Pivots for day following 15-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.79 |
2,346.87 |
| PP |
2,383.54 |
2,322.70 |
| S1 |
2,377.29 |
2,298.54 |
|